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Content
February 2020, Volume 13, Issue 3
- 1-38 Crowdfunding in a Competitive Environment
by Anton Miglo
January 2020, Volume 13, Issue 2
- 1-3 Editorial Statement for Mathematical Finance
by Wing-Keung Wong - 1-16 The Equity Curve and Its Relation to Future Stock Returns
by Olaf Stotz - 1-34 Credit Spreads, Business Conditions, and Expected Corporate Bond Returns
by Hai Lin & Xinyuan Tao & Junbo Wang & Chunchi Wu
February 2020, Volume 13, Issue 2
- 1-3 Extreme Values and Financial Risk
by Stephen Chan & Saralees Nadarajah - 1-6 Risk Management Analysis for Novel Coronavirus in Wuhan, China
by Xiao-Guang Yue & Xue-Feng Shao & Rita Yi Man Li & M. James C. Crabbe & Lili Mi & Siyan Hu & Julien S. Baker & Gang Liang - 1-6 Risk Management of COVID-19 by Universities in China
by Chuanyi Wang & Zhe Cheng & Xiao-Guang Yue & Michael McAleer - 1-10 A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns
by Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos - 1-10 Cross-Country Application of Manufacturing Failure Models
by Sebastian Klaudiusz Tomczak & Piotr Staszkiewicz - 1-13 The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence
by Ivana Brkić & Nikola Gradojević & Svetlana Ignjatijević - 1-13 Exploring Compliance of AAOIFI Shariah Standard on Ijarah Financing: Analysis on the Practices of Islamic Banks in Malaysia
by Shujaat Saleem & Fadillah Mansor - 1-14 Banking Finance Experts Consensus on Compliance in US Bank Holding Companies: An e-Delphi Study
by Sophia Velez & Michael Neubert & Daphne Halkias - 1-14 Pricing Defaulted Italian Mortgages
by Michela Pelizza & Klaus R. Schenk-Hoppé - 1-15 How Do Corporate Social Responsibility and Corporate Governance Affect Stock Price Crash Risk?
by Ahmed Imran Hunjra & Rashid Mehmood & Tahar Tayachi - 1-16 A Gated Recurrent Unit Approach to Bitcoin Price Prediction
by Aniruddha Dutta & Saket Kumar & Meheli Basu - 1-17 How to Explain When the ES Is Lower Than One? A Bayesian Nonlinear Mixed-Effects Approach
by Nguyen Ngoc Thach - 1-19 The Distribution of Cross Sectional Momentum Returns When Underlying Asset Returns Are Student’s t Distributed
by Oh Kang Kwon & Stephen Satchell - 1-19 Parsimonious Heterogeneous ARCH Models for High Frequency Modeling
by Juan Carlos Ruilova & Pedro Alberto Morettin - 1-20 A Comprehensive Review of Corporate Bankruptcy Prediction in Hungary
by Tamás Kristóf & Miklós Virág - 1-21 Corporate Green Bond Issuances: An International Evidence
by Martin Lebelle & Souad Lajili Jarjir & Syrine Sassi - 1-29 Optimal Contracting of Pension Incentive: Evidence of Currency Risk Management in Multinational Companies
by Jeffrey (Jun) Chen & Yun Guan & Ivy Tang - 1-35 An Ensemble Classifier-Based Scoring Model for Predicting Bankruptcy of Polish Companies in the Podkarpackie Voivodeship
by Tomasz Pisula
January 2020, Volume 13, Issue 1
- 1-3 Empirical Finance
by Shigeyuki Hamori - 1-3 Alternative Assets and Cryptocurrencies
by Christian M. Hafner - 1-3 Editorial for the Special Issue on “The Belt and Road-Risks and Financial Management Issues Faced by Enterprises’ Internationalization”
by Xue-Feng Shao & Wei Liu & Xiao-Guang Yue - 1-5 Acknowledgement to Reviewers of Journal of Risk and Financial Management in 2019
by JRFM Editorial Office - 1-11 QE versus the Real Problems in the World Economy
by Adrian Blundell-Wignall - 1-11 Cultural Distance and Entry Modes in Emerging Markets: Empirical Evidence in Vietnam
by Nguyen Minh Ha & Quan Minh Quoc Binh & Pham Phi Dang - 1-14 On the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market
by Yuanyuan Zhang & Stephen Chan & Jeffrey Chu & Hana Sulieman - 1-14 News-Driven Expectations and Volatility Clustering
by Sabiou M. Inoua - 1-15 Exchange Rate Regime and Economic Growth in Asia: Convergence or Divergence
by Dao Thi-Thieu Ha & Nga Thi Hoang - 1-18 Equity Option Pricing with Systematic and Idiosyncratic Volatility and Jump Risks
by Zhe Li - 1-19 Marketing Islamic Financial Services: A Review, Critique, and Agenda for Future Research
by Intekhab Alam & Pouya Seifzadeh - 1-37 Local Extremes of Selected Industry 4.0 Indicators in the European Space—Structure for Autonomous Systems
by Milena Botlíková & Josef Botlík
December 2019, Volume 13, Issue 1
- 1-6 Regulatory Responses by Countries to Banking/Financial Crises
by James R. Barth - 1-9 Managing Shariah Non-Compliance Risk via Islamic Dispute Resolution
by Maria Bhatti - 1-18 Are Family Firms Financially Healthier Than Non-Family Firm?
by Lious Agbor Tabot Ntoung & Helena Maria Santos de Oliveira & Benjamim Manuel Ferreira de Sousa & Liliana Marques Pimentel & Susana Adelina Moreira Carvalho Bastos - 1-22 The Impacts of Selling Expense Structure on Enterprise Growth in Large Enterprises: A Study from Vietnam
by Van Cong Nguyen & Thi Ngoc Lan Nguyen & Thanh Hang Pham & Song Hoa Vu - 1-33 A Quantitative Analysis of Risk Premia in the Corporate Bond Market
by Sara Cecchetti
December 2019, Volume 12, Issue 4
- 1-9 Robust Bayesian Inference in Stochastic Frontier Models
by Mike G. Tsionas - 1-13 Tax Arrears Versus Financial Ratios in Bankruptcy Prediction
by Oliver Lukason & Art Andresson - 1-13 Influence of Venture Capital and Knowledge Transfer on Innovation Performance in the Big Data Environment
by Chuanrong Wu & Xiaoming Yang & Veronika Lee & Mark E. McMurtrey - 1-14 Internal Control and SMEs’ Sustainable Growth: The Moderating Role of Multiple Large Shareholders
by Liangcheng Wang & Yining Dai & Yuye Ding - 1-15 Dynamic Bankruptcy Prediction Models for European Enterprises
by Tomasz Korol - 1-18 Impact of Readability on Corporate Bond Market
by Jieyan Fang-Klingler - 1-20 Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices
by Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & Georgios P. Kouretas - 1-21 Enhancing Financial Inclusion in ASEAN: Identifying the Best Growth Markets for Fintech
by Mark Kam Loon Loo - 1-21 Bootstrapping the Early Exercise Boundary in the Least-Squares Monte Carlo Method
by Pascal Létourneau & Lars Stentoft - 1-24 Risk Capital and Emerging Technologies: Innovation and Investment Patterns Based on Artificial Intelligence Patent Data Analysis
by Roberto S. Santos & Lingling Qin
November 2019, Volume 12, Issue 4
- 1-3 Nonparametric Econometric Methods and Applications
by Thanasis Stengos - 1-11 Foreign Direct Investment and Economic Growth in the Short Run and Long Run: Empirical Evidence from Developing Countries
by Trang Thi-Huyen Dinh & Duc Hong Vo & Anh The Vo & Thang Cong Nguyen - 1-11 Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases
by Ihsan Badshah & Hardjo Koerniadi & James Kolari - 1-14 Financial Development and Income Inequality in Emerging Markets: A New Approach
by Thang Cong Nguyen & Tan Ngoc Vu & Duc Hong Vo & Dao Thi-Thieu Ha - 1-14 Corporate Social Responsibility and SMEs in Vietnam: A Study in the Textile and Garment Industry
by Loan Thi-Hong Van & Phuong Anh Nguyen - 1-14 Encouraging Entrepreneurship and Economic Growth
by David Ahlstrom & Amber Y. Chang & Jessie S. T. Cheung - 1-15 Global Asset Allocation Strategy Using a Hidden Markov Model
by Eun-chong Kim & Han-wook Jeong & Nak-young Lee - 1-15 The Dali Model in Risk-Management Practice: The Case of Financial Services Firms
by Rebecca Dalli Gonzi & Simon Grima & Murat Kizilkaya & Jonathan Spiteri - 1-16 Double Taxation Treaties as a Catalyst for Trade Developments: A Comparative Study of Vietnam’s Relations with ASEAN and EU Member States
by Anh D. Pham & Ha Pham & Kim Cuong Ly - 1-17 A Survey on Empirical Findings about Spillovers in Cryptocurrency Markets
by Nikolaos A. Kyriazis - 1-19 The Effects of Environmental Regulation on the Singapore Stock Market
by Huy Pham & Van Nguyen & Vikash Ramiah & Priyantha Mudalige & Imad Moosa - 1-27 Blockchain Economical Models, Delegated Proof of Economic Value and Delegated Adaptive Byzantine Fault Tolerance and their implementation in Artificial Intelligence BlockCloud
by Qi Deng - 1-28 An Universal, Simple, Circular Statistics-Based Estimator of α for Symmetric Stable Family
by Ashis SenGupta & Moumita Roy - 1-34 How Long Does It Last to Systematically Make Bad Decisions? An Agent-Based Application for Dividend Policy
by Victor Dragotă & Camelia Delcea
October 2019, Volume 12, Issue 4
- 1-15 Social and Financial Inclusion through Nonbanking Institutions: A Model for Rural Romania
by Xiao-Guang Yue & Yong Cao & Nelson Duarte & Xue-Feng Shao & Otilia Manta - 1-16 Exploring the Determinants of Financial Structure in the Technology Industry: Panel Data Evidence from the New York Stock Exchange Listed Companies
by Georgeta Vintilă & Ştefan Cristian Gherghina & Diana Alexandra Toader - 1-20 ISA 701 and Materiality Disclosure as Methods to Minimize the Audit Expectation Gap
by Tomasz Iwanowicz & Bartłomiej Iwanowicz - 1-21 Generalized Mean-Reverting 4/2 Factor Model
by Yuyang Cheng & Marcos Escobar-Anel & Zhenxian Gong - 1-26 The Influence of Domestic and Foreign Shocks on Portfolio Diversification Gains and the Associated Risks
by Seema Narayan - 1-26 Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange
by Eric Ghysels & Giang Nguyen - 1-26 The Cross Section of Country Equity Returns: A Review of Empirical Literature
by Adam Zaremba - 1-79 An Exploratory Study Based on a Questionnaire Concerning Green and Sustainable Finance, Corporate Social Responsibility, and Performance: Evidence from the Romanian Business Environment
by Cristina Raluca Gh. Popescu & Gheorghe N. Popescu
September 2019, Volume 12, Issue 4
- 1-4 Risk Analysis and Portfolio Modelling
by David Edmund Allen & Elisa Luciano - 1-12 Correcting the Bias in the Practitioner Black-Scholes Method
by Yun Yin & Peter G. Moffatt - 1-13 Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions
by Asia Aman - 1-17 Corporate Financial Distress of Industry Level Listings in Vietnam
by Duc Hong Vo & Binh Ninh Vo Pham & Chi Minh Ho & Michael McAleer - 1-23 Dynamic Responses of Major Equity Markets to the US Fear Index
by Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee
September 2019, Volume 12, Issue 3
- 1-2 Editorial for the Special Issue on Financial Econometrics
by Yiu-Kuen Tse - 1-9 Safer, but Not Safe Enough
by John Vickers - 1-10 Skewness Preference and Asset Pricing: Evidence from the Japanese Stock Market
by Sheng-Ping Yang & Thanh Nguyen - 1-11 An Empirical Test of Capital Structure Theories for the Vietnamese Listed Firms
by Hoang Huy Nguyen & Chi Minh Ho & Duc Hong Vo - 1-13 Fiscal Decentralisation and Economic Growth across Provinces: New Evidence from Vietnam Using a Novel Measurement and Approach
by Phuong Duy Nguyen & Duc Hong Vo & Chi Minh Ho & Anh The Vo - 1-14 The Impact of Urbanization on Income Inequality: A Study in Vietnam
by Nguyen Minh Ha & Nguyen Dang Le & Pham Trung-Kien - 1-16 Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden
by A. M. M. Shahiduzzaman Quoreshi & Trudy-Ann Stone - 1-18 Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models
by Rick Bohte & Luca Rossini - 1-20 The Effects of Regulatory Capital Requirements and Ownership Structure on Bank Lending in Emerging Asian Markets
by Yasmeen Akhtar & Ghulam Mujtaba Kayani & Tahir Yousaf - 1-20 CO 2 Emissions, Energy Consumption, and Economic Growth: New Evidence in the ASEAN Countries
by Anh The Vo & Duc Hong Vo & Quan Thai-Thuong Le - 1-24 Internationalization, Strategic Slack Resources, and Firm Performance: The Case Study of Vietnamese Enterprises
by Phuong V. Nguyen & Hien Thi Ngoc Huynh & Hoa Doan Xuan Trieu & Khoa T. Tran - 1-27 Modeling the Impact of Agricultural Shocks on Oil Price in the US: A New Approach
by Tan Ngoc Vu & Duc Hong Vo & Chi Minh Ho & Loan Thi-Hong Van - 1-41 Disentangling Civilian and Military Spending Shocks: A Bayesian DSGE Approach for the US Economy
by Marco Lorusso & Luca Pieroni
August 2019, Volume 12, Issue 3
- 1-4 Currency Crisis: Are There Signals to Read?
by Faridul Islam - 1-6 Where Will the Future Be Heading Towards? A Book Review for “The Belt and Road Strategy in International Business and Administration”
by Zi-Miao Gao & Xiao-Guang Yue & Xiao-Jing Li - 1-10 The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications
by Christoph Wegener & Tobias Basse - 1-12 Which Cryptocurrencies Are Mostly Traded in Distressed Times?
by Νikolaos A. Kyriazis & Paraskevi Prassa - 1-14 What Coins Lead in the Cryptocurrency Market: Using Copula and Neural Networks Models
by Steve Hyun & Jimin Lee & Jong-Min Kim & Chulhee Jun - 1-16 Competition in the Indian Banking Sector: A Panel Data Approach
by Zhiheng Li & Shuangzhe Liu & Fanda Meng & Milind Sathye - 1-17 FOMC Forecasts: Are They Useful for Understanding Monetary Policy?
by S. Yanki Kalfa & Jaime Marquez - 1-21 Can Higher Capital Discipline Bank Risk: Evidence from a Meta-Analysis
by Quang T. T. Nguyen & Son T. B. Nguyen & Quang V. Nguyen - 1-21 Revenue Diversification, Risk and Bank Performance of Vietnamese Commercial Banks
by Khanh Ngoc Nguyen - 1-23 Control-Enhancing Mechanisms and Earnings Management: Empirical Evidence from Pakistan
by Ruqia Shaikh & Guo Fei & Muhammad Shaique & Muhammad Rizwan Nazir - 1-23 Forecasting Realized Volatility Using a Nonnegative Semiparametric Model
by Anders Eriksson & Daniel P. A. Preve & Jun Yu - 1-25 Role of Bank Regulation on Bank Performance: Evidence from Asia-Pacific Commercial Banks
by Zhenni Yang & Christopher Gan & Zhaohua Li - 1-33 Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components
by Alfonso Novales & Alvaro Chamizo
July 2019, Volume 12, Issue 3
- 1-8 Contagion Effect in Cryptocurrency Market
by Paulo Ferreira & Éder Pereira - 1-9 VIX Futures as a Market Timing Indicator
by Athanasios P. Fassas & Nikolas Hourvouliades - 1-14 Does Fiscal Decentralization Encourage Corruption in Local Governments? Evidence from Indonesia
by Anisah Alfada - 1-14 Regulation of the Crypto-Economy: Managing Risks, Challenges, and Regulatory Uncertainty
by Douglas J. Cumming & Sofia Johan & Anshum Pant - 1-14 A Nontechnical Guide on Optimal Incentives for Islamic Insurance Operators
by Hayat Khan - 1-15 The Good and Bad News about the New Liquidity Rules of Basel III in Islamic Banking of Malaysia
by Shazleena Mohamed Zainudin & Siti Zaleha Abdul Rasid & Rosmini Omar & Rohail Hassan - 1-16 Modeling and Forecasting Realized Portfolio Diversification Benefits
by Vasyl Golosnoy & Benno Hildebrandt & Steffen Köhler - 1-18 Evidence of the Environmental Kuznets Curve: Unleashing the Opportunity of Industry 4.0 in Emerging Economies
by Viktoriia Koilo - 1-18 Some Dynamic and Steady-State Properties of Threshold Auto-Regressions with Applications to Stationarity and Local Explosivity
by Muhammad Farid Ahmed & Stephen Satchell - 1-20 The Role of Governance and Bank Funding in the Determination of Cornerstone Allocations in Chinese Equity Offers
by Paul B. McGuinness - 1-20 Dealing with Low Interest Rates in Life Insurance: An Analysis of Additional Reserves in the German Life Insurance Industry
by Christian Eckert - 1-20 The Role of the Federal Reserve in the U.S. Housing Crisis: A VAR Analysis with Endogenous Structural Breaks
by Mahua Barari & Srikanta Kundu - 1-21 Bank Interest Rate Margin, Portfolio Composition and Institutional Constraints
by Li Xian Liu & Milind Sathye - 1-22 Cross-Border Venture Capital Investments: What Is the Role of Public Policy?
by Wendy A. Bradley & Gilles Duruflé & Thomas F. Hellmann & Karen E. Wilson - 1-22 On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions
by Martin C. Arnold & Christoph Hanck - 1-29 Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities
by Takeaki Kariya & Yoshiro Yamamura & Koji Inui
June 2019, Volume 12, Issue 3
- 1-16 On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study
by Hui Xiao & Yiguo Sun - 1-18 Sectoral Analysis of Factors Influencing Dividend Policy: Case of an Emerging Financial Market
by Geetanjali Pinto & Shailesh Rastogi - 1-18 Analysis of a Global Futures Trend-Following Strategy
by Derek Nokes & Lawrence Fulton - 1-22 CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
by Alex Golodnikov & Viktor Kuzmenko & Stan Uryasev - 1-26 Bank Competition, Foreign Bank Entry, and Risk-Taking Behavior: Cross Country Evidence
by Sichong Chen & Muhammad Imran Nazir & Shujahat Haider Hashmi & Ruqia Shaikh - 1-29 The Outperformance Probability of Mutual Funds
by Gabriel Frahm & Ferdinand Huber
April 2019, Volume 12, Issue 2
- 1-7 What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model
by Michael McAleer - 1-9 What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model
by Michael McAleer - 1-11 The Impact of Algorithmic Trading in a Simulated Asset Market
by Purba Mukerji & Christine Chung & Timothy Walsh & Bo Xiong - 1-12 Sentiment-Induced Bubbles in the Cryptocurrency Market
by Cathy Yi-Hsuan Chen & Christian M. Hafner - 1-13 Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data—Under Conditional Heteroskedasticity Framework
by A. M. M. Shahiduzzaman Quoreshi & Reaz Uddin & Naushad Mamode Khan - 1-15 China and Special Drawing Rights—Towards a Better International Monetary System
by Matthew Harrison & Geng Xiao - 1-16 Smoothed Maximum Score Estimation of Discrete Duration Models
by Sadat Reza & Paul Rilstone - 1-17 Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress?
by Sumaira Ashraf & Elisabete G. S. Félix & Zélia Serrasqueiro - 1-17 The Effects of the Financing Facilitation Act after the Global Financial Crisis: Has the Easing of Repayment Conditions Revived Underperforming Firms?
by Nobuyoshi Yamori - 1-17 A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets
by Nikolaos A. Kyriazis - 1-17 Equalizing Seasonal Time Series Using Artificial Neural Networks in Predicting the Euro–Yuan Exchange Rate
by Marek Vochozka & Jakub Horák & Petr Šuleř - 1-18 Does Managerial Power Increase Selective Hedging? Evidence from the Oil and Gas Industry
by Håkan Jankensgård - 1-19 Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500
by Johannes Stübinger & Lucas Schneider - 1-19 Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas
by Toan Luu Duc Huynh - 1-19 Determinants of Vietnamese Listed Firm Performance: Competition, Wage, CEO, Firm Size, Age, and International Trade
by Thi-Hanh Vu & Van-Duy Nguyen & Manh-Tung Ho & Quan-Hoang Vuong - 1-20 Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices
by Stephanos Papadamou & Nikolaos A. Kyriazis & Panayiotis G. Tzeremes - 1-20 Simulation of the Grondona System of Conditional Currency Convertibility Based on Primary Commodities, Considered as a Means to Resist Currency Crises
by Patrick Collins & Jameel Ahmed & Ahamed Kameel Meera - 1-21 Value-at-Risk and Models of Dependence in the U.S. Federal Crop Insurance Program
by A. Ford Ramsey & Barry K. Goodwin - 1-21 Arbitrage Free Approximations to Candidate Volatility Surface Quotations
by Dilip B. Madan & Wim Schoutens - 1-25 Positive Liquidity Spillovers from Sovereign Bond-Backed Securities
by Peter G. Dunne - 1-26 Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan
by Muhammad Haris & HongXing Yao & Gulzara Tariq & Ali Malik & Hafiz Mustansar Javaid - 1-26 Efficient Numerical Pricing of American Call Options Using Symmetry Arguments
by Lars Stentoft - 1-27 Defined Contribution Pension Plans: Who Has Seen the Risk?
by Peter A. Forsyth & Kenneth R. Vetzal - 1-31 Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time
by Vladimir Petrov & Anton Golub & Richard Olsen - 1-32 Managerial Self-Attribution Bias and Banks’ Future Performance: Evidence from Emerging Economies
by Javid Iqbal - 1-34 Nonparametric Approach to Evaluation of Economic and Social Development in the EU28 Member States by DEA Efficiency
by Lukáš Melecký & Michaela Staníčková & Jana Hančlová
June 2019, Volume 12, Issue 2
- 1-13 Optimal Cash Holding Ratio for Non-Financial Firms in Vietnam Stock Exchange Market
by Cuong Nguyen Thanh - 1-15 Default Risk and Cross Section of Returns
by Nusret Cakici & Sris Chatterjee & Ren-Raw Chen - 1-15 Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective
by Shailesh Rastogi & Chaitaly Athaley - 1-15 Financial Structure, Misery Index, and Economic Growth: Time Series Empirics from Pakistan
by Nianyong Wang & Muhammad Haroon Shah & Kishwar Ali & Shah Abbas & Sami Ullah - 1-15 When the Poor Buy the Rich: New Evidence on Wealth Effects of Cross-Border Acquisitions
by Hong-Hai Ho & Thi-Hanh Vu & Ngoc-Tien Dao & Manh-Tung Ho & Quan-Hoang Vuong - 1-15 Next-Day Bitcoin Price Forecast
by Ziaul Haque Munim & Mohammad Hassan Shakil & Ilan Alon - 1-18 Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model
by A. M. M. Shahiduzzaman Quoreshi & Reaz Uddin & Viroj Jienwatcharamongkhol - 1-18 Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature
by Ashok Chanabasangouda Patil & Shailesh Rastogi - 1-22 Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis
by Qianwei Ying & Tahir Yousaf & Qurat ul Ain & Yasmeen Akhtar & Muhammad Shahid Rasheed - 1-25 Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model
by Yijin He & Shigeyuki Hamori - 1-26 Exchange Rate Misalignment and Capital Flight from Botswana: A Cointegration Approach with Risk Thresholds
by Mpho Bosupeng & Janet Dzator & Andrew Nadolny - 1-52 AdTurtle: An Advanced Turtle Trading System
by Dimitrios Vezeris & Ioannis Karkanis & Themistoklis Kyrgos
May 2019, Volume 12, Issue 2
- 1-10 Is Bitcoin a Relevant Predictor of Standard & Poor’s 500?
by Camilla Muglia & Luca Santabarbara & Stefano Grassi - 1-13 Should Vietnamese Banks Need More Equity? Evidence on Risk-Return Trade-Off in Dynamic Models of Banking
by Van Dan Dang - 1-14 Dynamic Expectation Theory: Insights for Market Participants
by Bodo Herzog - 1-14 Money as an Institution: Rule versus Evolved Practice? Analysis of Multiple Currencies in Argentina
by Georgina M. Gómez - 1-14 Optimism in Financial Markets: Stock Market Returns and Investor Sentiments
by Chiara Limongi Concetto & Francesco Ravazzolo - 1-15 Multi-Period Investment Strategies under Cumulative Prospect Theory
by Liurui Deng & Traian A. Pirvu - 1-16 Adaptive Market Hypothesis: Evidence from the Vietnamese Stock Market
by Dzung Phan Tran Trung & Hung Pham Quang - 1-16 Investigating the Economic and Financial Damage around Currency Peg Failures
by Colin Ellis & Emilia Gyoerk - 1-17 Carry Cost Rate Regimes and Futures Hedge Ratio Variation
by Dean Leistikow & Ren-Raw Chen - 1-17 Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds
by Michael A. Goldstein & Edith S. Hotchkiss & David J. Pedersen - 1-17 A Cointegration of the Exchange Rate and Macroeconomic Fundamentals: The Case of the Indonesian Rupiah vis-á-vis Currencies of Primary Trade Partners
by Agus Salim & Kai Shi - 1-19 Do Diamond Stocks Shine Brighter than Diamonds?
by Vera Jotanovic & Rita Laura D’Ecclesia - 1-21 Threshold Stochastic Conditional Duration Model for Financial Transaction Data
by Zhongxian Men & Adam W. Kolkiewicz & Tony S. Wirjanto - 1-26 The Effect of Diversification under Different Ownership Structures and Economic Conditions: Evidence from the Great Recession
by Ivonne A. Liebenberg & Zhilu Lin - 1-28 Credit Scoring in SME Asset-Backed Securities: An Italian Case Study
by Andrea Bedin & Monica Billio & Michele Costola & Loriana Pelizzon - 1-29 Book-To-Market Decomposition, Net Share Issuance, and the Cross Section of Global Stock Returns
by Douglas W. Blackburn & Nusret Cakici - 1-30 Examination and Modification of Multi-Factor Model in Explaining Stock Excess Return with Hybrid Approach in Empirical Study of Chinese Stock Market
by Jian Huang & Huazhang Liu
March 2019, Volume 12, Issue 2
- 1-13 Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns
by Arnab Bhattacharjee & Sudipto Roy
March 2019, Volume 12, Issue 1
- 1-12 What Factors Affect Income Inequality and Economic Growth in Middle-Income Countries?
by Duc Hong Vo & Thang Cong Nguyen & Ngoc Phu Tran & Anh The Vo - 1-14 Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach
by D. O. Olayungbo - 1-14 Monetary Policy, Cash Flow and Corporate Investment: Empirical Evidence from Vietnam
by Linh My Tran & Chi Hong Mai & Phuoc Huu Le & Chi Linh Vu Bui & Linh Viet Phuong Nguyen & Toan Luu Duc Huynh - 1-14 Herding in Smart-Beta Investment Products
by Eduard Krkoska & Klaus Reiner Schenk-Hoppé - 1-16 The Role of Entrepreneurial Strategy, Network Ties, Human and Financial Capital in New Venture Performance
by Najib Ullah Khan & Shuangjie Li & Muhammad Nabeel Safdar & Zia Ullah Khan - 1-16 Insomnia: An Important Antecedent Impacting Entrepreneurs’ Health
by Ludvig Levasseur & Jintong Tang & Masoud Karami - 1-17 The Impact of Corporate Diversification and Financial Structure on Firm Performance: Evidence from South Asian Countries
by Rashid Mehmood & Ahmed Imran Hunjra & Muhammad Irfan Chani - 1-19 Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM
by Nathaniel Gbenro & Richard Kouamé Moussa - 1-21 News Co-Occurrences, Stock Return Correlations, and Portfolio Construction Implications
by Yi Tang & Yilu Zhou & Marshall Hong - 1-27 Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas
by Sel Ly & Kim-Hung Pho & Sal Ly & Wing-Keung Wong - 1-29 The Global Legal Entity Identifier System: How Can It Deliver?
by Ka Kei Chan & Alistair Milne - 1-34 Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review
by Ruili Sun & Tiefeng Ma & Shuangzhe Liu & Milind Sathye
January 2019, Volume 12, Issue 1
- 1-5 Acknowledgement to Reviewers of Journal of Risk and Financial Management in 2018
by JRFM Editorial Office - 1-6 Cash Use of the Taiwan Dollar: Is It Efficient? †
by Philip Hans Franses & Max Welz - 1-9 A Divisia User Cost Interpretation of the Yield Spread Recession Prediction
by Ryan S. Mattson - 1-12 Expectations for Statistical Arbitrage in Energy Futures Markets
by Tadahiro Nakajima - 1-13 Using Unconventional Wisdom to Re-Assess and Rebuild the BRICS
by Bertrand Guillotin - 1-13 Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks
by Zhaojie Luo & Xiaojing Cai & Katsuyuki Tanaka & Tetsuya Takiguchi & Takuji Kinkyo & Shigeyuki Hamori