Asia-Pacific Financial Markets

1997 - 2025

Current editor(s): Jiro Akahori

From:
Springer
Japanese Association of Financial Economics and Engineering
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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

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

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

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

Modeling Trading Behavior in the Japanese Stock Market During QE Tapering and Post-QE Exit pp. 409-427: Wee Yeap Lau and Tien-Ming Yip
Financial Markets Development and Financing Choice of Firms: New Evidence from Asia pp. 429-451: Inder Sekhar Yadav, Debasis Pahi and Rajesh Gangakhedkar
Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets pp. 453-477: Hidehiko Shimizu and Takayuki Shiohama
Stylized Facts of the Indian Stock Market pp. 479-493: Rituparna Sen and Manavathi Subramaniam
Incorporating Realized Quarticity into a Realized Stochastic Volatility Model pp. 495-528: Didit Budi Nugroho and Takayuki Morimoto
Analysis of Price Differences Between A and H Shares pp. 529-552: Y. Bai, W. M. Tang and K. F. C. Yiu
A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary pp. 553-565: Yuji Hishida, Yuta Ishigaki and Toshiki Okumura

Earnings Management, Capital Management and Signalling Behaviour of Indian Banks pp. 285-295: Sushma Vishnani, Sonu Agarwal, Ritika Agarwalla and Saumya Gupta
Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach pp. 297-337: Kiyohiko G. Nishimura, Seisho Sato and Akihiko Takahashi
Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India pp. 339-354: Sudipta Das
Hyperbolic Symmetrization of Heston Type Diffusion pp. 355-364: Yuuki Ida and Tsuyoshi Kinoshita
On Discrete Probability Approximations for Transaction Cost Problems pp. 365-389: Nabeel Butt
Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs pp. 391-408: Masaaki Fujii, Akihiko Takahashi and Masayuki Takahashi

Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models pp. 129-168: Shan Lu
An Analytic Market Condition for Mutual Fund Separation: Demand for the Non-Sharpe Ratio Maximizing Portfolio pp. 169-185: Toru Igarashi
Market Conditions and Calendar Anomalies in Japanese Stock Returns pp. 187-209: Mostafa Saidur Rahim Khan and Naheed Rabbani
Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market pp. 211-227: Takuji Matsumoto and Yuji Yamada
Large Shareholding and Firm Value in the Alternative Investment Market (AIM) pp. 229-252: Mona Mortazian, Seyedeh Asieh H. Tabaghdehi and Bryan Mase
Demystifying Yield Spread on Corporate Bonds Trades in India pp. 253-284: Kedar nath Mukherjee

Stock Futures of a Flawed Market Index pp. 1-21: Kotaro Miwa
Re-examination of Fama–French Models in the Korean Stock Market pp. 23-45: Serge Rugwiro and SungSup Brian Choi
Asset Prices and Changes in Risk within a Bivariate Model pp. 47-60: Octave Jokung and Sovan Mitra
Firm Value and the Impact of Operational Management pp. 61-85: Sovan Mitra and Andreas Karathanasopoulos
Spatial-Temporal Modelling of Temperature for Pricing Temperature Index Insurance pp. 87-106: Che Mohd Imran Che Taib and Mukminah Darus
In search of robust methods for multi-currency portfolio construction by value at risk pp. 107-126: Mei-Ling Tang and Trung Do
Correction to: Some Further Results on the Tempered Multistable Approach pp. 127-127: Olivier Courtois