Journal of Applied Finance & Banking

2011 - 2026

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Volume 8, issue 6, 2018

What Drives House Building The collateral effect with evidence from China pp. 1

Chao Jin

Systematic Correlation is Priced as Risk Factor pp. 2

Xiangying Meng and Xianhua Wei

How do Family Ownership and Control Affect the Demand for Director and Officer Insurance? pp. 3

Tzu Ching and Weng

Estimating and Forecasting West Africa Stock Market Volatility Using Asymmetric GARCH Models pp. 4

Djahoué Mangblé Gérald

The Impact of Different Educational Experiences on Non- cognitive Ability and Consumption Decision Based on the Analysis of Dynamic Monitoring Data of Floating Population in China pp. 5

Jingya Hou

Industry Herding, Spillover Index and Investment Strategy pp. 6

Tung-Yueh Pai and Yen-Hsien Lee

Algorithm for Lease Terms, Cost and Profit pp. 7

David E. Vance

The Heterogenous Impact of Fluctuation of Housing Prices upon Consumption of Urban Households in China pp. 8

Jingjing Yan

Are the forecast errors of stock prices related to the degree of accounting conservatism? pp. 9

Chen-Yin Kuo

Volume 8, issue 5, 2018

Toward homogeneous and balanced Chinese Economic Prosperity pp. 1

Liang-Xin Li

Deposit insurance, as the basis for ensuring financial sustainability of the banking system pp. 3

Vladimer Glonti and Irina Vashakmadze

Portfolio rebalancing versus buy-and-hold: A simulation based study with special consideration of portfolio concentration pp. 4

Frieder Meyer-Bullerdiek

Illiquid Trades on Investment Banks in Financial Crisis pp. 5

Han-ching Huang, Yong-chern Su and Hsin-Pei Tu

The Impact of Absorptive Capacity on Service Innovation Performance: An Empirical Study on Banking in East Borneo Indonesia pp. 6

Cheng-Wen Lee and Nurul Hidayat

Measuring Credit Risk from annual statements -The case of Greek Banks pp. 7

Eleftherios Vlachostergios

Volume 8, issue 4, 2018

On the Treatment of Model Risk in the Internal Capital Adequacy Assessment Process pp. 1

Tilo Bellof and Carsten S. Wehn

A Synthesis of the Foreign Direct Investment Effects pp. 2

Saous Cheikh and Mostéfaoui Sofiane

A Methodological Toolkit to Reform Payment Systems: An Example of Applied Cost-Benefit Analysis pp. 3

Alberto Casagrande, Marco Spallone and Pina Murè

Evaluation of determinants of financial inclusion in Uganda pp. 4

Godfrey Akileng, Gillian Mercy Lawino and Eric Nzibonera

Banking crisis management in the European Resolution Framework: from “bail-out†to “bail-in†pp. 5

Giampiero Maci

Modelling Haircuts: Evidence from NYSE Stocks pp. 6

Mehmet Benturk and Marshall J. Burak

Stock prices and GDP in the long run pp. 7

Annika Alexius and Daniel Spang

The Impact of the Company's Market Timing on Insider Trading of Repurchase Announcement pp. 8

Han-Ching Huang and Shiao-Ru Peng

Volume 8, issue 3, 2018

SMEs finance and bankruptcies: The role of credit guarantee schemes in the UK pp. 1

Paolo Agnese, Manuel Rizzo and Gianfranco A. Vento

Goodwill and Performance pp. 2

Kaiss Sarra, Nezha Baghar and Mounime El Kabbouri

The Relationship between Sectoral Foreign Direct Investment and Macroeconomic Variables: Empirical Evidence from Turkey pp. 3

Bahar Erdal

Racial Ethnic differences in Household Loan Delinquency Rate in recent financial crisis: Evidence from 2007 and 2010 Survey of Consumer Finances pp. 4

Okechukwu D. Anyamele

Correlation Neglect and Overconfidence. An Experimental Study pp. 5

Markus Spiwoks and Kilian Bizer

Financial Crisis and Capital Adequacy Ratio: A Case Study for Cypriot Commercial Banks pp. 6

Andreas Hadjixenophontos and Christos Christodoulou-Volos

The Equity Premium Puzzle Based on a Jump-Diffusion Model pp. 7

Fanchao Zhou, Yanyun Li, Jun Zhao and Peibiao Zhao

Volume 8, issue 2, 2018

Determinants of bank capital: Case of Tunisia pp. 1

Mohamed Aymen Ben Moussa

The Impact of CEO Characteristics on Real Earnings Management: Evidence from the US Banking Industry pp. 2

Yan-Yu Chou and Min-Lee Chan

Factors affecting bank credit risk: An empirical insight pp. 3

Changjun Zheng, Niluthpaul Sarker and Shamsun Nahar

Does institutional quality matter for lending relationships? pp. 4

Annamaria Nifo, Sabrina Ruberto and Gaetano Vecchione

Exchange Rate Expectations pp. 5

Ioannis N. Kallianiotis

Family Holding and Board Effectiveness on the Risk-taking of Financial Industry in China and Taiwan pp. 6

Shu-Ling Lin, Lu Jun and Jing-Lun Yan

Volume 8, issue 1, 2018

The Research of the Periodic Features of Stock Index Volatility based on Hilbert-Huang Transformation pp. 1

Xingfang Huang and Lianqian Yin

On the Risk Measures of Real Estate Assets pp. 2

Xiaomin Guo

An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation pp. 3

Richard W. Booser

Socially Responsible Investments and their Anticyclical Attitude during Financial Turmoil Evidence from the Brexit shock pp. 4

Helen Chiappini and Gianfranco A. Vento

The Role of Environmental Accounting in Sustainable Development. Empirical Study pp. 5

Amer Shakkour, Hamza Alaodat, Emad Alqisi and Ali Alghazawi

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