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Journal of Applied Finance & Banking

2011 - 2017

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Volume 7, issue 6, 2017

Macro economic cycle effect on mortgage and personal loan default rates pp. 1 Downloads
Petrus Strydom
On the implementation of asymmetric VaR models for managing and forecasting market risk pp. 2 Downloads
Vasilios Sogiakas
Cash Holdings and Cash Flow Uncertainty pp. 3 Downloads
Lin Cho-Min, Chien I-Hsin, Chan Min-Lee and Chen Hui-Wen
Deriving momentum strategies in Chinese stock Market: Using Gene Expression Programming pp. 4 Downloads
Yujie Zhu and Tieqi Wang
Capital Asset Pricing Model – investigation and Testing pp. 5 Downloads
Huang Xian Yu
A Study of Alignment between Management and Shareholders on China Financial Firms pp. 6 Downloads
Xiaolou Yang
Modelling Approaches for Expected Credit Losses pp. 7 Downloads
Eleftherios Vlachostergios

Volume 7, issue 5, 2017

Bank Regulation: One Size Does Not Fit All pp. 1 Downloads
David Grossmann and Peter Scholz
Efficiency of the Brazilian Banking System in 2014: A DEA-SBM Analysis pp. 2 Downloads
Adriel Martins de Freitas Branco, Alexandre Pereira Salgado Junior, Patrícia Benites Cava, Eduardo Falsarella Junior and Marco Antônio Alves de Souza Junior
Estimation of Murabaha Margin pp. 3 Downloads
K. Chelhi, M. El Hachloufi, M. Aboulethar, A. Eddaoui and A. Marzak
Interest Rate, Risk Taking Behavior, and Banking Stability in Emerging Markets pp. 4 Downloads
Shiow-Ying Wen
Analysis of the Effects of the US Stock Market Returns and Exchange Rate Changes on Emerging Market Economies’ Stock Market Volatilities pp. 5 Downloads
Ihsan Erdem Kayral and Semra Karacaer
Relationship between Crude Oil Prices and the U.S. Dollar Exchange Rates: Constant or Time-varying? pp. 6 Downloads
Duong Le

Volume 7, issue 4, 2017

Branch Efficiency and Location Forecasting: Application of Ziraat Bank pp. 1 Downloads
Ilker Met, Guven Tunalı, Ayfer Erkoc, Sinan Tanrikulu and M. Ozgur Dolgun
Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs) pp. 2 Downloads
John Francis Diaz and Jo-Hui Chen
Predictability of Foreign Exchange Rates with the AR(1) Model pp. 3 Downloads
Andreas Hadjixenophontos and Christos Christodoulou-Volos
Fair Value Information and Risk Management: the Moderating Effect of Corporate Governance pp. 4 Downloads
Hui-Wen Hsu
A Model to Predict Corporate Failure in the Developing Economies: A Case of Listed Companies on the Ghana Stock Exchange pp. 5 Downloads
Richard Oduro and Michael Amoh Aseidu
Micro-determinants of Customer Level Interoperability: A Feasibility Study between Traditional Banks and Mobile Network Operators in Zimbabwe pp. 6 Downloads
Eukeria Mashiri, Canicio Dzingirai and Lilian Nyamwanza

Volume 7, issue 3, 2017

Related Party Transactions and Firm Value in the Business Groups in the Indonesia Stock Exchange pp. 1 Downloads
Martua Eliakim Tambunan, Hermanto Siregar, Adler Haymans Manurung and Dominicus Savio Priyarsono
Has the Financial Crisis Affected the Profitability of Banks in Croatia? pp. 2 Downloads
Tomislava Pavic Kramaric, Marina Lolic Cipcic and Marko Miletic
Basel III and Credit Crunch: An Empirical Test with Focus on Europe pp. 3 Downloads
Mario Mustilli, Francesco Campanella and Eugenio D’Angelo
The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective pp. 4 Downloads
Yutaka Kurihara and Akio Fukushima
Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index pp. 5 Downloads
Bing Li
Extreme Value Theory with an Application to Bank Failures through Contagion pp. 6 Downloads
Rashid Nikzad and David McDonald
Traditional Budgeting in Today’s Business Environment pp. 7 Downloads
Asogwa, Ikenna Elias, Etim and Osim Etim
Rationality of Investors in P2P Online Lending Platform with Guarantee Mechanism: Evidence in China pp. 8 Downloads
Nanfei Zhang

Volume 7, issue 2, 2017

Funding optimization for a bank integrating credit and liquidity risk pp. 1 Downloads
Petrus Strydom
The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service pp. 2 Downloads
Silvio Camilleri and Gail Grech
Working Capital Management and Profitability of Real Estate Industry in Jordan: An Empirical Study pp. 3 Downloads
Basman Al Dalayeen
The Impact of Bank Size on Profit Stability in China pp. 4 Downloads
Tsangyao Chang and Chin-Chih Chen
The Determinants of Liquidity Risk: Evidence from Tunisian Banks pp. 5 Downloads
Khemais Zaghdoudi and Abdelaziz Hakimi
Bayesian Approach to PD Calibration and Stress-testing in Low Default Portfolios pp. 6 Downloads
Denis Surzhko
Do Value Stocks Outperform Growth Stocks in the U.S. Stock Market? pp. 7 Downloads
Chongsoo An, John J. Cheh and Il-woon Kim

Volume 7, issue 1, 2017

Developing a Volume Forecasting Model pp. 1 Downloads
Bogdan Batrinca, Christian W. Hesse and Philip C. Treleaven
Idiosyncratic Volatility and Liquidity Risk: How they have Explanatory Power in Stock Returns pp. 2 Downloads
Jun-Biao Lina and Ping-Yeh Su
A Short Note on the Funding of Investment Firms Across the Crisis: Did the Turmoil Bring Changes? pp. 3 Downloads
Silvia Bressan
Are Investors Willing to Buy Non-award-wining Funds from Awarded Fund Companies? pp. 4 Downloads
Ya-Hui Wang
Impacts of Macroeconomic News on Vietnamese SOEs' Performance pp. 5 Downloads
Nicholas Lee, Fu-Min Chang, Yale Wang, Duong Thu La and Hsiang-Jane Su
Is There a Role for Central Bank Independence on Public Debt Dynamics? pp. 6 Downloads
Stephanos Papadamou, Moïse Sidiropoulos and Eleftherios Spyromitros
Utilizing Australian Shareholders' Association (ASA): Fifteen Top Financial Ratios to Evaluate Jordanian Banks' Performance pp. 7 Downloads
Radi Atoom, Eyad Malkawi and Basima Al Share

Volume 6, issue 6, 2016

What drives the liquidity position of foreign-owned banks? The case of Poland pp. 1 Downloads
Karolina Patora
On the Predictability and Resilience of Gold Prices’ Returns and Volatility pp. 2 Downloads
John Francis T. Diaz
Factors Affecting the Exchange Rate Risk Premium pp. 3 Downloads
Ioannis N. Kallianiotis
Exchange Rate and Inflation Volatility and Stock Prices Volatility: Evidence from Nigeria, 1986-2012 pp. 4 Downloads
Emeka Nkoro and Aham Kelvin Uko
A Market Analysis of Telematics-Based UBI in Taiwan pp. 5 Downloads
Chiang Ku Fan, Xiangyou Wu, Dachuan Zheng and Wen Lin
Truth and Robustness in Cross-country Law and Finance Regressions: A Bayesian analysis of the Empirical “Law Matters†Thesis pp. 6 Downloads
Wenming Xu and Guangdong Xu
Stress Testing and a Comparison of Alternative Methodologies for Scenario Generation pp. 7 Downloads
Michael Jacobs
An investigation of the factors affecting medical expenses: The case of Taiwan’s NHI implementation pp. 8 Downloads
Tsung-Yu Hsieh, Huai-I Lee and Yu-Ju Huang

Volume 6, issue 5, 2016

How far the Media of Managerial Accounting can percept the Expectations of Current and Prospective Investors in rationalizing Credit and Investment Decisions: Field Study in KSA pp. 1 Downloads
Azza H. Shalaby and Shehab Yehia Mohamed Ahmed Eltobgey
Monitoring, Loan Rates and Threat of Enterprise Liquidation in a Bank Relationship pp. 2 Downloads
Rim Tlili
An Extension of Collective Risk Model for Stochastic Claim Reserving pp. 3 Downloads
Alessandro Ricotta and Gian Paolo Clemente
National State Aid within the Banking Union (BU) and the Hard Core: Periphery Financial Divide pp. 4 Downloads
Theo Kiriazidis
Do Investors Buy Lotteries in China’s Stock Market? pp. 5 Downloads
Yu Liang and Weiqiang Zhang
Are Islamic Banks’ Non-bank Deposits Shock Resistant? A Comparison with Conventional Banks: Evidence from Bahrain pp. 6 Downloads
Abdus Samad
Corporate Governance of UAE Financial Institutions: A Comparative Study between Conventional and Islamic Banks pp. 7 Downloads
Tarek Roshdy Gebba and Mohamed Gamal Aboelmaged
An Empirical Exploration of Customer Relationship Management Practices in Banking Industry: A Study of Indian Private Sector Banks pp. 8 Downloads
Basman al Dalaeen and Anas Khan

Volume 6, issue 4, 2016

Determinants of Financial and Temporal Endurance of Commercial Banks during the Late 2000s Recession: A Split-Population Duration Analysis of Bank Failures pp. 1 Downloads
Xiaofei Li and Cesar Escalante
Research on the Relationship between Financial Development and Economic Growth: Based on an Empirical Analysis of Shenzhen pp. 2 Downloads
Li Xiang and Yang Dongye
Efficiency of the Brazilian Banking System: An Assessment Using DEA under Three Approaches pp. 3 Downloads
Adriel Martins de Freitas Branco, Alexandre Pereira Salgado Junior, Patrícia Benites Cava and Murilo Carneiro
Commercial Banks Profitability and Stock Market Developments pp. 4 Downloads
Karima Sayari and Dhiaa Shamki
Taiwanese Banking Earnings Management pp. 5 Downloads
Chun-Ying Chen and Chun-An Li
Corporate Cash Holding: A Constraints’ solving Tool to Access to External Financing: Evidence from Tunisian Listed Firms pp. 6 Downloads
Basty Nadia
Efficiency of the Nigerian Stock Market with Respect to Pure Contemporary Monetary Policy Instruments: A Dynamic Weighted LS Approach pp. 7 Downloads
Ernest Simeon Odior and Isaac Chin. Nwaogwugwu

Volume 6, issue 3, 2016

On the Asymmetric and Dynamic Price-volume Nexus: Sector-level Evidence pp. 1 Downloads
Walid M. A. Ahmed
Investment Performance of Intangible Assets: A Further Consideration of Product Safety and High Compensation pp. 2 Downloads
Feng-Jui Hsu, Yu-Cheng Chen and Tsung-Yi Liu
The Impact of External Financing on Dividend per Share of Quoted Manufacturing Firms in Nigeria pp. 3 Downloads
Obi, Chineze Eunice and Imo G Ibe
Modelling Day of the Week Effect on the Zimbabwe Stock Exchange pp. 4 Downloads
Batsirai Winmore Mazviona and Milton Webb Ndlovu
Causal Nexus between Fiscal Deficit and Economic Growth in Odisha: An Empirical Investigation pp. 5 Downloads
Sri Satyapriya Rath and Ashok Kumar Sar
The Determinants of Bank Profitability: Dynamic Panel Evidence from South Asian Countries pp. 6 Downloads
Md. Shahidul Islam and Shin-Ichi Nishiyama
Mergers and Acquisitions: A Pre-post Risk – Return Analysis for the Indian Banking Sector pp. 7 Downloads
Ritesh Patel and Dharmesh Shah
Bank’s Capital Requirements in the Business Cycle: A DSGE Analysis with a News Shock pp. 8 Downloads
Shin Fukuda
The Linkage between Excess Board Independence and Capital Structure: An Exploration in the Context of Listed Companies in Saudi Arabia pp. 9 Downloads
Lakshmi Kalyanaraman and Basmah Altuwaijri
How does Corporate Governance Affect Free Cash Flow? pp. 10 Downloads
Dan Lin and Lu Lin
Modelling and Assessment of Product Musharaka Islamic Financial Risk pp. 11 Downloads
El hachloufi Mostafa, Elmarzouki Abdenbi and Kamili Widiane

Volume 6, issue 2, 2016

The Least-squares Monte Carlo method for pricing options embedded in mortgages pp. 1 Downloads
Deng Ding, Wenfei Wang and Li Wang
Corporate Social Responsibility, Risk Factor and Financial Performance of Listed Firms in Ghana pp. 2 Downloads
John Gartchie Gatsi, Comfort Ama Akorfa Anipa, Samuel Gameli Gadzo and Joseph Ameyibor
Minimization of Value at Risk of Financial Assets Portfolio using Genetic Algorithms and Neural Networks pp. 3 Downloads
El Hachloufi Mostafa, El Haddad Mohammed and El Attar Abderrahim
Multivariate t- distribution and GARCH modelling of Volatility and Conditional Correlations on BRICS Stock Markets pp. 4 Downloads
Smile Dube
Venture Capital and Female Entrepreneurs: A Case Study pp. 5 Downloads
Muhammad Moinuddin Qazi Abro
Micro and Small Enterprises, Bank Loans and Economic Growth: A Coalition Strategy pp. 6 Downloads
Sen Wang and Ning Zeng
Determinants of Price Volatility of Futures Contracts: Evidence from an Emerging Market pp. 7 Downloads
Eyup Kadioglu, Saim Kilic and Nurcan Ocal
Holiday Trading in China: Before and During the Financial Crisis pp. 8 Downloads
Xing Lu, Jamshid Mehran and Han Gao
Does China Require an Explicit Deposit Insurance System? pp. 9 Downloads
Fu Shuen Shie

Volume 6, issue 1, 2016

Size, Equity Backing, and Bank Profitability: A Case Study Using Panel Data from Bangladesh pp. 1 Downloads
Mahfuza Khatun and Sikandar Siddiqui
Assessing Incrementalism in United Arab Emirates Federal Budgeting pp. 2 Downloads
Mukdad Ibrahim
The Transmission of Liquidity Shock across International Markets during the 2007-08 Financial Crisis pp. 3 Downloads
Nizar Harrathi and Imen Kouki
On the Comovements among European Exchange Rates and Stock Prices: A Multivariate Time-Varying Asymmetric Approach pp. 4 Downloads
Riadh El Abed
Portfolio Optimization is One Multiplication, the Rest is Arithmetic pp. 5 Downloads
Hamid Ahmadi and Danusorn Sitdhirasdr
The Causality Issue in the Financial Openness and Economic Growth Nexus: Empirical Evidence from Selected Emerging Countries: 1975-2011 pp. 6 Downloads
Mohamed Trabelsi and Mondher Cherif
Impact of Deficit Financing on Economic Stability in Nigeria: Analysis of Economic Growth pp. 7 Downloads
Eze, Onyekachi Ricahrd and Festus O. Ogiji
The Technical Efficiency of Manufacturing Companies on the Nigerian Stock Exchange pp. 8 Downloads
Ifuero Osad Osamwonyi and Kennedy Imafidon
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