Asia-Pacific Financial Markets

1997 - 2026

Current editor(s): Jiro Akahori

From:
Springer
Japanese Association of Financial Economics and Engineering
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Volume 33, issue 4, 2026

From Mean to Machine Learning: Evolution and Econometric Synthesis Review of Granger Causality Methods pp. 1445-1485

Zhihui Lv, Xin He and Wing-Keung Wong

The Dark Side of Insider Trading pp. 1487-1526

Keming Li

Machine Learning Insights on Inclusive Growth Determinants in Pakistan: Examining the Role of Remittances and Renewable Energy in Achieving SDG-8 pp. 1527-1558

Ijaz Uddin, Muhammad Azam Khan and Muhammad Tariq

CEO Turnover and Post-Buyout Performance in Private Equity-Backed Companies: an Empirical Analysis in Japan pp. 1559-1598

Yasutake Iioka and Yuji Yamada

Economic Policy Uncertainty and Corporate Investment Behavior: Evidence from China pp. 1599-1622

Wei He and NyoNyo Kyaw

Time-Varying and Frequency-Specific Connectedness in E7 Markets Under Geopolitical Risk pp. 1623-1646

Ahmad Al Izham Izadin, Ahmad Rizal Mazlan and Abdul Rahim Ridzuan

Dynamic Conditional Correlation Models with Time-Varying Parameters Incorporating for Realized Covariance Matrices pp. 1647-1677

Hideto Shigemoto and Takayuki Morimoto

Empirical Study of Portfolio Performance Using High-Frequency Data: A Liquidity Perspective pp. 1679-1712

Xuzhu Zheng

A Study on Forecasting of Crude Oil Prices Employing Optimized Deep Learning Models and LUBE Method pp. 1713-1748

Gollu Yaswanth, Hanumanthu Lohith, Mamuduri Jerusha and Sibarama Panigrahi

Application of an Asymptotic Expansion Method to Constrained Optimal Portfolio Problems Using Deep Learning pp. 1749-1780

Makoto Naito and Kohta Takehara

Realized Volatility Moments Implied by Options with Applications to the Pricing of Realized Volatility Options pp. 1781-1794

Frido Rolloos and Kenichiro Shiraya

Uncertainties and Tail-dependency Risk Spillovers within the Green Bond Markets pp. 1795-1809

Lei Zhou and Jun Cui

The Feature Importance of Quantile Connectedness among Islamic Sectoral Indices and Meme Assets pp. 1811-1856

Adnan Aslam, Rayenda Brahmana and Xiu Wei Yeap

Correction: Risk Perception as a Predictor of Heuristic Biases: The Role of Sex and Age pp. 1857-1857

Shashank Kathpal, Asif Akhtar, Syed Khusro Chishty and Farrukh Rafiq

Volume 33, issue 3, 2026

Time-Varying Granger Causality Analysis: the Relationship Between Domestic Economic Policy Uncertainty and Stock Markets in Emerging Economies pp. 997-1021

Thi Diem Huong Hoang, Thi Tuan Anh Tran and Nhan-Phu Chung

Risk Assessment and Prediction of Mortgage Loans to Individual Farmers: A Case Study of China pp. 1023-1042

Guangqing Zhang and Hong Mei

First Passage Time Model Based on Lévy Process for Contingent Convertible Bond Pricing pp. 1043-1062

Asma Khadimallah and Fathi Abid

A Comprehensive Efficiency Assessment of Vietnamese Banks: Based on the Two-stage SBM-DEA Model with Undesirable Outputs pp. 1063-1106

Ton Anh Pham

Safe-Haven Dynamics: Asset Pricing and Resource Reallocation in Global Market Crises pp. 1107-1133

Geeta Duppati, Anoop S. Kumar, Neha Matlani, Ravinder Rena and Ploypailin Kijkasiwat

Extreme Risk Connectedness and its Determinants Between Carbon, Green Finance and Energy Markets pp. 1135-1168

Xiaoye Jin

Board Dynamics and Firm Performance: A Wavelet-Based Empirical Analysis pp. 1169-1192

Krishangi Pandey, Radwa Radwan Said, Md Shabbir Alam and S. M. Jawed Akhtar

The Influence of FinTech on the Capital Adequacy Ratio of Commercial Banks in China pp. 1193-1223

Li Bei, Mohammad Nourani, Qian Long Kweh, Ikhlaas Gurrib and Jawad Asif

Does Geopolitical Risk Promote Globalisation? Evidence from Advanced Asian Economies pp. 1225-1248

Shreya Pal and Mantu Kumar Mahalik

Response of Asian Stock Market to Japan's Monetary Policy Uncertainty: a Quantile-On-Quantile Based Evidence pp. 1249-1281

Ehsan Ullah, Hassan Zada, Muhammad Shahzad Ijaz, Sidra Nazir and Md. Emran Hossain

T + 0 Settlement: A Game Changer for the Indian Stock Market pp. 1283-1319

Tejinder Singh, Shalini Aggarwal and Vikas Sharma

Impact of ESG on Chinese-Listed Companies: From a New Perspective of Firm Value pp. 1321-1343

Qiyu Li, Wee Yeap Lau and Kok-Haur Ng

Capital Flows and Market Resilience: a Comparative Study of Turkey and Poland During the Global Health Crisis pp. 1345-1365

Cezary Bolek, Monika Bolek and Burcu Zengin

Does U.S. Financial Instability Matter on Clean, Green, and Sustainable Investment Indices? Evidence from TVP-VAR and Wavelet Coherence Approaches pp. 1367-1388

Hayet Soltani and Mouna Boujelbène Abbes

Forward Start Volatility Swaps in Rough Volatility Models pp. 1389-1418

Elisa Alòs, Frido Rolloos and Kenichiro Shiraya

Application of the Malliavin-Mancino Method to an Empirical Study of the Term Structure of Spot and Forward Interest Rates in Seven European Markets pp. 1419-1443

Nien-Lin Liu and Ryoichi Suzuki

Volume 33, issue 2, 2026

Supply Chain Network Design Focused on Financial Measures and Performance Metrics: A Systematic Literature Review pp. 505-535

Sina Abbasi and Çiğdem Sıcakyüz

Investor Sentiment and Stock Price Crash Risk: Indian Perspective pp. 537-558

Rubini Sampath Sena and R. Madhumathi

The Impact of Financial Stress on Economic Growth in Asian Emerging Economies: Evidence from Quantile Connectedness Approach pp. 559-588

Raktim Ghosh, Biswajit Paul, Ashish Kumar Sana, Bhaskar Bagchi and Priyajit Kumar Ghosh

Valuation Driven Innovation pp. 589-631

Keming Li

Price Clustering in Bitcoin Markets: The Role of Transaction Fees pp. 633-675

Şahin Telli and Xufeng Zhao

Is Financial Leverage Influenced by the Financial Performance and Firm Characteristics in the FMCG Sector in India? pp. 677-698

Priyanka Singh, Ruchika Gahlot, Miklesh Prasad Yadav and Rajbir Singh

Correction: Is Financial Leverage Influenced by the Financial Performance and Firm Characteristics in the FMCG Sector in India? pp. 699-699

Priyanka Singh, Ruchika Gahlot, Miklesh Prasad Yadav and Rajbir Singh

Digital Transformation as a Catalyst for Resilience in Stock Price Crisis: Evidence from A ‘New Quality Productivity’ Perspective pp. 701-736

Shunru Chen and Constantinos Alexiou

The Effects of Geopolitical Risks on Market Returns in a Frontier Market: Evidence from Ho Chi Minh Stock Exchange pp. 737-757

Loc Dong Truong, H. Swint Friday and Anh Thi Kim Nguyen

Investors’ Risk Aversion in a Tail Risk Event pp. 759-800

Rashid Ameer and Peter Chan

Nexus Between Firm Life Cycle and Working Capital Management: Evidence from Indian Manufacturing Firms pp. 801-829

Himansu Sekhar Sethi and Varadraj Bapat

Analyst Reports and Stock Performance: Evidence From the Chinese Market pp. 831-856

Rui Liu, Jiayou Liang, Haolong Chen and Yujia Hu

Predicting Financial Distress Using Machine Learning Techniques pp. 857-879

Pallavi Sethi, Archana Singh and Vikas Gupta

From Global Financial Crisis to COVID-19: The Changing Multiscale Systematic Risks in Asian Stock Markets pp. 881-908

Aswini Kumar Mishra, Mihir Dinesh Mahajan, Bibhu Prasad Kar and K Kamesh Anand

Do Business Group Affiliation and Corporate Social Responsibility help or Hurt Firm Performance? An Empirical Investigation pp. 909-933

Ritu Pareek, Subhas Mondal, Krishna Dayal Pandey and Tarak Nath Sahu

Nexus Between ESG Performance and Credit Risk in Chinese FinTech Companies pp. 935-963

Li Zeng and Wee Yeap Lau

Market Timing and Managerial Talent pp. 965-995

Keming Li

Volume 33, issue 1, 2026

A Systematic Review and Bibliometric Analysis of Asset Reconstruction Companies: A Panacea or A Plight for Non-Performing Assets pp. 1-24

Megha Jaiwani, Ritika Chopra, Seema Bhardwaj and Santosh Gopalkrishnan

Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19 pp. 25-63

Wing-Keung Wong, Riffat Mughal, Mustafa Afeef, Naveed Khan and Hassan Zada

Hedging Derivatives with Recalibration and Model Risk pp. 65-93

Mark Davis, Seiya Goto and Koichi Matsumoto

The Influence of Domestic Bank Credit and FDI Inflows on Renewable Energy Productivity: An Analysis of Developing Asian Economies pp. 95-118

Shruti Aggarwal and Mantu Kumar Mahalik

Retail Investors’ Perception Towards Green Bonds in Advancing Sustainability: Evidence from India pp. 119-148

Farhat Aziz Lone, Shalini Aggarwal and Sanjeev Jain

Reset Feature in Convertible Bonds: Is It Good for the Firm? pp. 149-169

Kyung Hee Park and Sanghoon Lee

Financial Market Structures, Financial Market Openness, and the Innovation-Growth Nexus? Evidence from Developing Countries pp. 171-211

Rudra P. Pradhan, Mak Arvin, Mahendhiran S. Nair, John H. Hall and Sara E. Bennett

Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19 pp. 213-261

Abhisek Mahanta, Naresh Chandra Sahu and Pradeep Kumar Behera

Mean Field Equilibrium Asset Pricing Model with Habit Formation pp. 263-314

Masaaki Fujii and Masashi Sekine

Modeling Electricity Prices with Stochastic Langevin Equations pp. 315-346

Markus Hess

Correction: Modeling Electricity Prices with Stochastic Langevin Equations pp. 347-348

Markus Hess

Pathways to Life Success: a Comparative Study of Financial Well-Being among Males and Females in an Emerging Economy pp. 349-378

Jitender Kumar, Vinki Rani, Manju Rani and Garima Rani

Crypto Volatility Forecasting: Mounting a HAR, Sentiment, and Machine Learning Horserace pp. 379-411

Alexander Brauneis and Mehmet Sahiner

Market-News Co-Moments and the Cross Section of Stock Returns pp. 413-504

Mohammadreza Tavakoli Baghdadabad, Girijasankar Mallik and Sriram Shankar