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 (). Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
Volume 31, issue 3, 2024
- The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence pp. 423-452
- 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
- Sushma Vishnani, Nityanand Deva and Dheeraj Misra
- Nexus Between Indian Economic Growth and Remittance Inflows: A Non-linear ARDL Approach pp. 473-495
- 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
- Sreekha Pullaykkodi and Rajesh H. Acharya
- Expected Power Utility Maximization of Insurers pp. 543-577
- Hiroaki Hata and Kazuhiro Yasuda
- Systemic Risk in Indian Financial Institutions: A Probabilistic Approach pp. 579-656
- 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
- 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
- Suchismita Ghosh, Ritu Pareek and Tarak Nath Sahu
- Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence pp. 755-778
- 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
- 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
- Heon Baek
- Decomposing the Momentum in the Japanese Stock Market pp. 221-250
- Yasuhiro Iwanaga, Takehide Hirose and Tomohiro Yoshida
- Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach pp. 251-283
- 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
- Yi-Hao Lai, Yi-Chiuan Wang and Yu-Ching Chang
- Performance Attributes of Environmental, Social, and Governance Exchange-Traded Funds pp. 307-334
- Hasan F. Baklaci, William I-Wei Cheng and Jianing Zhang
- Fund Characteristics, Managerial Skills and Performance Persistence: Evidence from India pp. 335-354
- Sudipta Majumdar, Rohan Kumar Mishra and Abhijeet Chandra
- Forecasting of Crude Oil Prices Using Wavelet Decomposition Based Denoising with ARMA Model pp. 355-365
- 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
- Narendra Singh Ranawat and Ayon Chakraborty
- PDE-Based Bayesian Inference of CEV Dynamics for Credit Risk in Stock Prices pp. 389-421
- Kensuke Kato and Nobuhiro Nakamura
Volume 31, issue 1, 2024
- Into the Unknown: Uncertainty, Foreboding and Financial Markets pp. 1-23
- Smita Roy Trivedi
- A Dynamic Analysis of the Twin-Deficit Hypothesis: the Case of a Developing Country pp. 25-52
- 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
- Hyoung-Joo Lim and Dafydd Mali
- Entropy Augmented Asset Pricing Model: Study on Indian Stock Market pp. 81-99
- Harshit Mishra and Parama Barai
- The Relationship Between Financial Knowledge, Investment Strategy and Satisfaction From Pension Schemes: Evidence From India pp. 101-135
- Shallu Saini, Tejinder Sharma and Satyanarayana Parayitam
- Covid-19 Data Manipulation and Reaction of Stock Markets pp. 137-164
- Monika Bolek and Cezary Bolek
- Economic Policy Uncertainty and Emerging Stock Market Volatility pp. 165-181
- 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
- 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
- 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
| |