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Asia-Pacific Financial Markets

1997 - 2024

Current editor(s): Jiro Akahori

From:
Springer
Japanese Association of Financial Economics and Engineering
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

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Volume 31, issue 3, 2024

The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence pp. 423-452 Downloads
Aswini Kumar Mishra, Anand Theertha Nakhate, Yash Bagra, Abinash Singh and Bibhu Prasad Kar
Value Relevance of Comprehensive Income reported as per IFRS-converged Indian Accounting Standards pp. 453-472 Downloads
Sushma Vishnani, Nityanand Deva and Dheeraj Misra
Nexus Between Indian Economic Growth and Remittance Inflows: A Non-linear ARDL Approach pp. 473-495 Downloads
Muhammed Ashiq Villanthenkodath and Mohd Arshad Ansari
The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality pp. 497-542 Downloads
Sreekha Pullaykkodi and Rajesh H. Acharya
Expected Power Utility Maximization of Insurers pp. 543-577 Downloads
Hiroaki Hata and Kazuhiro Yasuda
Systemic Risk in Indian Financial Institutions: A Probabilistic Approach pp. 579-656 Downloads
Subhash Karmakar, Gautam Bandyopadhyay and Jayanta Nath Mukhopadhyay
The Asymmetric Effects of Exchange Rate Volatility on Pakistan–Japan Commodity Trade: Evidence from Non-linear ARDL Approach pp. 657-732 Downloads
Javed Iqbal, Sitara Jabeen, Misbah Nosheen and Mark Wohar
Do Carbon Performance and Disclosure Practices Effect Companies’ Financial Performance: A Non-Linear Perspective pp. 733-754 Downloads
Suchismita Ghosh, Ritu Pareek and Tarak Nath Sahu
Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence pp. 755-778 Downloads
Emon Kalyan Chowdhury and Iffat Ishrat Khan
Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test pp. 779-797 Downloads
Ugur Korkut Pata, Ojonugwa Usman, Godwin Olasehinde-Williams and Oktay Ozkan

Volume 31, issue 2, 2024

A CNN-LSTM Stock Prediction Model Based on Genetic Algorithm Optimization pp. 205-220 Downloads
Heon Baek
Decomposing the Momentum in the Japanese Stock Market pp. 221-250 Downloads
Yasuhiro Iwanaga, Takehide Hirose and Tomohiro Yoshida
Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach pp. 251-283 Downloads
Yuta Hibiki, Takuya Kiriu and Norio Hibiki
Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach pp. 285-305 Downloads
Yi-Hao Lai, Yi-Chiuan Wang and Yu-Ching Chang
Performance Attributes of Environmental, Social, and Governance Exchange-Traded Funds pp. 307-334 Downloads
Hasan F. Baklaci, William I-Wei Cheng and Jianing Zhang
Fund Characteristics, Managerial Skills and Performance Persistence: Evidence from India pp. 335-354 Downloads
Sudipta Majumdar, Rohan Kumar Mishra and Abhijeet Chandra
Forecasting of Crude Oil Prices Using Wavelet Decomposition Based Denoising with ARMA Model pp. 355-365 Downloads
Prabhat Mittal
The Impact of Third-Party Financial Products on the Consumer Loan Services Market in the Banking Sector: An Analysis of Sales Progress and Consumer Behavior pp. 367-387 Downloads
Narendra Singh Ranawat and Ayon Chakraborty
PDE-Based Bayesian Inference of CEV Dynamics for Credit Risk in Stock Prices pp. 389-421 Downloads
Kensuke Kato and Nobuhiro Nakamura

Volume 31, issue 1, 2024

Into the Unknown: Uncertainty, Foreboding and Financial Markets pp. 1-23 Downloads
Smita Roy Trivedi
A Dynamic Analysis of the Twin-Deficit Hypothesis: the Case of a Developing Country pp. 25-52 Downloads
Ibrar Hussain, Umar Hayat, Md Shabbir Alam and Uzma Khan
Does Market Performance (Tobin’s Q) Have A Negative Effect On Credit Ratings? Evidence From South Korea pp. 53-80 Downloads
Hyoung-Joo Lim and Dafydd Mali
Entropy Augmented Asset Pricing Model: Study on Indian Stock Market pp. 81-99 Downloads
Harshit Mishra and Parama Barai
The Relationship Between Financial Knowledge, Investment Strategy and Satisfaction From Pension Schemes: Evidence From India pp. 101-135 Downloads
Shallu Saini, Tejinder Sharma and Satyanarayana Parayitam
Covid-19 Data Manipulation and Reaction of Stock Markets pp. 137-164 Downloads
Monika Bolek and Cezary Bolek
Economic Policy Uncertainty and Emerging Stock Market Volatility pp. 165-181 Downloads
Maria Ghani and Usman Ghani
Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries pp. 183-203 Downloads
Muntazir Hussain, Usman Bashir and Ramiz Ur Rehman

Volume 30, issue 4, 2023

Impact of India’s Demonetization Episode on its Equity Markets pp. 649-675 Downloads
Goutam Sutar, Krantiraditya Dhalmahapatra and Sayan Chakraborty
An ISM and MICMAC Approach for Modelling the Contributors of Multibagger Stocks pp. 677-699 Downloads
Ajay Chauhan, Swati Gupta and Sanjay Gupta
Inclusions and Exclusions of Stocks in Cross-Border Investments: The Case of Stock Connect pp. 701-727 Downloads
Kin Ming Wong and Kwok Ping Tsang
Media Coverage, Real Earnings Management, and Long-Run Market Performance: Evidence from Chinese IPOs pp. 729-760 Downloads
Danning Yu
How Serious is India’s Nonperforming Assets Crisis? A Structural Satellite Version of the Financial-Macroeconometric Model pp. 761-794 Downloads
Nithin Mani, Alok Kumar Mishra and Jijin Pandikasala
Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility? pp. 795-816 Downloads
Nupur Moni Das, Bhabani Sankar Rout and Yashmin Khatun
Multi-period Dynamic Bond Portfolio Optimization Utilizing a Stochastic Interest Rate Model pp. 817-844 Downloads
Yoshiyuki Shimai and Naoki Makimoto
Industry Competition, Market Shares, and the Long-Run Performance of SEO Firms pp. 845-867 Downloads
Weiju Young, Junming Hsu, Peng-Yu Gao and Tzu-Ju Yang

Volume 30, issue 3, 2023

Comparing Financial Debt Choices of Existing and New SMEs in Indian Manufacturing Sector pp. 445-456 Downloads
Suresh Kg, Akanksha Saxena and M. Srikanth
Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach pp. 457-473 Downloads
Nidhal Mgadmi, Azza Béjaoui and Wajdi Moussa
Multi-scale Features of Interdependence Between Oil Prices and Stock Prices pp. 475-504 Downloads
Ngo Thai Hung and Xuan Vinh Vo
Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks pp. 505-530 Downloads
Taicir Mezghani and Mouna Boujelbène Abbes
Board Variables Reforms in India: Success or Failure? A Comparative Analysis Between Pre and Post Enactment Period of Companies Act, 2013 pp. 531-558 Downloads
Mahesh Chand Garg and Khushboo Tanwer
Effect of Index Concentration on Index Volatility and Performance pp. 559-585 Downloads
Amit Pandey and Anil Kumar Sharma
Insurance Market and Economic Growth in an Information-Driven Economy: Evidence from a Panel of High- and Middle-Income Countries? pp. 587-620 Downloads
Rudra P. Pradhan, Sahar Bahmani, Rebecca Abraham and John H. Hall
Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen pp. 621-647 Downloads
Sung C. Bae and Taek Ho Kwon

Volume 30, issue 2, 2023

Control Variate Method for Deep BSDE Solver Using Weak Approximation pp. 273-296 Downloads
Yoshifumi Tsuchida
Best-Case Scenario Robust Portfolio: Evidence from China Stock Market pp. 297-322 Downloads
Kaiqiang An, Guiyu Zhao, Jinjun Li, Jingsong Tian, Lihua Wang, Liang Xian and Chen Chen
Is the Growth of Companies Influencing Their Financial Condition Depending on Their Size: S&P 500 Listed Companies Example pp. 323-337 Downloads
Monika Bolek and Agata Gniadkowska-Szymańska
FDI Inflows-Economic Globalization Nexus in ASEAN Countries: The Panel Bootstrap Causality Test Based on Wavelet Decomposition pp. 339-362 Downloads
Muhammed Sehid Gorus, Veli Yilanci and Maxwell Kongkuah
Measuring Dependence in a Set of Asset Returns pp. 363-385 Downloads
Dilip B. Madan and King Wang
Does Remittance and Human Capital Formation Affect Financial Development? A Comparative Analysis Between India and China pp. 387-426 Downloads
Shreya Pal
Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective pp. 427-444 Downloads
Miklesh Prasad Yadav, Sudhi Sharma and Indira Bhardwaj

Volume 30, issue 1, 2023

Innovative Financial Instruments and Investors’ Interest in Indian Securities Markets pp. 1-12 Downloads
Pradiptarathi Panda
Optimizing Hedging Effectiveness of Indian Agricultural Commodity Futures: A Simulation Approach pp. 13-36 Downloads
Sanjay Mansabdar and Hussain C. Yaganti
Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India pp. 37-48 Downloads
Veeravel. V and A. Balakrishnan
A Study of Investment Style Timing of Mutual Funds in India pp. 49-72 Downloads
S. Pavithra and Parthajit Kayal
Did ESG Save the Day? Evidence From India During the COVID-19 Crisis pp. 73-107 Downloads
Ved Dilip Beloskar and S. V. D. Nageswara Rao
Stock returns seasonality in emerging asian markets pp. 109-130 Downloads
Khushboo Aggarwal and Mithilesh Kumar Jha
Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach pp. 131-164 Downloads
Prabhas Kumar Rath
Investment Performance and Tracking Efficiency of Indian Equity Exchange Traded Funds pp. 165-188 Downloads
L. Alamelu and Nisha Goyal
Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector? pp. 189-210 Downloads
Babu Jose and Nithin Jose
The Stock Performance of Green Bond Issuers During COVID-19 Pandemic: The Case of China pp. 211-230 Downloads
Jiongye Jin and Jianing Zhang
The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model pp. 231-246 Downloads
Muneer Shaik and Mohd Ziaur Rehman
Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities pp. 247-258 Downloads
Hema Divya Kantamaneni and Vasudeva Reddy Asi
Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR pp. 259-272 Downloads
Babita Panda, Ajaya Kumar Panda and Pradiptarathi Panda
Page updated 2024-11-02