Asia-Pacific Financial Markets

1997 - 2023

Current editor(s): Jiro Akahori

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Springer
Japanese Association of Financial Economics and Engineering
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Volume 30, issue 4, 2023

Impact of India’s Demonetization Episode on its Equity Markets pp. 649-675

Goutam Sutar, Krantiraditya Dhalmahapatra and Sayan Chakraborty

An ISM and MICMAC Approach for Modelling the Contributors of Multibagger Stocks pp. 677-699

Ajay Chauhan, Swati Gupta and Sanjay Gupta

Inclusions and Exclusions of Stocks in Cross-Border Investments: The Case of Stock Connect pp. 701-727

Kin Ming Wong and Kwok Ping Tsang

Media Coverage, Real Earnings Management, and Long-Run Market Performance: Evidence from Chinese IPOs pp. 729-760

Danning Yu

How Serious is India’s Nonperforming Assets Crisis? A Structural Satellite Version of the Financial-Macroeconometric Model pp. 761-794

Nithin Mani, Alok Kumar Mishra and Jijin Pandikasala

Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility? pp. 795-816

Nupur Moni Das, Bhabani Sankar Rout and Yashmin Khatun

Multi-period Dynamic Bond Portfolio Optimization Utilizing a Stochastic Interest Rate Model pp. 817-844

Yoshiyuki Shimai and Naoki Makimoto

Industry Competition, Market Shares, and the Long-Run Performance of SEO Firms pp. 845-867

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

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

Nidhal Mgadmi, Azza Béjaoui and Wajdi Moussa

Multi-scale Features of Interdependence Between Oil Prices and Stock Prices pp. 475-504

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

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

Mahesh Chand Garg and Khushboo Tanwer

Effect of Index Concentration on Index Volatility and Performance pp. 559-585

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

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

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

Yoshifumi Tsuchida

Best-Case Scenario Robust Portfolio: Evidence from China Stock Market pp. 297-322

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

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

Muhammed Sehid Gorus, Veli Yilanci and Maxwell Kongkuah

Measuring Dependence in a Set of Asset Returns pp. 363-385

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

Shreya Pal

Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective pp. 427-444

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

Pradiptarathi Panda

Optimizing Hedging Effectiveness of Indian Agricultural Commodity Futures: A Simulation Approach pp. 13-36

Sanjay Mansabdar and Hussain C. Yaganti

Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India pp. 37-48

Veeravel. V and A. Balakrishnan

A Study of Investment Style Timing of Mutual Funds in India pp. 49-72

S. Pavithra and Parthajit Kayal

Did ESG Save the Day? Evidence From India During the COVID-19 Crisis pp. 73-107

Ved Dilip Beloskar and S. V. D. Nageswara Rao

Stock returns seasonality in emerging asian markets pp. 109-130

Khushboo Aggarwal and Mithilesh Kumar Jha

Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach pp. 131-164

Prabhas Kumar Rath

Investment Performance and Tracking Efficiency of Indian Equity Exchange Traded Funds pp. 165-188

L. Alamelu and Nisha Goyal

Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector? pp. 189-210

Babu Jose and Nithin Jose

The Stock Performance of Green Bond Issuers During COVID-19 Pandemic: The Case of China pp. 211-230

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

Muneer Shaik and Mohd Ziaur Rehman

Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities pp. 247-258

Hema Divya Kantamaneni and Vasudeva Reddy Asi

Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR pp. 259-272

Babita Panda, Ajaya Kumar Panda and Pradiptarathi Panda

Volume 29, issue 4, 2022

Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets pp. 605-629

Paramita Mukherjee and Sweta Tiwari

An Analysis of Determinants of Foreign Direct Investment in Banking Industry from Taiwan to ASEAN Countries with Gravity Model pp. 631-649

Hsiao-I Pan, Komsan Suriya and Pathairat Pastpipatkul

COVID-19 Vaccination Effect on Stock Market and Death Rate in India pp. 651-673

Jyotirmayee Behera, Ajit Kumar Pasayat and Harekrushna Behera

Continuous-Time Portfolio Optimization for Absolute Return Funds pp. 675-696

Masashi Ieda

Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period pp. 697-734

Sanjay Kumar Rout and Hrushikesh Mallick

Comparing Cost Efficiency Between Financial and Non-financial Holding Banks and Insurers in Taiwan Under the Framework of Copula Methods and Metafrontier pp. 735-766

Tai-Hsin Huang, Yi-Chun Lin, Kuo-Jui Huang and Yu-Wei Liao

Volume 29, issue 3, 2022

Algorithmic Trading Efficiency and its Impact on Market-Quality pp. 381-409

Ritesh Kumar Dubey, A. Sarath Babu, Rajneesh Ranjan Jha and Urvashi Varma

Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the COVID-19 Pandemic pp. 411-447

Eric Alexander Sugandi

Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market pp. 449-476

Rajesh Elangovan, Francis Gnanasekar Irudayasamy and Satyanarayana Parayitam

Bank Performance and Noninterest Income: Evidence from Countries in the Asian Region pp. 477-505

Sherika Antao and Ajit Karnik

A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data pp. 507-526

Sakae Oya

Short Term Stress of Covid-19 on World Major Stock Indices pp. 527-568

Muhammad Rehan, Jahanzaib Alvi and Süleyman Serdar Karaca

The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries pp. 569-603

Faris Alshubiri

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