Journal of Applied Finance & Banking

2011 - 2025

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Volume 2, issue 6, 2012

Credit Risk Analysis: Reflections on the Use of the Logit Model pp. 1

Concepción Bartual, Fernando García, Vicente Giménez and Agustín Romero-Civera

Implementation of the Stress Test Methods in the Retail Portfolio pp. 2

Pawel Siarka

An Empirical Analysis of the Bond Market Behavior and Cointegration in the Selected APEC’s Countries pp. 3

Chu V. Nguyen

Long-Run Relation between Interest Rates and Inflation: Evidence from Turkey pp. 4

Dilek Teker, Elçin Aykaç Alp and Oya Kent

Banking Crises and Exchange Rate Politics pp. 5

Feryel Ouerghi

Using Ants to Detect Fraudulent Financial Statements pp. 6

Christos D. Katsis, Yorgos Goletsis, Paraskevi V. Boufounou, George Stylios and Evangelos Koumanakos

Global Imbalances in Current Account Balances pp. 7

Melike Bildirici and Fazil Kayıkçı

Financial Inclusion and Financial Sector Stability With Reference To Kenya: A Review of Literature pp. 8

Josiah Aduda and Elizabeth Kalunda

Optimal Tax Burden and Budget System – the Factor of Macroeconomical Stabilization pp. 9

George Abuselidze

A Meta-frontier Approach for Comparing Bank Efficiency Differences between Indonesia, Malaysia and Thailand pp. 10

Yi-Cheng Liu and Ying-Hsiu Chen

Forecasting Overnight Interest Rates Volatility with Asymmetric GARCH Models pp. 11

TuÄŸba DayioÄŸlu

Does Subprime Crisis Affect Chinese Stock Market Returns? pp. 12

Kai Shi and Li Nie

Within the Context of Changing Role of the State Assessment of Incentive Policies Applied After 1980 in Turkey pp. 13

Fevzi Engin

Most Admired Companies: Admirable Performance pp. 14

Vichet Sum

The Effect of International Cross-listings on Stock Risk pp. 15

Mehmet Uzunkaya

Volume 2, issue 5, 2012

Financial liberalization (FL), environment variables and cost efficiency of Tunisian banking system pp. 1

Anis Ochi and Rezgui Sami

Total Factor Productivity of Thai Banks in 2007-2010. An Application of DEA and Malmquist Index pp. 2

Dang-Thanh Ngo and Linh Thi Phuong Nguyen

Are Sovereign Credit Ratings Objective? A Tale of Two Agencies pp. 3

Liping Zheng

A parametric measure of productivity change from hyperbolic distance function: Application to the Vietnamese banking industry pp. 4

Ha Vu and Sean Turnell

Mutual Fund Performance Evaluation using Data Envelopment Analysis with Higher Moments pp. 5

Konstantina Pendaraki

Volatility Impact of Stock Index Futures Trading - A Revised Analysis pp. 6

Eva Matanovic and Helmut Wagner

Inflation Targeting and Monetary Policy Rules: Further Evidence from the Case of Turkey pp. 7

Giray Gözgör

Measurement of Liquidity-Adjusted Market Risk by VaR and Expected Shortfall: Evidence from Turkish Banks pp. 8

Cihan Aktas, Orcan Çörtük, Suat Teker and Burcu Deniz Yildirim

An empirical analysis of trading volume and return volatility relationship on Istanbul stock exchange national -100 Index pp. 9

Ece Oral

Economic Performance in Bank-Based and Market-Based Financial Systems: Do Non-Financial Institutions Matter? pp. 10

Mehmet Uzunkaya

Real option valuation in investment projects pp. 11

Oktay Taş and Hüseyin Yiğit Ersen

International Portfolio Movements: Panel Data Analysis pp. 12

Burhan Kabadayi, O. Selcuk Emsen and Murat Nisanci

A Risk Management Proposal to the International Contractors Industry from the Financial Perspective pp. 13

Cem Berk

The research on the distinguishing features of the international financial centers pp. 14

İhsan Erdem Kayral and Mehmet Baha Karan

Modeling the effects of investor sentiment and conditional volatility in international stock markets pp. 15

Utku Uygur and Oktay TaÅŸ

Impact of Macroeconomic Factors on Underpricing of Initial Public Offerings before and after the Recent Global Financial Crisis: Evidence from Istanbul Stock Exchange pp. 16

Mustafa Hakan Güntürkün, Şevin Gürarda and Hilal Hümeyra Erdoğan

Default Forecasting Considering Correlation Between Business and Credit Cycles pp. 17

Masayasu Kanno

Volume 2, issue 4, 2012

Further Analysis of Bank Efficiency Correlates: The Nigerian Experience pp. 1

David Mautin Oke and I.D. Poloamina

Do dividend policies signal Corporate Operating Characteristics? pp. 2

Reza Raei, Mohammad Moradi and Hoda Eskandar

The Price Discovery of the Malaysian Crude Palm Oil Futures Markets pp. 3

Nik Muhammad Naziman Ab Rahman, Abdol Samad Nawi and Yusrina Hayati Nik Muhd Naziman

Financial Sector Development and Industrial Production in Nigeria (1970-2009): An ARDL Cointegration Approach pp. 4

Elijah Udoh and Uchechi R. Ogbuagu

Credit risk based on firm conduct-performance and bank lending decisions: A capped call approach pp. 5

Jeng-Yan Tsai and Chuen-Ping Chang

Manager Attributes and Fund Performance: Evidence from Taiwan pp. 6

Jin-Li Hu, Hsueh-E. Yu and Yi-Ting Wang

Financial constraints, information asymmetry and Tunisian firm investment pp. 7

Rejeb Aya Annabi, Mouldi Djelassi and Abdelaziz Hakimi

The dynamics of money supply, exchange rate and inflation in Nigeria pp. 8

T.O. Akinbobola

Portfolio Selection Using Genetic Algorithm pp. 9

Slimane Sefiane and Mohamed Benbouziane

Alternatives to the public sector lender-of-last-resort pp. 10

Moorad Choudhry and Gino Landuyt

Foreign Direct Investment and Export Decision Relationship in the Large Turkish Firms pp. 11

Gonca Atici and Guner Gursoy

Foreign Direct Investment and Monetary Union in ECOWAS Sub-Region: Lessons from Abroad pp. 12

Abdullateef Usman and Waheed Ibrahim

Foreign Direct Investment (FDI) and Economic Growth: an approach in terms of cointegration for the case of Tunisia pp. 13

Hassen Soltani and Anis Ochi

Listing Standards and IPO Performance: Is More Regulation Better? pp. 14

Igor Semenenko

Volume 2, issue 3, 2012

Is weather important for US banking? A study of bank loan inefficiency pp. 1

Nicholas Apergis, Panagiotis Artikis and Emmanuel Mamatzakis

The Impact of the Bank of Japan’s News Announcements on the Japanese Yen,U.S. Dollar, and the Euro pp. 2

Yutaka Kurihara

Integral Equation Methods for Pricing Perpetual Bermudan Options pp. 3

Jingtang Ma and Peng Luo

Measuring Exchange Rate Fluctuations Risk Using the Value-at-Risk pp. 4

Saeed Shaker Akhtekhane and Parastoo Mohammadi

Financial Liberalization and Banking Crisis: A Spatial Panel Model pp. 5

Mohamed Bilel Triki and Samir Maktouf

Comparative Study on Performance of Islamic Banks and Conventional Banks in GCC region pp. 6

K.K. Siraj and P. Sudarsanan Pillai

Efficiency in Islamic Banking during a Financial Crisis-an Empirical Analysis of Forty-Seven Banks pp. 7

Ali Said

Financing patterns, debt maturity and growth: Evidence from East Asia and the GCC Countries pp. 8

Mejda Bahlous and Rosylin Mohd Yusof

Asymmetric responses of commercial banks to monetary policy in a transitional economy:the case of Vietnam pp. 9

Chu V. Nguyen

Forecasting SET50 Index with Multiple Regression based on Principal Component Analysis pp. 10

N. Sopipan, W. Kanjanavajee and P. Sattayatham

Foreign Direct Investment (FDI) and standard of living in Nigeria pp. 11

Sunday Ojo Akinmulegun

Volume 2, issue 2, 2012

International Financial Reporting Standards (IFRS) and Its Influence on Pakistan pp. 1

Hafiz Abdur Rashid, Fatima Amin and Ayesha Farooqui

Leadership Behaviors and Culture Dimensions in the Financial Industry pp. 2

Yueh-Shian Lee and Weng-Kun Liu

Transaction tax and market volatility: Evidence from the Taiwan futures market pp. 3

Yung-Shi Liau, Yi-Chen Wu and Hsinan Hsu

Auditor’s Industry Specialization and Disclosure Quality of IAS No. 39-Related Accounts pp. 4

Hsiang-Tsai Chiang and Shu-Lin Lin

An Empirical Study on Weak-Form of Market Efficiency of Selected Asian Stock Markets pp. 5

Nikunj Patel, Nitesh Radadia and Juhi Dhawan

How did listed Islamic and Traditional Banks Performed: pre and post the 2008 financial crisis? pp. 6

Mohamed Rashwan

The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion pp. 7

Michael Donadelli and Lorenzo Prosperi

Working capital management efficiency and corporate profitability: Evidences from quoted firms in Nigeria pp. 8

Michael Nwidobie Barine

The Effect of Monetary Policy on Private Sector Investment in Kenya pp. 9

Tobias Olweny and Mambo Chiluwe

Measuring the Performance of the Banking System Case of Vietnam (1990-2010) pp. 10

Dang-Thanh Ngo

Volume 2, issue 1, 2012

What are the benefits of globally invested mutual funds? Evidence from statistical arbitrage models pp. 1

Klaus Grobys

Study on Chinese foreign exchange reserves pp. 2

Shihong Zeng

Association between firm-specific characteristics and levels of disclosure of financial information of rural banks in the Ashanti region of Ghana pp. 3

Ben K. Agyei-Mensah

Study on the Collusive Corruption in Supervision of Bank Credit pp. 4

Xu-Guang Nan and Meng-Chun Kao

The Impact of Company Characteristics on Working Capital Management pp. 5

Hashem Valipour, Javad Moradi and Fatemeh Dehghan Farsi

On the Systemic Relevance of the Insurance Industry: Is a Macroprudential Insurance Regulation Necessary? pp. 6

Wolfgang Bach and Tristan Nguyen

A comparison study of the influences of internationalization on financing and dividend among the electronic industries of Taiwan and US pp. 7

Feng-Li Lin, Jui-Ying Hung and Wen-Goang Yang

Construction of Investment Risk Measure by the Dispersion Degree of Estimation Errors of Working Capital pp. 8

Shen-Ho Chang, Shaio Yan Huang, An-An Chiu and Mei-Ting Huang

Assessing the credit risk of bank loans using an extended Markov chain model pp. 9

Su-Lien Lu

Toward Efficient Management of Working Capital: The case of the Palestinian Exchange pp. 10

Ibrahim Awad and Abdel-Rahman Al-Ewesat