Journal of Applied Finance & Banking

2011 - 2025

From SCIENPRESS Ltd
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Volume 7, issue 6, 2017

Macro economic cycle effect on mortgage and personal loan default rates pp. 1

Petrus Strydom

On the implementation of asymmetric VaR models for managing and forecasting market risk pp. 2

Vasilios Sogiakas

Cash Holdings and Cash Flow Uncertainty pp. 3

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

Yujie Zhu and Tieqi Wang

Capital Asset Pricing Model – investigation and Testing pp. 5

Huang Xian Yu

A Study of Alignment between Management and Shareholders on China Financial Firms pp. 6

Xiaolou Yang

Modelling Approaches for Expected Credit Losses pp. 7

Eleftherios Vlachostergios

Volume 7, issue 5, 2017

Bank Regulation: One Size Does Not Fit All pp. 1

David Grossmann and Peter Scholz

Efficiency of the Brazilian Banking System in 2014: A DEA-SBM Analysis pp. 2

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

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

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

İhsan Erdem Kayral and Semra Karacaer

Relationship between Crude Oil Prices and the U.S. Dollar Exchange Rates: Constant or Time-varying? pp. 6

Duong Le

Volume 7, issue 4, 2017

Branch Efficiency and Location Forecasting: Application of Ziraat Bank pp. 1

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

John Francis Diaz and Jo-Hui Chen

Predictability of Foreign Exchange Rates with the AR(1) Model pp. 3

Andreas Hadjixenophontos and Christos Christodoulou-Volos

Fair Value Information and Risk Management: the Moderating Effect of Corporate Governance pp. 4

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

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

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

Martua Eliakim Tambunan, Hermanto Siregar, Adler Haymans Manurung and Dominicus Priyarsono

Has the Financial Crisis Affected the Profitability of Banks in Croatia? pp. 2

Tomislava Pavic Kramaric, Marina Lolic Cipcic and Marko Miletic

Basel III and Credit Crunch: An Empirical Test with Focus on Europe pp. 3

Mario Mustilli, Francesco Campanella and Eugenio D’Angelo

The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective pp. 4

Yutaka Kurihara and Akio Fukushima

Network Evolution of the Chinese Stock Market: A Study based on the CSI 300 Index pp. 5

Bing Li

Extreme Value Theory with an Application to Bank Failures through Contagion pp. 6

Rashid Nikzad and David McDonald

Traditional Budgeting in Today’s Business Environment pp. 7

Asogwa, Ikenna Elias, Etim and Osim Etim

Rationality of Investors in P2P Online Lending Platform with Guarantee Mechanism: Evidence in China pp. 8

Nanfei Zhang

Volume 7, issue 2, 2017

Funding optimization for a bank integrating credit and liquidity risk pp. 1

Petrus Strydom

The Relevance of Age Categories in explaining Internet Banking Adoption Rates and Customers' Attitudes towards the Service pp. 2

Silvio Camilleri and Gail Grech

Working Capital Management and Profitability of Real Estate Industry in Jordan: An Empirical Study pp. 3

Basman Al Dalayeen

The Impact of Bank Size on Profit Stability in China pp. 4

Tsangyao Chang and Chin-Chih Chen

The Determinants of Liquidity Risk: Evidence from Tunisian Banks pp. 5

Khemais Zaghdoudi and Abdelaziz Hakimi

Bayesian Approach to PD Calibration and Stress-testing in Low Default Portfolios pp. 6

Denis Surzhko

Do Value Stocks Outperform Growth Stocks in the U.S. Stock Market? pp. 7

Chongsoo An, John J. Cheh and Il-woon Kim

Volume 7, issue 1, 2017

Developing a Volume Forecasting Model pp. 1

Bogdan Batrinca, Christian W. Hesse and Philip C. Treleaven

Idiosyncratic Volatility and Liquidity Risk: How they have Explanatory Power in Stock Returns pp. 2

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

Silvia Bressan

Are Investors Willing to Buy Non-award-wining Funds from Awarded Fund Companies? pp. 4

Ya-Hui Wang

Impacts of Macroeconomic News on Vietnamese SOEs' Performance pp. 5

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

Stephanos Papadamou, Moise Sidiropoulos and Eleftherios Spyromitros

Utilizing Australian Shareholders' Association (ASA): Fifteen Top Financial Ratios to Evaluate Jordanian Banks' Performance pp. 7

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

Karolina Patora

On the Predictability and Resilience of Gold Prices’ Returns and Volatility pp. 2

John Francis T. Diaz

Factors Affecting the Exchange Rate Risk Premium pp. 3

Ioannis N. Kallianiotis

Exchange Rate and Inflation Volatility and Stock Prices Volatility: Evidence from Nigeria, 1986-2012 pp. 4

Emeka Nkoro and Aham Kelvin Uko

A Market Analysis of Telematics-Based UBI in Taiwan pp. 5

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

Wenming Xu and Guangdong Xu

Stress Testing and a Comparison of Alternative Methodologies for Scenario Generation pp. 7

Michael Jacobs

An investigation of the factors affecting medical expenses: The case of Taiwan’s NHI implementation pp. 8

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

Azza H. Shalaby and Shehab Yehia Mohamed Ahmed Eltobgey

Monitoring, Loan Rates and Threat of Enterprise Liquidation in a Bank Relationship pp. 2

Rim Tlili

An Extension of Collective Risk Model for Stochastic Claim Reserving pp. 3

Alessandro Ricotta and Gian Paolo Clemente

National State Aid within the Banking Union (BU) and the Hard Core: Periphery Financial Divide pp. 4

Theo Kiriazidis

Do Investors Buy Lotteries in China’s Stock Market? pp. 5

Yu Liang and Weiqiang Zhang

Are Islamic Banks’ Non-bank Deposits Shock Resistant? A Comparison with Conventional Banks: Evidence from Bahrain pp. 6

Abdus Samad

Corporate Governance of UAE Financial Institutions: A Comparative Study between Conventional and Islamic Banks pp. 7

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

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

Xiaofei Li and Cesar Escalante

Research on the Relationship between Financial Development and Economic Growth: Based on an Empirical Analysis of Shenzhen pp. 2

Li Xiang and Yang Dongye

Efficiency of the Brazilian Banking System: An Assessment Using DEA under Three Approaches pp. 3

Adriel Martins de Freitas Branco, Alexandre Pereira Salgado Junior, Patrícia Benites Cava and Murilo Carneiro

Commercial Banks Profitability and Stock Market Developments pp. 4

Karima Sayari and Dhiaa Shamki

Taiwanese Banking Earnings Management pp. 5

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

Basty Nadia

Efficiency of the Nigerian Stock Market with Respect to Pure Contemporary Monetary Policy Instruments: A Dynamic Weighted LS Approach pp. 7

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

Walid M. A. Ahmed

Investment Performance of Intangible Assets: A Further Consideration of Product Safety and High Compensation pp. 2

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

Obi, Chineze Eunice and Imo G Ibe

Modelling Day of the Week Effect on the Zimbabwe Stock Exchange pp. 4

Batsirai Winmore Mazviona and Milton Webb Ndlovu

Causal Nexus between Fiscal Deficit and Economic Growth in Odisha: An Empirical Investigation pp. 5

Sri Satyapriya Rath and Ashok Kumar Sar

The Determinants of Bank Profitability: Dynamic Panel Evidence from South Asian Countries pp. 6

Md. Shahidul Islam and Shin-Ichi Nishiyama

Mergers and Acquisitions: A Pre-post Risk – Return Analysis for the Indian Banking Sector pp. 7

Ritesh Patel and Dharmesh Shah

Bank’s Capital Requirements in the Business Cycle: A DSGE Analysis with a News Shock pp. 8

Shin Fukuda

The Linkage between Excess Board Independence and Capital Structure: An Exploration in the Context of Listed Companies in Saudi Arabia pp. 9

Lakshmi Kalyanaraman and Basmah Altuwaijri

How does Corporate Governance Affect Free Cash Flow? pp. 10

Dan Lin and Lu Lin

Modelling and Assessment of Product Musharaka Islamic Financial Risk pp. 11

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

Deng Ding, Wenfei Wang and Li Wang

Corporate Social Responsibility, Risk Factor and Financial Performance of Listed Firms in Ghana pp. 2

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

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

Smile Dube

Venture Capital and Female Entrepreneurs: A Case Study pp. 5

Muhammad Moinuddin Qazi Abro

Micro and Small Enterprises, Bank Loans and Economic Growth: A Coalition Strategy pp. 6

Sen Wang and Ning Zeng

Determinants of Price Volatility of Futures Contracts: Evidence from an Emerging Market pp. 7

Eyup Kadioglu, Saim Kilic and Nurcan Ocal

Holiday Trading in China: Before and During the Financial Crisis pp. 8

Xing Lu, Jamshid Mehran and Han Gao

Does China Require an Explicit Deposit Insurance System? pp. 9

Fu Shuen Shie

Volume 6, issue 1, 2016

Size, Equity Backing, and Bank Profitability: A Case Study Using Panel Data from Bangladesh pp. 1

Mahfuza Khatun and Sikandar Siddiqui

Assessing Incrementalism in United Arab Emirates Federal Budgeting pp. 2

Mukdad Ibrahim

The Transmission of Liquidity Shock across International Markets during the 2007-08 Financial Crisis pp. 3

Nizar Harrathi and Imen Kouki

On the Comovements among European Exchange Rates and Stock Prices: A Multivariate Time-Varying Asymmetric Approach pp. 4

Riadh El Abed

Portfolio Optimization is One Multiplication, the Rest is Arithmetic pp. 5

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

Mohamed Trabelsi and Mondher Cherif

Impact of Deficit Financing on Economic Stability in Nigeria: Analysis of Economic Growth pp. 7

Eze, Onyekachi Ricahrd and Festus O. Ogiji

The Technical Efficiency of Manufacturing Companies on the Nigerian Stock Exchange pp. 8

Ifuero Osad Osamwonyi and Kennedy Imafidon