Asia-Pacific Financial Markets

1997 - 2024

Current editor(s): Jiro Akahori

From:
Springer
Japanese Association of Financial Economics and Engineering
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Volume 31, issue 4, 2024

Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China pp. 799-820

Yizheng Fu, Zhifang Su and Aihua Lin

Can Clean Energy Stocks Predict Crude Oil Markets Using Hybrid and Advanced Machine Learning Models? pp. 821-844

Anis Jarboui and Emna Mnif

The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis pp. 845-866

Huthaifa Alqaralleh

An Empirical Investigation on Financing Choice Descendants of Indian Start-ups pp. 867-888

Priyanka Runach, Shubham Garg and Karam Pal Narwal

Network Nexus: Exploring the Impact of Alumni Connections of Managers on Mutual Fund Performance in India pp. 889-923

Sudipta Majumdar, Sayantan Kundu, Sankalp Bose and Abhijeet Chandra

Identifying Cryptocurrencies as Diversifying Assets and Safe Haven in the Indian Stock Market pp. 925-944

Susovon Jana and Tarak Nath Sahu

Anomaly Identification and Premium Mining: Evidence from Chinese Urban Construction Investment Bonds pp. 945-974

Ping Li, Jiahong Li and Dong Wang

Economic Freedom, Ownership Structure, and SME Financial Fragility: Evidence from an Emerging Economy pp. 975-1006

Anh-Tuan Doan

Dynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network Perspective pp. 1007-1033

Karim Belcaid, Sara El Aoufi and Mamdouh Abdulaziz Saleh Al-Faryan

Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics pp. 1035-1063

Xiangyu Chen, Jittima Tongurai and Pattana Boonchoo

Carry Trade Dynamics Under Capital Controls: The Case of China pp. 1065-1085

Christopher Balding, Andros Gregoriou, Domenico Tarzia and Xiao Zhang

The Impacts of Policy Uncertainty on Asset Prices: Evidence from China’s Market pp. 1087-1133

Yunpeng Su, Jia Li, Baochen Yang and Yunbi An

Volume 31, issue 3, 2024

The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence pp. 423-452

Aswini Kumar Mishra, Anand Theertha Nakhate, Yash Bagra, Abinash Singh and Bibhu Prasad Kar

Value Relevance of Comprehensive Income reported as per IFRS-converged Indian Accounting Standards pp. 453-472

Sushma Vishnani, Nityanand Deva and Dheeraj Misra

Nexus Between Indian Economic Growth and Remittance Inflows: A Non-linear ARDL Approach pp. 473-495

Muhammed Ashiq Villanthenkodath and Mohd Arshad Ansari

The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality pp. 497-542

Sreekha Pullaykkodi and Rajesh H. Acharya

Expected Power Utility Maximization of Insurers pp. 543-577

Hiroaki Hata and Kazuhiro Yasuda

Systemic Risk in Indian Financial Institutions: A Probabilistic Approach pp. 579-656

Subhash Karmakar, Gautam Bandyopadhyay and Jayanta Nath Mukhopadhyay

The Asymmetric Effects of Exchange Rate Volatility on Pakistan–Japan Commodity Trade: Evidence from Non-linear ARDL Approach pp. 657-732

Javed Iqbal, Sitara Jabeen, Misbah Nosheen and Mark Wohar

Do Carbon Performance and Disclosure Practices Effect Companies’ Financial Performance: A Non-Linear Perspective pp. 733-754

Suchismita Ghosh, Ritu Pareek and Tarak Nath Sahu

Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence pp. 755-778

Emon Kalyan Chowdhury and Iffat Ishrat Khan

Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test pp. 779-797

Uğur Pata, Ojonugwa Usman, Godwin Olasehinde-Williams and Oktay Ozkan

Volume 31, issue 2, 2024

A CNN-LSTM Stock Prediction Model Based on Genetic Algorithm Optimization pp. 205-220

Heon Baek

Decomposing the Momentum in the Japanese Stock Market pp. 221-250

Yasuhiro Iwanaga, Takehide Hirose and Tomohiro Yoshida

Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach pp. 251-283

Yuta Hibiki, Takuya Kiriu and Norio Hibiki

Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach pp. 285-305

Yi-Hao Lai, Yi-Chiuan Wang and Yu-Ching Chang

Performance Attributes of Environmental, Social, and Governance Exchange-Traded Funds pp. 307-334

Hasan F. Baklaci, William I-Wei Cheng and Jianing Zhang

Fund Characteristics, Managerial Skills and Performance Persistence: Evidence from India pp. 335-354

Sudipta Majumdar, Rohan Kumar Mishra and Abhijeet Chandra

Forecasting of Crude Oil Prices Using Wavelet Decomposition Based Denoising with ARMA Model pp. 355-365

Prabhat Mittal

The Impact of Third-Party Financial Products on the Consumer Loan Services Market in the Banking Sector: An Analysis of Sales Progress and Consumer Behavior pp. 367-387

Narendra Singh Ranawat and Ayon Chakraborty

PDE-Based Bayesian Inference of CEV Dynamics for Credit Risk in Stock Prices pp. 389-421

Kensuke Kato and Nobuhiro Nakamura

Volume 31, issue 1, 2024

Into the Unknown: Uncertainty, Foreboding and Financial Markets pp. 1-23

Smita Roy Trivedi

A Dynamic Analysis of the Twin-Deficit Hypothesis: the Case of a Developing Country pp. 25-52

Ibrar Hussain, Umar Hayat, Md Shabbir Alam and Uzma Khan

Does Market Performance (Tobin’s Q) Have A Negative Effect On Credit Ratings? Evidence From South Korea pp. 53-80

Hyoung-Joo Lim and Dafydd Mali

Entropy Augmented Asset Pricing Model: Study on Indian Stock Market pp. 81-99

Harshit Mishra and Parama Barai

The Relationship Between Financial Knowledge, Investment Strategy and Satisfaction From Pension Schemes: Evidence From India pp. 101-135

Shallu Saini, Tejinder Sharma and Satyanarayana Parayitam

Covid-19 Data Manipulation and Reaction of Stock Markets pp. 137-164

Monika Bolek and Cezary Bolek

Economic Policy Uncertainty and Emerging Stock Market Volatility pp. 165-181

Maria Ghani and Usman Ghani

Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries pp. 183-203

Muntazir Hussain, Usman Bashir and Ramiz Ur Rehman

Volume 30, issue 4, 2023

Impact of India’s Demonetization Episode on its Equity Markets pp. 649-675

Goutam Sutar, Krantiraditya Dhalmahapatra and Sayan Chakraborty

An ISM and MICMAC Approach for Modelling the Contributors of Multibagger Stocks pp. 677-699

Ajay Chauhan, Swati Gupta and Sanjay Gupta

Inclusions and Exclusions of Stocks in Cross-Border Investments: The Case of Stock Connect pp. 701-727

Kin Ming Wong and Kwok Ping Tsang

Media Coverage, Real Earnings Management, and Long-Run Market Performance: Evidence from Chinese IPOs pp. 729-760

Danning Yu

How Serious is India’s Nonperforming Assets Crisis? A Structural Satellite Version of the Financial-Macroeconometric Model pp. 761-794

Nithin Mani, Alok Kumar Mishra and Jijin Pandikasala

Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility? pp. 795-816

Nupur Moni Das, Bhabani Sankar Rout and Yashmin Khatun

Multi-period Dynamic Bond Portfolio Optimization Utilizing a Stochastic Interest Rate Model pp. 817-844

Yoshiyuki Shimai and Naoki Makimoto

Industry Competition, Market Shares, and the Long-Run Performance of SEO Firms pp. 845-867

Weiju Young, Junming Hsu, Peng-Yu Gao and Tzu-Ju Yang

Volume 30, issue 3, 2023

Comparing Financial Debt Choices of Existing and New SMEs in Indian Manufacturing Sector pp. 445-456

Suresh Kg, Akanksha Saxena and M. Srikanth

Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach pp. 457-473

Nidhal Mgadmi, Azza Béjaoui and Wajdi Moussa

Multi-scale Features of Interdependence Between Oil Prices and Stock Prices pp. 475-504

Ngo Thai Hung and Xuan Vinh Vo

Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks pp. 505-530

Taicir Mezghani and Mouna Boujelbène Abbes

Board Variables Reforms in India: Success or Failure? A Comparative Analysis Between Pre and Post Enactment Period of Companies Act, 2013 pp. 531-558

Mahesh Chand Garg and Khushboo Tanwer

Effect of Index Concentration on Index Volatility and Performance pp. 559-585

Amit Pandey and Anil Kumar Sharma

Insurance Market and Economic Growth in an Information-Driven Economy: Evidence from a Panel of High- and Middle-Income Countries? pp. 587-620

Rudra P. Pradhan, Sahar Bahmani, Rebecca Abraham and John H. Hall

Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen pp. 621-647

Sung C. Bae and Taek Ho Kwon

Volume 30, issue 2, 2023

Control Variate Method for Deep BSDE Solver Using Weak Approximation pp. 273-296

Yoshifumi Tsuchida

Best-Case Scenario Robust Portfolio: Evidence from China Stock Market pp. 297-322

Kaiqiang An, Guiyu Zhao, Jinjun Li, Jingsong Tian, Lihua Wang, Liang Xian and Chen Chen

Is the Growth of Companies Influencing Their Financial Condition Depending on Their Size: S&P 500 Listed Companies Example pp. 323-337

Monika Bolek and Agata Gniadkowska-Szymańska

FDI Inflows-Economic Globalization Nexus in ASEAN Countries: The Panel Bootstrap Causality Test Based on Wavelet Decomposition pp. 339-362

Muhammed Sehid Gorus, Veli Yilanci and Maxwell Kongkuah

Measuring Dependence in a Set of Asset Returns pp. 363-385

Dilip B. Madan and King Wang

Does Remittance and Human Capital Formation Affect Financial Development? A Comparative Analysis Between India and China pp. 387-426

Shreya Pal

Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective pp. 427-444

Miklesh Prasad Yadav, Sudhi Sharma and Indira Bhardwaj

Volume 30, issue 1, 2023

Innovative Financial Instruments and Investors’ Interest in Indian Securities Markets pp. 1-12

Pradiptarathi Panda

Optimizing Hedging Effectiveness of Indian Agricultural Commodity Futures: A Simulation Approach pp. 13-36

Sanjay Mansabdar and Hussain C. Yaganti

Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India pp. 37-48

Veeravel. V and A. Balakrishnan

A Study of Investment Style Timing of Mutual Funds in India pp. 49-72

S. Pavithra and Parthajit Kayal

Did ESG Save the Day? Evidence From India During the COVID-19 Crisis pp. 73-107

Ved Dilip Beloskar and S. V. D. Nageswara Rao

Stock returns seasonality in emerging asian markets pp. 109-130

Khushboo Aggarwal and Mithilesh Kumar Jha

Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach pp. 131-164

Prabhas Kumar Rath

Investment Performance and Tracking Efficiency of Indian Equity Exchange Traded Funds pp. 165-188

L. Alamelu and Nisha Goyal

Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector? pp. 189-210

Babu Jose and Nithin Jose

The Stock Performance of Green Bond Issuers During COVID-19 Pandemic: The Case of China pp. 211-230

Jiongye Jin and Jianing Zhang

The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model pp. 231-246

Muneer Shaik and Mohd Ziaur Rehman

Market Efficiency of Commodity Derivatives with Reference to Nonagricultural Commodities pp. 247-258

Hema Divya Kantamaneni and Vasudeva Reddy Asi

Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR pp. 259-272

Babita Panda, Ajaya Kumar Panda and Pradiptarathi Panda