Economics at your fingertips  

Asia-Pacific Financial Markets

1997 - 2023

Current editor(s): Jiro Akahori

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.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

Volume 29, issue 4, 2022

Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets pp. 605-629 Downloads
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 Downloads
Hsiao-I Pan, Komsan Suriya and Pathairat Pastpipatkul
COVID-19 Vaccination Effect on Stock Market and Death Rate in India pp. 651-673 Downloads
Jyotirmayee Behera, Ajit Kumar Pasayat and Harekrushna Behera
Continuous-Time Portfolio Optimization for Absolute Return Funds pp. 675-696 Downloads
Masashi Ieda
Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period pp. 697-734 Downloads
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 Downloads
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 Downloads
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 Downloads
Eric Alexander Sugandi
Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market pp. 449-476 Downloads
Rajesh Elangovan, Francis Gnanasekar Irudayasamy and Satyanarayana Parayitam
Bank Performance and Noninterest Income: Evidence from Countries in the Asian Region pp. 477-505 Downloads
Sherika Antao and Ajit Karnik
A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data pp. 507-526 Downloads
Sakae Oya
Short Term Stress of Covid-19 on World Major Stock Indices pp. 527-568 Downloads
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 Downloads
Faris Alshubiri

Volume 29, issue 2, 2022

Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach pp. 139-170 Downloads
Max Schreder and Pawel Bilinski
Comparing Dynamic and Static Performance Indexes in the Stock Market: Evidence From Japan pp. 171-193 Downloads
Jiro Hodoshima and Toshiyuki Yamawake
Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM) pp. 195-220 Downloads
Mona Mortazian
Corporate Social Responsibility: Is Too Much Bad?—Evidence from India pp. 221-252 Downloads
Ved Dilip Beloskar and S. V. D. Nageswara Rao
Optimal Pair–Trade Execution with Generalized Cross–Impact pp. 253-289 Downloads
Masamitsu Ohnishi and Makoto Shimoshimizu
Shareholder Disputes and Commonality in Liquidity: Evidence from the Equity Markets in China pp. 291-325 Downloads
Mu-Shun Wang
Examining the Performance of Islamic and Conventional Stock Indices: A Comparative Analysis pp. 327-355 Downloads
Mehmet Asutay, Yumeng Wang and Alija Avdukic
Both Sensitive Value Measure and its Applications pp. 357-379 Downloads
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 Downloads
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 Downloads
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 Downloads
Muntasir Murshed, Mohamed Elheddad, Rizwan Ahmed, Mohga Bassim and Ei Thuzar Than
Energy Consumption and Bitcoin Market pp. 79-93 Downloads
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 Downloads
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 Downloads
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 Downloads
Yongjie Zhang, Yue Li and Dehua Shen
Page updated 2023-12-06