Annals of Financial Economics (AFE)
2005 - 2023
Current editor(s): Michael McAleer From World Scientific Publishing Co. Pte. Ltd. Bibliographic data for series maintained by Tai Tone Lim (). Access Statistics for this journal.
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Volume 18, issue 03, 2023
- Market Capitalized Scale and Corporate Capital Structure — Evidence from CSI300’s Listed Firms pp. 1-23

- Huu Manh Nguyen, Wing Keung Wong and Thi Huong Giang Vuong
- From Humble Beginnings to a Global Economic Powerhouse: A Comprehensive Study of India’s Economic Development Through the Lens of Selected Macroeconomic Indicators (1990–2020) pp. 1-42

- Rachana Jaiswal
- Potential Welfare Gains from Optimal Macro Hedging for Oil Exporters pp. 1-22

- Ricardo Lalloo
- Does Trade Openness Affect Global Entrepreneurship Development? Evidence from BRICS Countries pp. 1-33

- Md. Mominur Rahman, Bishawjit Chandra Deb, Muhammad Shajib Rahman, M. M. Mofiz Uddin, Muhammad Ramzan, Mohammad Jubair Hossain and Gias Uddin
- Dynamics of a Newly Established Agricultural Commodities Market: Financialization, Hedging and Portfolio Diversification in Turkey pp. 1-33

- Turker Acikgoz, Ozge Sezgin Alp and Nazlan Belemir Alkan
- Innovation, Economic Growth, and Inequalities: A Panel Dynamic Threshold Analysis for Dynamic Economies pp. 1-29

- Sabreen Khan and Dil Pazir
Volume 18, issue 02, 2023
- The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries pp. 1-24

- Alina Maydybura, Raheel Gohar, Asma Salman, Wing-Keung Wong and Bisharat Hussain Chang
- Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility pp. 1-14

- Sisa Shiba, Juncal Cunado, Rangan Gupta and Samrat Goswami
- Does US Infectious Disease Equity Market Volatility Index Predict G7 Stock Returns? Evidence Beyond Symmetry pp. 1-16

- Raheel Gohar, Asma Salman, Emmanuel Uche, Omer Faruk Derindag and Bisharat Hussain Chang
- Spillover Effects in the Presence of Structural Breaks, Persistence and Conditioned Heteroscedasticity pp. 1-51

- Francisca Mendonça Souza, Claudia Aline de Souza Ramser, Adriano Mendonça Souza and Claudimar Pereira da Veiga
- An Analysis of the U.S. Individual Investor Sentiment Influence on Cryptocurrency Returns and Volatility pp. 1-20

- Mustafa Sayim and Nguyen Quang My
- The Impact of Macroeconomic Indicators on the Balance of Payments: Empirical Evidence from Afghanistan pp. 1-29

- Abdul Hadi Sultani and U. Faisal
Volume 18, issue 01, 2023
- Drawbacks in the 3-Factor Approach of Fama and French (2018) pp. 1-26

- David Allen and Michael McAleer
- Nonlinear Causal Relationship Between Economic Policy Uncertainty and Macroeconomic Variables in Selected Emerging Market Economies pp. 1-34

- Abigail Naa Korkor Adjei, George Tweneboah and Peterson Owusu Junior
- On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns pp. 1-16

- Christian Pierdzioch, Sebastian Rohloff and Roland Von Campe
- The Mean-Variance Rule for Investors with Reverse S-Shaped Utility pp. 1-16

- Wing-Keung Wong, David Yeung and Richard Lu
- Editorial: Statement for the Special Issue in Honor of Michael McAleer pp. 1-8

- David Allen, Moawia Alghalith and Wing-Keung Wong
- Density and Risk Prediction with Non-Gaussian COMFORT Models pp. 1-37

- Marc S. Paolella and Paweł Polak
- Ten Ways to Specify a Gini Coefficient Using Entropy pp. 1-19

- Hang Keun Ryu and Daniel J. Slottje
- An Informational Theory of the Dynamic Value of the Firm pp. 1-22

- David Yeung and Wing-Keung Wong
- Financial Development and Income Inequality: Evidence From Advanced, Emerging and Developing Economies pp. 1-27

- Carolyn Chisadza and Mduduzi Biyase
Volume 17, issue 04, 2022
- INVESTMENT BASED ON SIZE, VALUE, MOMENTUM AND INCOME MEASURES: A STUDY IN THE TAIWAN STOCK MARKET pp. 1-33

- Richard Lu, Jai-Jen Wang and Wing-Keung Wong
- CONNECTEDNESS BETWEEN CRUDE OIL AND US EQUITIES: THE IMPACT OF THE COVID-19 PANDEMIC pp. 1-30

- Aktham Maghyereh and Hussein Abdoh
- TIME-FREQUENCY CO-MOVEMENT BETWEEN COVID-19 AND PAKISTAN’S STOCK MARKET: EMPIRICAL EVIDENCE FROM WAVELET COHERENCE ANALYSIS pp. 1-17

- Shoaib Ali, Muhammad Naveed, Aisha Saleem and Muhammad Wajahat Nasir
- IS THERE A BETA ANOMALY? EVIDENCE FROM THE INDIA pp. 1-20

- Vinay Khandelwal and Varun Chotia
- DELINEATION OF BLOCKCHAIN TECHNOLOGY IN FINANCE: A SCIENTOMETRIC VIEW pp. 1-26

- Rachana Jaiswal, Shashank Gupta and Aviral Tiwari
- DO THE INCOME AND PRICE CHANGES AFFECT CONSUMPTION IN THE EMERGING 7 COUNTRIES? EMPIRICAL EVIDENCE USING QUANTILE ARDL MODEL pp. 1-24

- Raheel Gohar, Salim Bagadeem, Bisharat Hussain Chang and Muyu Zong
Volume 17, issue 03, 2022
- IMPACT OF ECONOMIC FREEDOM AND ITS SUBCOMPONENTS ON COMMERCIAL BANKS’ RISK-TAKING pp. 1-30

- Faisal Abbas, Shoaib Ali and Wing-Keung Wong
- A LINKAGE BETWEEN THE FINANCIAL AND THE REAL ECONOMY pp. 1-33

- Sebastian Rey
- DYNAMIC LINKAGES AND INTEGRATION AMONG FIVE EMERGING BRICS MARKETS: PRE- AND POST-BRICS PERIOD ANALYSIS pp. 1-36

- Amit Kumar Singh, Rohit Kumar Shrivastav and Amiya Kumar Mohapatra
- THE IMPACTS OF DATA-DRIVEN LEADERSHIP IN IR4.0 ADOPTION ON FIRM PERFORMANCE IN MALAYSIA pp. 1-36

- Char-Lee Lok, Shu-Fen Chuah and Chee-Wooi Hooy
- DOES PREMIUM EXIST IN THE STOCK MARKET FOR LABOR INCOME GROWTH RATE? A SIX-FACTOR-ASSET-PRICING MODEL: EVIDENCE FROM PAKISTAN pp. 1-24

- Naveed Khan, Hassan Zada and Imran Yousaf
- CAUSALITY, INFORMATION FLOW, AND CO-MOVEMENT ANALYSIS OF MAJOR STOCK INDICES pp. 1-21

- Cengiz Karatas and Gazanfer Unal
Volume 17, issue 02, 2022
- THE NEXUS BETWEEN CASH CONVERSION CYCLE, WORKING CAPITAL FINANCE, AND FIRM PERFORMANCE: EVIDENCE FROM NOVEL MACHINE LEARNING APPROACHES pp. 1-44

- Faisal Mahmood, Umeair Shahzad, Ali Nazakat, Zahoor Ahmed, Husam Rjoub and Wing-Keung Wong
- ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA pp. 1-26

- Christina Archer, Peterson Owusu Junior, Anokye M. Adam, Emmanuel Asafo-Adjei and Stephen Baffoe
- MODELING OF STOCK RETURNS IN CONTINUOUS VIS-À-VIS DISCRETE TIME IS EQUIVALENT, RESPECTIVELY, TO THE CONDITIONING OF STOCK RETURNS ON A RANDOM WALK PROCESS FOR TRADE IMBALANCES VIS-À-VIS A RANDOM WALK PROCESS FOR EVOLUTION OF INFORMATION pp. 1-35

- Oghenovo A. Obrimah and Wing-Keung Wong
- TIME–FREQUENCY ANALYSIS BETWEEN ECONOMIC RISK AND FINANCIAL RISK IN THE MINT NATIONS: WHAT CAUSES WHAT? pp. 1-21

- Tomiwa Adebayo, Dervis Kirikkaleli and Husam Rjoub
- RISK-AVERSION: MATHEMATICAL AND ECONOMIC PERSPECTIVES pp. 1-23

- Haim Levy
- A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT pp. 1-9

- Afees Salisu, Rangan Gupta and Riza Demirer
Volume 17, issue 01, 2022
- THE EFFECTS OF SELECTED FINANCIAL RATIOS ON PROFITABILITY: AN EMPIRICAL ANALYSIS OF REAL ESTATE FIRMS IN VIETNAM pp. 1-29

- Le Ngoc Thuy Trang, Do Thi Thanh Nhan, Dung Nguyen Thi Phuong and Wing-Keung Wong
- MODELING STOCK PRICE MOVEMENTS PREDICTION BASED ON NEWS SENTIMENT ANALYSIS AND DEEP LEARNING pp. 1-19

- Maedeh Tajmazinani, Hossein Hassani, Reza Raei and Saeed Rouhani
- ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS pp. 1-19

- Tomiwa Adebayo, Seyi Akadiri and Husam Rjoub
- REVISITING INFLATION-GROWTH NEXUS: AN ENDOGENOUS GROWTH MODEL WITH FINANCIAL FRICTIONS pp. 1-13

- Fa-Hsiang Chang and Lin Zhang
- CONTAGION ACROSS FINANCIAL MARKETS DURING COVID-19: A LOOK AT VOLATILITY SPILLOVERS BETWEEN THE STOCK AND FOREIGN EXCHANGE MARKETS IN SOUTH AFRICA pp. 1-46

- Chevaughn van der Westhuizen, Renee van Eyden and Goodness C. Aye
- IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL pp. 1-25

- Nadia Arfaoui and Imran Yousaf
Volume 16, issue 04, 2021
- SYMMETRIC IMPACT OF EXCHANGE RATE VOLATILITY ON FOREIGN DIRECT INVESTMENT IN PAKISTAN: DO THE GLOBAL FINANCIAL CRISES AND POLITICAL REGIMES MATTER? pp. 1-21

- Muhammad Ramzan
- INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES pp. 1-29

- Aviral Tiwari, Deven Bathia, Elie Bouri and Rangan Gupta
- MACROECONOMIC DETERMINANTS OF HOUSEHOLD CONSUMPTIONS IN GEORGIA pp. 1-16

- Azer Dilanchiev and Tengiz Taktakishvili
- THE EFFECTS OF U.S. MONETARY POLICY UNCERTAINTY SHOCK ON INTERNATIONAL EQUITY MARKETS pp. 1-14

- Raymond Aor, Afees Salisu and Isah J. Okpe
- APPROXIMATE SERIES SOLUTIONS OF A ONE-FACTOR TERM STRUCTURE MODEL FOR BOND PRICING pp. 1-22

- Sunday Onos Edeki, Deborah Chikwado Okoli, Hijaz Ahmad and Wing-Keung Wong
- NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE pp. 1-23

- Fausto Corradin and Domenico Sartore
Volume 16, issue 03, 2021
- STRATEGIC INTERACTIONS AND NEGATIVE OIL PRICES pp. 1-33

- Chenghu Ma and Xianzhen Wang
- ARBITRAGEUR BEHAVIOR IN SENTIMENT-DRIVEN ASSET-PRICING pp. 1-37

- Erdem Kilic and Oguzhan Gã–ksel
- UNIVERSAL RISK BUDGETING pp. 1-18

- Alex Garivaltis
- EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER pp. 1-21

- Moawia Alghalith, Norman Swanson, Andrey Vasnev and Wing-Keung Wong
- CORPORATE VALUATION SPURRED BY INFORMATION TRANSPARENCY IN AN EMERGING ECONOMY pp. 1-21

- Tran Thai Ha Nguyen, Wing-Keung Wong, Gia Quyen Phan, Dang Thanh Minh Tran and Massoud Moslehpour
- GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES pp. 1-16

- Rangan Gupta, Anandamayee Majumdar, Jacobus Nel and Sowmya Subramaniam
Volume 16, issue 02, 2021
- ZERO-INFLATED POISSON REGRESSION MODELS: APPLICATIONS IN THE SCIENCES AND SOCIAL SCIENCES pp. 1-19

- Buu-Chau Truong, Kim-Hung Pho, Cong-Chanh Dinh and Michael McAleer
- THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM pp. 1-22

- Nguyen Duy Suu, Ho Thuy Tien and Wing-Keung Wong
- EVALUATING THE EFFICIENCY OF VIETNAM BANKS USING DATA ENVELOPMENT ANALYSIS pp. 1-17

- Do Thi Thanh Nhan, Kim-Hung Pho, Dang Thi van Anh and Michael McAleer
- UNCERTAINTY RELATED TO INFECTIOUS DISEASES AND FORECASTABILITY OF THE REALIZED VOLATILITY OF US TREASURY SECURITIES pp. 1-12

- Sisa Shiba and Rangan Gupta
- CASES, DEATHS, STRINGENCY INDEXES AND INDIAN FINANCIAL MARKET — EMPIRICAL EVIDENCE DURING COVID-19 PANDEMIC pp. 1-13

- Shailaja Kheni and Santosh Kumar
Volume 16, issue 01, 2021
- LIMIT-TO-ARBITRAGE FACTORS AND IVOL RETURNS PUZZLE: EMPIRICAL EVIDENCE FROM TAIWAN BEFORE AND DURING COVID-19 pp. 1-18

- Khoa Dang Duong, Qui Nhat Nguyen, Truong Vinh Le and Diep Nguyen
- THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES pp. 1-13

- Matthew Clance, Giray Gözgör, Rangan Gupta and Chi Keung Lau
- REGULARIZATION METHODS FOR ESTIMATING A MULTI-FACTOR CORPORATE BOND PRICING MODEL: AN APPLICATION FOR BRAZIL pp. 1-20

- Paulo Roberto Guimarães, Osvaldo Candido and André Ronzani
- ASSET INVESTMENT DIVERSIFICATION, BANKRUPTCY RISK AND THE MEDIATING ROLE OF BUSINESS DIVERSIFICATION pp. 1-26

- Thanh Vu, Minh Nguyen and Michael McAleer
- SUBMISSIONS AND ACCEPTANCES FOR THE ANNALS OF FINANCIAL ECONOMICS (AFE) pp. 1-2

- Michael McAleer
- PRICING OPTIONS UNDER STOCHASTIC INTEREST RATE AND THE FRASCA–FARINA PROCESS: A SIMPLE, EXPLICIT FORMULA pp. 1-4

- Moawia Alghalith
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