Asia-Pacific Financial Markets

1997 - 2025

Current editor(s): Jiro Akahori

From:
Springer
Japanese Association of Financial Economics and Engineering
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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 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