Asia-Pacific Financial Markets
1997 - 2022
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 (). Access Statistics for this journal.
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Volume 29, issue 2, 2022
- Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach pp. 139-170

- Max Schreder and Pawel Bilinski
- Comparing Dynamic and Static Performance Indexes in the Stock Market: Evidence From Japan pp. 171-193

- Jiro Hodoshima and Toshiyuki Yamawake
- Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM) pp. 195-220

- Mona Mortazian
- Corporate Social Responsibility: Is Too Much Bad?—Evidence from India pp. 221-252

- Ved Dilip Beloskar and S. V. D. Nageswara Rao
- Optimal Pair–Trade Execution with Generalized Cross–Impact pp. 253-289

- Masamitsu Ohnishi and Makoto Shimoshimizu
- Shareholder Disputes and Commonality in Liquidity: Evidence from the Equity Markets in China pp. 291-325

- Mu-Shun Wang
- Examining the Performance of Islamic and Conventional Stock Indices: A Comparative Analysis pp. 327-355

- Mehmet Asutay, Yumeng Wang and Alija Avdukic
- Both Sensitive Value Measure and its Applications pp. 357-379

- Yoshio Miyahara
Volume 29, issue 1, 2022
- Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue pp. 1-3

- Toan Luu Duc Huynh, Thomas Walther and Sebastian Utz
- Values-Based and Global Systemically Important Banks: Their Stability and the Impact of Regulatory Changes After the Financial Crisis on it pp. 5-32

- Theresa Schäfer and Sebastian Utz
- Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh? pp. 33-78

- Muntasir Murshed, Mohamed Elheddad, Rizwan Ahmed, Mohga Bassim and Ei Thuzar Than
- Energy Consumption and Bitcoin Market pp. 79-93

- Anh Ngoc Quang Huynh, Duy Duong, Tobias Burggraf, Hien Thi Thu Luong and Nam Huu Bui
- Correction to: Energy Consumption and Bitcoin Market pp. 95-95

- Anh Ngoc Quang Huynh, Duy Duong, Tobias Burggraf, Hien Thi Thu Luong and Nam Huu Bui
- Does ESG Certification Improve Price Efficiency in the Chinese Stock Market? pp. 97-122

- Chunying Wu, Xiong Xiong and Ya Gao
- Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test pp. 123-137

- Yongjie Zhang, Yue Li and Dehua Shen
Volume 28, issue 4, 2021
- Is Being “Robust” Beneficial? A Perspective from the Indian Market pp. 469-497

- Mohammed Bilal Girach, Shashank Oberoi and Siddhartha P. Chakrabarty
- Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam pp. 499-526

- Cesario Mateus and Bao Trung Hoang
- The Relationship Between China’s Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market pp. 527-561

- Xiangyu Chen and Jittima Tongurai
- Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests pp. 563-585

- Teruo Kemmotsu
- Applying Technical Trading Rules to Beat Long-Term Investing: Evidence from Asian Markets pp. 587-611

- Thomas S. Coe and Kittipong Laosethakul
- Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries pp. 613-647

- Jose Arreola Hernandez, Sang Hoon Kang, Ron P. McIver and Seong-Min Yoon
- Financial Network Connectedness and Systemic Risk During the COVID-19 Pandemic pp. 649-665

- Mike K. P. So, Lupe S. H. Chan and Amanda M. Y. Chu
- Stocks Recommendation from Large Datasets Using Important Company and Economic Indicators pp. 667-689

- Kartikay Gupta and Niladri Chatterjee
Volume 28, issue 3, 2021
- Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics pp. 333-352

- João Cruz, João Nicolau and Paulo Rodrigues
- Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange pp. 353-366

- Loc Dong Truong, Anh Thi Kim Nguyen and Dut Van Vo
- Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach pp. 367-396

- Apriliani Gustiana and Nasrudin
- Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis pp. 397-427

- Gang Chu, Xiao Li, Dehua Shen and Yongjie Zhang
- Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty pp. 429-448

- Ngo Thai Hung
- The Short-Selling Hypothesis of Weekend Effect and T + 1 Trading Mechanism pp. 449-467

- Xiao Li and Bin Liu
Volume 28, issue 2, 2021
- On Hoover’s Scale-Free Forecast Accuracy Metric MAD/MEAN pp. 153-168

- Louie Ren and Peter Ren
- Risk-Sensitive Asset Management with Lognormal Interest Rates pp. 169-206

- Hiroaki Hata
- Managerial Ability and External Financing pp. 207-241

- Min-Rui Choo, Chih-Wei Wang, Chi Yin and Jie-Lun Li
- Impact of Market Expectations on the U.S. Interest Rate Lift-Off in ASEAN-5 Financial System pp. 243-271

- Teik-Khim Ooi and Wee Yeap Lau
- Imposing Regularity Conditions to Measure Banks’ Productivity Changes in Taiwan Using a Stochastic Approach pp. 273-303

- Tai-Hsin Huang, Yi-Huang Chiu and Chih-Ying Mao
- Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market pp. 305-318

- Dehua Shen and Wei Zhang
- Political Stability and the Effectiveness of Currency Based Macro Prudential Measures pp. 319-332

- Smita Roy Trivedi
Volume 28, issue 1, 2021
- Forwarding Letter for Capital Markets Conference Special Issue pp. 1-2

- Pradiptarathi Panda
- Financial Astrology and Behavioral Bias: Evidence from India pp. 3-17

- Ashish Mahendra, Shiba Prasad Mohanty and S. Sudalaimuthu
- Comparative Study of Momentum and Contrarian Behavior of Different Investors: Evidence from the Indian Market pp. 19-53

- Bhaskar Chhimwal and Varadraj Bapat
- Beta-Anomaly: Evidence from the Indian Equity Market pp. 55-78

- Asgar Ali and K. N. Badhani
- Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market pp. 79-99

- Geetu Aggarwal and Navdeep Aggarwal
- Size Effect in Indian Equity Market: Myth or Reality? pp. 101-119

- Vibhuti Vasishth, Sanjay Sehgal and Gagan Sharma
- Predicting Wheat Futures Prices in India pp. 121-140

- Raushan Kumar
- Does The Association Between Abnormal Trading Volumes And Historical Prices Explain Disposition Effect? pp. 141-151

- Sravani Bharandev and Sapar Narayan Rao
Volume 27, issue 4, 2020
- Speed of Price Adjustment in Indian Stock Market: A Paradox pp. 453-476

- Parthajit Kayal and Sayanti Mondal
- Structural Pricing of CoCos and Deposit Insurance with Regime Switching and Jumps pp. 477-520

- Olivier Courtois and Xiaoshan Su
- Do Fund Investors Consider Asset Returns? Substitute Relation Among Investment Funds in Korea pp. 521-536

- Young-Min Kim
- Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market pp. 537-585

- Maurice Omane-Adjepong and Imhotep Alagidede
- Determinants of Capital Structure: Insights from Japanese Private Firms pp. 587-603

- Naheed Rabbani
- Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India pp. 605-619

- Biswabhusan Bhuyan, Subhamitra Patra and Ranjan Kumar Bhuian
- A Text Mining Model to Evaluate Firms’ ESG Activities: An Application for Japanese Firms pp. 621-632

- Takuya Kiriu and Masatoshi Nozaki
Volume 27, issue 3, 2020
- Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping pp. 325-342

- Katsuya Ito and Ryuta Sakemoto
- The Impact of Institutional Shareholdings on Price Limits pp. 343-361

- Manhwa Wu, Paoyu Huang and Yensen Ni
- Volatility and Specific Risk Toward Family’s Performance in an Emerging Country pp. 363-386

- Kien S. Nguyen
- Volatility Flocking by Cucker–Smale Mechanism in Financial Markets pp. 387-414

- Hyeong-Ohk Bae, Seung-Yeal Ha, Yongsik Kim, Hyuncheul Lim and Jane Yoo
- US Economic Policy Uncertainty and GCC Stock Market pp. 415-425

- Abdullah Alqahtani and Miguel Martinez
- Trend of Commodity Prices and Exchange Rate in Australian Economy: Time Varying Parameter Model Approach pp. 427-437

- Debasish Roy and Ramaprasad Bhar
- Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market pp. 439-452

- Xiong Xiong, Chen Wang and Dehua Shen
Volume 27, issue 2, 2020
- Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan pp. 155-174

- Jiro Hodoshima, Tetsuya Misawa and Yoshio Miyahara
- Economics Performance Under Endogenous Knowledge Spillovers pp. 175-192

- Mohamad Alghamdi
- Inner Rate of Risk Aversion (IRRA) and Its Applications to Investment Selection pp. 193-212

- Yoshio Miyahara
- The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? pp. 213-230

- Xingjian Zheng and Dehua Shen
- Health Care Investment: The Case of Multiple Sources of Risk pp. 231-255

- Octave Jokung and Sovan Mitra
- Does a Unique Solution Exist for a Nonlinear Rational Expectation Equation with Zero Lower Bound? pp. 257-289

- Takashi Tamura
- Does Marginal VaR Lead to Improved Performance of Managed Portfolios: A Study of S&P BSE 100 and S&P BSE 200 pp. 291-323

- Shrey Jain and Siddhartha P. Chakrabarty
Volume 27, issue 1, 2020
- Market Closures and Cross-sectional Stock Returns pp. 1-33

- Kotaro Miwa
- Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model pp. 35-59

- Katsushi Nakajima
- The Profitability in the FTSE 100 Index: A New Markov Chain Approach pp. 61-81

- Flavio Ivo Riedlinger and João Nicolau
- Hedging Derivatives on Two Assets with Model Risk pp. 83-95

- Koichi Matsumoto and Keita Shimizu
- Investor Sentiment and the Return Rate of P2P Lending Platform pp. 97-113

- Wei Zhang, Yingxiu Zhao, Pengfei Wang and Dehua Shen
- Capturing the Order Imbalance with Hidden Markov Model: A Case of SET50 and KOSPI50 pp. 115-144

- Polin Wu and Wasin Siwasarit
- Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study pp. 145-154

- Tetsuya Takaishi and Takanori Adachi
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