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 29, issue 4, 2022

Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets pp. 605-629

Paramita Mukherjee and Sweta Tiwari

An Analysis of Determinants of Foreign Direct Investment in Banking Industry from Taiwan to ASEAN Countries with Gravity Model pp. 631-649

Hsiao-I Pan, Komsan Suriya and Pathairat Pastpipatkul

COVID-19 Vaccination Effect on Stock Market and Death Rate in India pp. 651-673

Jyotirmayee Behera, Ajit Kumar Pasayat and Harekrushna Behera

Continuous-Time Portfolio Optimization for Absolute Return Funds pp. 675-696

Masashi Ieda

Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period pp. 697-734

Sanjay Kumar Rout and Hrushikesh Mallick

Comparing Cost Efficiency Between Financial and Non-financial Holding Banks and Insurers in Taiwan Under the Framework of Copula Methods and Metafrontier pp. 735-766

Tai-Hsin Huang, Yi-Chun Lin, Kuo-Jui Huang and Yu-Wei Liao

Volume 29, issue 3, 2022

Algorithmic Trading Efficiency and its Impact on Market-Quality pp. 381-409

Ritesh Kumar Dubey, A. Sarath Babu, Rajneesh Ranjan Jha and Urvashi Varma

Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the COVID-19 Pandemic pp. 411-447

Eric Alexander Sugandi

Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market pp. 449-476

Rajesh Elangovan, Francis Gnanasekar Irudayasamy and Satyanarayana Parayitam

Bank Performance and Noninterest Income: Evidence from Countries in the Asian Region pp. 477-505

Sherika Antao and Ajit Karnik

A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data pp. 507-526

Sakae Oya

Short Term Stress of Covid-19 on World Major Stock Indices pp. 527-568

Muhammad Rehan, Jahanzaib Alvi and Süleyman Serdar Karaca

The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries pp. 569-603

Faris ALShubiri

Volume 29, issue 2, 2022

Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach pp. 139-170

Max Schreder and Pawel Bilinski

Comparing Dynamic and Static Performance Indexes in the Stock Market: Evidence From Japan pp. 171-193

Jiro Hodoshima and Toshiyuki Yamawake

Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM) pp. 195-220

Mona Mortazian

Corporate Social Responsibility: Is Too Much Bad?—Evidence from India pp. 221-252

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

Optimal Pair–Trade Execution with Generalized Cross–Impact pp. 253-289

Masamitsu Ohnishi and Makoto Shimoshimizu

Shareholder Disputes and Commonality in Liquidity: Evidence from the Equity Markets in China pp. 291-325

Mu-Shun Wang

Examining the Performance of Islamic and Conventional Stock Indices: A Comparative Analysis pp. 327-355

Mehmet Asutay, Yumeng Wang and Alija Avdukic

Both Sensitive Value Measure and its Applications pp. 357-379

Yoshio Miyahara

Volume 29, issue 1, 2022

Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue pp. 1-3

Toan Luu Duc Huynh, Thomas Walther and Sebastian Utz

Values-Based and Global Systemically Important Banks: Their Stability and the Impact of Regulatory Changes After the Financial Crisis on it pp. 5-32

Theresa Schäfer and Sebastian Utz

Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh? pp. 33-78

Muntasir Murshed, Mohamed Elheddad, Rizwan Ahmed, Mohga Bassim and Ei Thuzar Than

Energy Consumption and Bitcoin Market pp. 79-93

Anh Ngoc Quang Huynh, Duy Duong, Tobias Burggraf, Hien Thi Thu Luong and Nam Huu Bui

Correction to: Energy Consumption and Bitcoin Market pp. 95-95

Anh Ngoc Quang Huynh, Duy Duong, Tobias Burggraf, Hien Thi Thu Luong and Nam Huu Bui

Does ESG Certification Improve Price Efficiency in the Chinese Stock Market? pp. 97-122

Chunying Wu, Xiong Xiong and Ya Gao

Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test pp. 123-137

Yongjie Zhang, Yue Li and Dehua Shen

Volume 28, issue 4, 2021

Is Being “Robust” Beneficial? A Perspective from the Indian Market pp. 469-497

Mohammed Bilal Girach, Shashank Oberoi and Siddhartha P. Chakrabarty

Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam pp. 499-526

Cesario Mateus and Bao Trung Hoang

The Relationship Between China’s Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market pp. 527-561

Xiangyu Chen and Jittima Tongurai

Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests pp. 563-585

Teruo Kemmotsu

Applying Technical Trading Rules to Beat Long-Term Investing: Evidence from Asian Markets pp. 587-611

Thomas S. Coe and Kittipong Laosethakul

Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries pp. 613-647

Jose Arreola Hernandez, Sang Hoon Kang, Ron P. McIver and Seong-Min Yoon

Financial Network Connectedness and Systemic Risk During the COVID-19 Pandemic pp. 649-665

Mike K. P. So, Lupe S. H. Chan and Amanda M. Y. Chu

Stocks Recommendation from Large Datasets Using Important Company and Economic Indicators pp. 667-689

Kartikay Gupta and Niladri Chatterjee

Volume 28, issue 3, 2021

Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics pp. 333-352

João Cruz, João Nicolau and Paulo Rodrigues

Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange pp. 353-366

Loc Dong Truong, Anh Thi Kim Nguyen and Dut Van Vo

Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach pp. 367-396

Apriliani Gustiana and Nasrudin

Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis pp. 397-427

Gang Chu, Xiao Li, Dehua Shen and Yongjie Zhang

Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty pp. 429-448

Ngo Thai Hung

The Short-Selling Hypothesis of Weekend Effect and T + 1 Trading Mechanism pp. 449-467

Xiao Li and Bin Liu

Volume 28, issue 2, 2021

On Hoover’s Scale-Free Forecast Accuracy Metric MAD/MEAN pp. 153-168

Louie Ren and Peter Ren

Risk-Sensitive Asset Management with Lognormal Interest Rates pp. 169-206

Hiroaki Hata

Managerial Ability and External Financing pp. 207-241

Min-Rui Choo, Chih-Wei Wang, Chi Yin and Jie-Lun Li

Impact of Market Expectations on the U.S. Interest Rate Lift-Off in ASEAN-5 Financial System pp. 243-271

Teik-Khim Ooi and Wee Yeap Lau

Imposing Regularity Conditions to Measure Banks’ Productivity Changes in Taiwan Using a Stochastic Approach pp. 273-303

Tai-Hsin Huang, Yi-Huang Chiu and Chih-Ying Mao

Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market pp. 305-318

Dehua Shen and Wei Zhang

Political Stability and the Effectiveness of Currency Based Macro Prudential Measures pp. 319-332

Smita Roy Trivedi

Volume 28, issue 1, 2021

Forwarding Letter for Capital Markets Conference Special Issue pp. 1-2

Pradiptarathi Panda

Financial Astrology and Behavioral Bias: Evidence from India pp. 3-17

Ashish Mahendra, Shiba Prasad Mohanty and S. Sudalaimuthu

Comparative Study of Momentum and Contrarian Behavior of Different Investors: Evidence from the Indian Market pp. 19-53

Bhaskar Chhimwal and Varadraj Bapat

Beta-Anomaly: Evidence from the Indian Equity Market pp. 55-78

Asgar Ali and K. N. Badhani

Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market pp. 79-99

Geetu Aggarwal and Navdeep Aggarwal

Size Effect in Indian Equity Market: Myth or Reality? pp. 101-119

Vibhuti Vasishth, Sanjay Sehgal and Gagan Sharma

Predicting Wheat Futures Prices in India pp. 121-140

Raushan Kumar

Does The Association Between Abnormal Trading Volumes And Historical Prices Explain Disposition Effect? pp. 141-151

Sravani Bharandev and Sapar Narayan Rao