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June 2024, Volume 11, Issue 02
- 1-9 Does foreign direct investment cause economic growth in India? An econometric analysis
by Ranjeet Kumar - 1-10 Impact of goods and services tax (GST) on Indian economy
by Ramita Bansal & Preeti Shrivastava & Amar Kumar - 1-15 Evaluating performance of SMEs using structure equation modeling
by Sunil Kumar Das Bendi - 1-19 Optimal investment–consumption–insurance strategy with inflation risk and stochastic income in an Itô–Lévy setting
by Gaoganwe S. Moagi & Obonye Doctor - 1-19 Are VaR models effective in capturing downside risk in alternative investment funds? Insights from a cross-country study
by Amrit Panda & Soumya Guha Deb - 1-24 Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?
by Yuqin Zhou & Shan Wu & Zhenhua Liu - 1-25 Sustainability reporting and bank performance in a developing country
by Md. Abdul Halim & Reshma Pervin Lima & Md. Nazmul Islam - 1-30 A fundamental approach to corporate bond options
by Saied Simozar - 1-34 Impact of social networking sites (SNSs) on stock market: Review, synthesis and direction for future research
by Md. Ziaul Haque & Md. Shamim Hossain & Suraiea Akter Lucky
March 2024, Volume 11, Issue 01
- 1-15 Lie symmetry, exact solutions and conservation laws of bi-fractional Black–Scholes equation derived by the fractional G-Brownian motion
by Jicheng Yu & Yuqiang Feng & Xianjia Wang - 1-18 Exploring factors influencing investment satisfaction: A study of women investors in Chennai city
by K. Sushmitha & A. Jayabal - 1-20 Asymmetric link between energy market and crypto market
by Anshul Agrawal - 1-21 The interdependence and risk transmission between southward, northward capital and China’s stock, foreign exchange market
by Guangxi Cao & Wenhao Xie - 1-22 Hedging rainfall risk: An illustrative analysis of rainfall index-based futures contracts
by N. Dileep & G. Kotreshwar - 1-24 Analytical and numerical solutions for a special nonlinear equation
by Hossein Sahebi Fard & Elham Dastranj & Reza Hejazi & Amin Jajarmi - 1-25 Accounting quality and countries institutional characteristics: Evidence from multinational firms
by Nizar Berrim & Imen Ghadhab & Hamza Nizar - 1-28 Explicit caplet implied volatilities for quadratic term-structure models
by Matthew Lorig & Natchanon Suaysom - 1-39 Carbon trading price forecasting based on parameter optimization VMD and deep network CNN–LSTM model
by Meijun Ling & Guangxi Cao - 1-48 A dimension reduction approach for loss valuation in credit risk modeling
by Jian He & Asma Khedher & Peter Spreij
September 2023, Volume 10, Issue 03
- 1-14 Fama and French three and six-factor models: Evidence from Indian stock exchange
by H. R. Tejesh & V. Jeelan Basha - 1-16 Deep learning-based option pricing for Barndorff–Nielsen and Shephard model
by Takuji Arai - 1-19 High-frequency stock return prediction using state-of-the-art deep learning models
by Sichong Chen - 1-22 Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19
by Amritkant Mishra & Ajit Kumar Dash & Shri Narayan Pandey & Amba Agarwal - 1-22 Quadratic effect of bank size on capital regulation and risk-taking behavior: Evidence from the Central Europe
by Syed Moudud-Ul-Huq & Musfikur Rahman - 1-24 Analytical formulas for option prices under time-changed CARMA process
by Zhigang Tong - 1-26 Managing the risk of embedded options in non-traded credit using portfolio modeling
by Bernd Engelmann - 1-28 Optimal consumption, investment and life insurance selection under robust utilities
by M. Ferreira & D. Pinheiro & S. Pinheiro - 1-32 Optimal execution with liquidity risk in a diffusive order book market
by Hyoeun Lee & Kiseop Lee - 1-38 Nexus between energy consumption, climate risk development finance and GHG emissions
by Raheel Gohar & Bisharat Hussain Chang & Emmanuel Uche & Mohammed Ahmar Uddin & Akash Kalra - 1-39 Investment certificates pricing using a Quasi-Monte Carlo framework: Case-studies based on the Italian market
by Anna Bottasso & Michelangelo Fusaro & Pier Giuseppe Giribone & Alessio Tissone
June 2023, Volume 10, Issue 02
- 1-7 Speculators’ dominance in the Index futures market during COVID-19
by Udayan Karnatak - 1-12 A meshless multiquadric quasi-interpolation method for time fractional Black–Scholes model
by Gaoyongqi Pan & Shengliang Zhang - 1-13 Market efficiency of energy ETFs: Evidence from USO and UGA
by Massoud Metghalchi & Peggy Cloninger & Farhang Niroomand - 1-19 Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model
by Yousaf Ali Khan & Muneeb Ahmad & Muhammad Munir Ahmad - 1-24 The impact of Sino–US trade war on the co-movement between China’s stock market and global stock markets
by Yuping Song & Yankun Sun & Yue Ma - 1-25 AI business models and its impact on business strategic framework
by Shrutika Mishra & Priyanshu Mishra - 1-25 On Wasserstein distances, barycenters, and the cross-section methodology for proxy credit curves
by Matteo Michielon & Asma Khedher & Peter Spreij - 1-26 MuSu: A medium-term investment strategy by integrating Multifactor model with industrial Supply chain
by Yunchuan Sun & Lu Liu & Jingyu Fang & Xiaoping Zeng & Zijun Wan - 1-28 State-space of the Vasicek model for long-term bonds with Kalman filter
by Romeo Mawonike & Dennis Ikpe & Samuel Asante Gyamerah - 1-29 Does IFRS adoption enhance foreign ownership? Empirical evidence from French listed companies
by Hela Garrouch - 1-32 A bibliometric analysis on financial engineering studies
by Jyoti Ranjan Jena & Rashmi Ranjan Panigrahi & Avinash K. Shrivastava - 1-54 The impact of contagion effects of media reports, investors’ sentiment and attention on the stock market based on HAR-RV model
by Bolin Lei & Yuping Song
March 2023, Volume 10, Issue 01
- 1-9 A simple concept with minimum steps for solving the transportation problem to obtain the lowest shipping cost
by V. Sangeetha & K. Thirusangu & P. Elumalai - 1-11 An analytical analysis of Alphabet and Google platform business models
by Shrutika Mishra & Priyanshu Mishra - 1-11 Analyzing effectiveness of service quality in Tirupattur post office toward postal life insurance (PLI) and rural postal life insurance (RPLI)
by Dakshayini Rasadurai & M. Raguraman - 1-13 Does the Indian economy progress toward a cashless economy?
by M Nasira Banu & Ibrahim Cholakkal - 1-14 Intelligent stock prediction: A neural network approach
by Mohamad Hassan Shahrour & Mostafa Dekmak - 1-14 Improvized implied volatility function and nonparametric approach to unbiased estimation
by Muhammad Atif Sattar & Hailiang Zhang & Samra Kanwal & Bayar Gardi - 1-17 The impact of financial risk attitude on objective-oriented investment behavior
by Aamir Shehzad & Shahzadah Fahed Qureshi & Muhammad Zubair Saeed & Shahid Ali - 1-19 Robust nonparametric estimation for the volatility of financial market
by Chunyu Kao & Yuping Song - 1-28 Are capital markets turning efficient? Need for financial market efficiency index
by Ruchi Arora & Rishi Mehra - 1-29 Allocating the tracking error for the multi-asset-class fund by reconciling bottom-up model with top-down model
by Korkiat Sermsakskul & Sira Suchintabandid
December 2022, Volume 09, Issue 04
- 1-15 Application from South Korea on the decomposition of the strategic procedure of IPO proceeds
by Yousaf Ali Khan & Muneeb Ahmad - 1-16 Identification of best discrimination surface by mixed-integer semi-definite programming for support vector machine
by Katsuhiro Tanaka & Rei Yamamoto - 1-16 The relationship between bitcoin and energy commodities: AutoRegressive distributed lag approach
by Fathi Jouini & Ahlem Selma Messai & Abdelkader Mohamed Sghaier Derbali - 1-17 Lie symmetry analysis and exact solutions of time fractional Black–Scholes equation
by Jicheng Yu & Yuqiang Feng & Xianjia Wang - 1-20 Mean–variance combining rules that outperform naïve diversification
by Bacem Benjlijel - 1-21 Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?
by Kok-Leong Yap & Wee-Yeap Lau & Izlin Ismail - 1-25 The risk interdependence of cryptocurrencies: Before and during the COVID-19 pandemic
by Xinru Zeng & Zhiyong Li & Weiwei Yang & Zhengyang Huang - 1-28 Problems and prospects of top equity fund in Indian corporate sector: A performance study of top equity funds
by Rupsa Mahapatra & Kishore Kumar Das - 1-29 A state space modeling for proactive management in equity investment
by Akihiko Takahashi & Soichiro Takahashi - 1-29 Comparative analysis on the three popular causality modeling methodologies
by Xueyang Shi & Bing Cheng - 1-30 Optimistic and pessimistic economic sentiments and US Dollar exchange rate
by Sonia Kumari & Suresh Kumar Oad Rajput & Rana Yassir Hussain & Jahanzeb Marwat & Haroon Hussain - 1-30 On a consistent state-space bond markets model for pricing long-maturity bonds
by Dennis Ikpe & Yethu Sithole & Samuel Asante Gyamerah - 1-32 Order types and natural price change: Model and empirical study of the Chinese market
by Siyu Liu & Chaoyi Zhao & Lan Wu - 1-32 Commodity futures price forecast based on multi-scale combination model
by Yijia Liu & Yukun Gao & Yufeng Shi & Yuxue Zhang & Li Li & Qimeng Han - 1-33 Exchange rate policies and reforms adopted by India until 2010: A literature analysis
by Hariharan Narayanan
September 2022, Volume 09, Issue 03
- 1-11 Reactive search-MST optimized clustering-based feature selection
by A. Kaleemullah & A. Suresh - 1-14 Impact of advertising expenditure on firm performance: Evidence from listed companies of Pakistan
by Hammad Hassan Mirza & Haroon Hussain & Warda Gull - 1-17 A new attention-based LSTM model for closing stock price prediction
by Yuyang Lin & Qi Huang & Qiyin Zhong & Muyang Li & Yan Li & Fei Ma - 1-17 Investigation on transition of RMB forward exchange rate pricing mechanism based on error correction model with structural mutation
by Hua Wang & Junjun Zhu - 1-18 Impact of AI on employment in manufacturing industry
by Shuai Shao & Zhanzhong Shi & Yirong Shi - 1-20 Optimal exercise frontier of Bermudan options by simulation methods
by Dejun Xie & David A. Edwards & Xiaoxia Wu - 1-20 Modern financial constituency instruments as market economic performance determinants
by Yousaf Ali Khan & Muneeb Ahmad - 1-24 Impact analysis of macro-economic factors on non-life insurance sector in India
by Abhijit Chakraborty & Ashim Kr. Das - 1-24 Evaluating farmers’ credit risk: A decision combination approach based on credit feature
by Nana Chai & Baofeng Shi - 1-26 How does the IFRS adoption affect systematic versus idiosyncratic risks of French listed companies?
by Habiba Mrissa Bouden & Moufida Ben Saada - 1-27 Symbolic regression-based adaptive generation of implied volatility
by Joseph Yen & Yuan Yuan Qi & Seng Fat Wong & Jiantao Zhou - 1-29 Analysis of platform business and secure business intelligence
by Shrutika Mishra & Priyanshu Mishra - 1-32 Machine learning in finance: Major applications, issues, metrics, and future trends
by Nawaf Almaskati
June 2022, Volume 09, Issue 02
- 1-1 Erratum: Upper and lower variances under model uncertainty and their applications in finance
by Shan Li & Xinpeng Li & George Xianzhi Yuan - 1-9 Exchange option valuation using Liu process
by Seema Uday Purohit & Prasad Narahar Lalit - 1-14 A study on the capital structure determinants of FMCG companies in India
by B. G. Poornima & Pushpender Kumar - 1-16 When do mature firms skip dividends?
by Haroon Hussain & Rohani Md-Rus & Hamdan Amer Al-Jaifi & Rana Yassir Hussain - 1-16 Pricing options on a mean-reverting asset by the analytical operator splitting method
by C. F. Lo & Y. W. He - 1-17 Market efficiency and random number generators in Solvency II
by Francesco Strati - 1-17 Determinants of financial literacy in rural India: A study of Aligarh district
by N. P. Abdul Azeez & S. M. Jawed Akhtar - 1-19 Understanding the effects of banking profitability in Pakistan
by Tanzeela Yaqoob & Zara Omer & Samreen Fatima - 1-20 Multivariate bilateral gamma, copulas, CoSkews and CoKurtosis
by Dilip B. Madan & King Wang - 1-23 The influence of capital structure on firm profitability in USA and Bangladesh engineering industry
by Abdelkader Derbali - 1-27 Design of risk sharing for risk-linked annuities
by Pauline Ngugnie Diffouo & Pierre Devolder - 1-27 Analyzing the impact of board vigilance on financial distress through the intervention of leverage structure and interaction of asset tangibility in the non-financial sector of Pakistan
by Wen Xuezhou & Rana Yassir Hussain & Haroon Hussain & Muhammad Saad & Sikander Ali Qalati - 1-27 The impact of the ECB’s monetary policy on corporate borrowing costs
by Houssam Bouzgarrou & Siwar Ben Afia & Abdelkader Derbali - 1-37 Comparative study between conventional and Islamic banks’ liquidity after the Subprime Crisis
by Achraf Haddad & Anis El Ammari & Abdelfattah Bouri
March 2022, Volume 09, Issue 01
- 1-10 Weighted average price management of sales under the given minimum volume of assets obligatory for realization
by Kirill V. Svetlov & Sergey A. Vavilov - 1-11 European option pricing using Gumbel distribution
by Seema Uday Purohit & Prasad Narahar Lalit - 1-14 Corporate governance in relationship with bank risk management
by Ika Permatasari - 1-16 A bank-account-information-based credit scoring method with Bayesian hierarchical modeling
by Suguru Yamanaka & Rei Yamamoto - 1-17 Dynamic efficiency of China’s commodity futures market through the lens of high frequency data
by He Chengying & Huang Ke & Wen Zhang & Huang Qingcheng - 1-19 Spiritual leadership on organizational commitment and organizational commitment on organizational performance
by Gede Riana - 1-19 Upper and lower variances under model uncertainty and their applications in finance
by Shan Li & Xinpeng Li & George Xianzhi Yuan - 1-22 Impact of board of directors on financial performance and the existence of risk management as an intervening variable
by Mediaty Mediaty - 1-23 On the design of sovereign bond-backed securities
by Emilio Barucci & Damiano Brigo & Marco Francischello & Daniele Marazzina - 1-23 Adaptive complementary ensemble EMD and energy-frequency spectra of cryptocurrency prices
by Tim Leung & Theodore Zhao - 1-27 Optimal timing of investments modeled as perpetual American options in a Levy market
by Ini Adinya & G. O. S. Ekhaguere - 1-28 Dynamic links between renewable energy, commodities, and financial stock markets: Implications for portfolio diversification
by Mourad Mroua & Hejer Bouattour & Nader Naifar - 1-28 The mechanics of dynamic behaviors for SMEs’ growth by using fractional-order dynamic system approach
by Ruibin Ren & George X. Yuan - 1-29 Estimating actual probability of default from structural models
by Lin Zou & Weiping Li
December 2021, Volume 08, Issue 04
- 1-9 Do environmental taxes impede economic growth? A comparison between China and India
by Muhammad Ishfaq Ahmad & Ramiz Ur Rehman & Muhammad Akram Naseem & Rizwan Ali - 1-11 Trading volume and serial correlation in crude oil futures returns
by Hua Wang & Weige Huang - 1-13 Properties of Indian stock market: Evidence using strap option strategy
by P. Bangur & M. Kumar Singh & P. Kumar Singh & R. Bangur - 1-16 Trading on online social mood: A machine learning strategy based on Twitter sentiment
by Chengying He & Mason Lin & Ning Wang - 1-18 Review of top five financial markets during the pandemic times
by Tahir Mumtaz Awan & Jamal Maqsood - 1-18 Optimal trading: The importance of being adaptive
by Claudio Bellani & Damiano Brigo & Alex Done & Eyal Neuman - 1-21 The study of mixed assets allocation based on Black–Litterman model
by Jianwu Lin & Mengwei Tang & Jiachang Wang & Ping He - 1-27 Liquidity-free implied volatilities: An approach using conic finance
by Matteo Michielon & Asma Khedher & Peter Spreij - 1-29 Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
by Humayra Shoshi & Indranil SenGupta - 1-29 Does SME financing perform well from both demand and supply sides? The case of a developing country
by Md. Rostam Ali & Rustom Ali Ahmed & Rushafa Tasnim Tisha & Md. Ashikul Islam - 1-35 Deep learning neural network for the prediction of Asian Tiger stock markets
by Kok-Leong Yap & Wee-Yeap Lau & Izlin Ismail
September 2021, Volume 08, Issue 03
- 1-10 Occupation times of Lévy processes
by Lan Wu & Xiao Zhang - 1-14 A federated interpretable scorecard and its application in credit scoring
by Fanglan Zheng & Erihe & Kun Li & Jiang Tian & Xiaojia Xiang - 1-15 Predicting economists: Generating scenarios for stress testing future loss reserves
by Joseph L Breeden & Maxim Vaskouski - 1-16 Volatility morphology of asset value and credit spread puzzle
by Xiao Hu & Xinming Tian & Kuitai Wang - 1-17 Does local legal environment matter in the online credit market?
by Bo Wang - 1-17 Cost of capital and asset characteristic value
by Bill Y. Shen - 1-19 Basel regulatory capital formula revised
by Yimin Yang & Min Wu - 1-24 The extraction of early warning features for predicting financial distress based on XGBoost model and shap framework
by He Yang & Emma Li & Yi Fang Cai & Jiapei Li & George X. Yuan - 1-35 Dynamic financial distress prediction based on class-imbalanced data batches
by Jie Sun & Xin Liu & Wenguo Ai & Qianyuan Tian - 1-40 Informal institution and corporate innovation: From the perspective of social trust
by Ling Zhao & Huang Hao
June 2021, Volume 08, Issue 02
- 1-10 An analysis of COVID-19 impacts on S&P 500 and FinTech index
by Calvin Chan & Han Wang & Ying Kong & Jian Wu Lin - 1-14 Fintech firms and banks sustainability: Why cybersecurity risk matters?
by Khakan Najaf & Md Imtiaz Mostafiz & Rabia Najaf - 1-16 Double barrier American put option pricing under uncertain volatility model
by El Kharrazi Zaineb & Saoud Sahar & Mahani Zouhir - 1-17 Predicting the trend of stock index based on feature engineering and CatBoost model
by Renzhe Xu & Yudong Chen & Tenglong Xiao & Jingli Wang & Xiong Wang - 1-21 Stock price prediction based on stock price synchronicity and deep learning
by Nan Jing & Qi Liu & Hefei Wang - 1-23 Is the capital floating from Hong Kong to Mainland China smart?
by Chengying He & Xiaoxu Geng & Binchu Pan - 1-24 Clustering financial time series to generate a new method of factor neutralization: An empirical study
by Yudong Chen & Renzhe Xu & Jiawei Wang & Hao Yang & Xiong Wang - 1-24 Fast generation of implied volatility surface: Optimize the traditional numerical analysis and machine learning
by Jerome Yen & Bangren Chen & KangZhang Wu & Joseph Yen - 1-26 Ripple effects of borrower’s default decisions on P2P markets
by Yong Lu & Qiang Gao & Liya Hou & Yanni Hu & Jian Huang - 1-28 Binomial tree method for option pricing: Discrete Carr and Madan formula approach
by Yoshifumi Muroi & Ryota Saeki & Shintaro Suda - 1-29 Day-of-the-week effect: A sectoral analysis of Pakistan stock exchange
by Farah Naz & Kanwal Zahra & Muhammad Ahmad & Salman Riaz - 1-31 The success of AdaBoost and its application in portfolio management
by Yijian Chuan & Chaoyi Zhao & Zhenrui He & Lan Wu - 1-36 Data-driven option pricing using single and multi-asset supervised learning
by Anindya Goswami & Sharan Rajani & Atharva Tanksale
March 2021, Volume 08, Issue 01
- 1-12 Gender diversity in the board and firms performance
by Muhammad Ishfaq Ahmad & Muhammad Akram Naseem & Ramiz ur Rehman & Rizwan Ali & Suhaib Mazoor - 1-15 Multivariate Hawkes process model of market participants behavior in the high frequency world
by Sugato Chakravarty & Kiseop Lee & Yang Xi - 1-16 Does financing behavior of SME entrepreneurs of Bangladesh follow capital structure theory? An investigation into Pecking Order Theory
by Md. Rostam Ali & Rustom Ali Ahmed & Rushafa Tasnim Tisha & Md. Ashikul Islam - 1-16 Financial performance analysis of MSME sector: An empirical study
by Kishore Kumar Das & Rupsa Mahapatra - 1-18 Influence factors of customer-based brand equity: A study on China mobile phone industry
by Wenqiu Guo & Liying Zhou - 1-19 A theoretical foundation for games of complete/incomplete contracts
by Chenghu Ma & Wing-Keung Wong - 1-22 Empirical performance of stochastic volatility option pricing models
by Przemyslaw S. Stilger & Ngoc Quynh Anh Nguyen & Tri Minh Nguyen - 1-22 Calibration of the Heston stochastic local volatility model: A finite volume scheme
by Bernd Engelmann & Frank Koster & Daniel Oeltz - 1-22 Impact of COVID-19 pandemic on equity-oriented mutual funds: A preliminary analysis of Indian mutual funds industry
by Velmurugan Palaniappan Shanmugam & K. A. Ashique Ali - 1-24 Forward start options under Heston affine jump-diffusions and stochastic interest rate
by Rehez Ahlip & Laurence A. F. Park & Ante Prodan & Stephen Weissenhofer - 1-25 A comparative performance evaluation of banking industry in Bangladesh: CAMEL rating approach
by Md. Rostam Ali & Md. Rakibuzzaman Ratul & Rushafa Tasnim Tisha & Md. Ashikul Islam - 1-28 Factors affecting the adoption of International Accounting Standards (IAS): Empirical evidence from Bangladesh
by Syed Moudud-Ul-Huq & Tanmay Biswas & Brishti Chakraborty - 1-35 Defaultable sovereign debts with macroeconomic conditions and periodic news
by Weiping Li
December 2020, Volume 07, Issue 04
- 1-13 A simple closed-form approximation for constant elasticity of variance spread options
by C. F. Lo & X. F. Zheng - 1-16 Does business cycle heterogeneously impact on banks’ capital buffers, risk and financial stability in BRIC economies?
by Syed Moudud-Ul-Huq & Md. Nazmul Islam & Abdul Gaffar Khan & Md. Rostam Ali & Tanmay Biswas & Brishti Chakrabarty - 1-17 Financial inclusion and bank stability controversy: Evidence from South Asian region
by Muhammad Amir Alvi & Amir Rafique & Khurram Shehzad - 1-17 Dynamic conditional betas and equity returns
by Salvatore Joseph Terregrossa & Veysel Eraslan - 1-17 On the consistency of jump-diffusion dynamics for FX rates under inversion
by Federico Graceffa & Damiano Brigo & Andrea Pallavicini - 1-20 Modeling and pricing with a random walk in random environment
by Isabel Castro & Carlos G. Pacheco - 1-20 Investor sentiment and the risk-return tradeoff
by Mohamed Marouen Amiri & Kamel Naoui & Abdelkader Derbali & Mounir Ben Sassi - 1-21 Formal financial penetration and households’ welfare in Pakistan
by Mariam Naz & Syed Faizan Iftikhar & Ambreen Fatima - 1-24 Weather derivatives for managing weather and climate risk in agriculture
by Samuel Asante Gyamerah & Philip Ngare & Dennis Ikpe - 1-26 Predicting financial distress of Zimbabwean banks
by Isabel Linda Moyo & Victor Gumbo & Eriyoti Chikodza & Brian Jones - 1-36 Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model
by Subhojit Biswas & Diganta Mukherjee & Indranil SenGupta - 1-42 Capturing implied correlation skew from options prices via multiscale stochastic volatility models
by T. Pellegrino - 1-46 A Hilbert transform approach for controlled jump-diffusions with financial applications
by Yingming Ge & Lingfei Li
September 2020, Volume 07, Issue 03
- 1-10 Inter-linkages and performance of Asian stock markets amidst COVID 2019
by Rajani B. Bhat & V. N. Suresh - 1-13 A data mining approach to predict companies’ financial distress
by Rasoul Tahmasebi & Ali Asghar Anvary Rostamy & Abbas Khorshidi & Seyyed Jalal Sadeghi Sharif - 1-15 Impact of cashless policy on bank’s profitability: Evidence from a developing economy
by Syed Moudud-Ul-Huq & Sk Alamgir Hossain - 1-18 Impact of bank’s ownership structure on risk and efficiency: Evidence from Bangladesh
by Syed Moudud-Ul-Huq & Rubaida Akter & Tanmay Biswas & Reshma Pervin Lima - 1-18 Impact of COVID-19 on the perception of Indian investors towards investment in equity fund
by Kishore Kumar Das & Rupsa Mahapatra - 1-19 Developing an optimized artificial intelligence model for S&P 500 option pricing: A hybrid GARCH model
by Ehsan Hajizadeh - 1-20 On the efficacy of optimized exit rule for mean reversion trading
by Donovan Lee & Tim Leung - 1-22 A privacy protection solution based on NLPCA for blockchain supply chain financial system
by Hongyu Wu & Nianle Su & Chunguang Ma & Pengda Liao & Dawei Li - 1-23 A multiple parallel mediation between transformational leadership and project-based performance — A process model
by Inzamam Ul Haq & Adil Tahir Paracha & Wajid Shakeel - 1-26 On the co-movement of crude, gold prices and stock index in the Indian market
by Abhibasu Sen & Karabi Dutta Choudhury - 1-27 Pricing kernel factorization and recovery theorem
by Pauline M. Ngugnie Diffouo & Yves Y. Yameni Noupoue - 1-31 IoT Platform Business Model for Innovative Management Systems
by Shrutika Mishra & A. R. Tripathi
June 2020, Volume 07, Issue 02
- 1-12 Platform business model on state-of-the-art business learning use case
by Shrutika Mishra & A. R. Tripathi - 1-12 An acceleration scheme for deep learning-based BSDE solver using weak expansions
by Riu Naito & Toshihiro Yamada - 1-15 An elementary proof of Peng’s central limit theorem under sub-linear expectations
by Zengjing Chen & Ziwu Zhang - 1-15 A study on performance evaluation of equity mutual funds schemes in India
by Ruchi Arora & T. V. Raman - 1-20 Comparing nexus of ranking among mutual fund categories and families of performance measures at investment policy level
by Wajid Shakeel Ahmed & Jibran Sheikh & Adil Tahir Paracha - 1-24 The modified binomial options pricing model and the revised replicating portfolio approach with the concept of sustainability options
by Tyrone T. Lin & Hui-Tzu Yen & Shu-Yen Hsu - 1-28 Covered interest parity in cross-currency swap bases and demand for US treasuries
by Cho-Hoi Hui & Chi-Fai Lo & Chin-To Fung - 1-30 Friday the 13th effect on Indian stock market
by Tarika Singh Sikarwar & Karuna Shrivastava & Pratibha Jadon - 1-43 Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes
by Sukriye Tuysuz - 1-45 Some actuarial mathematical models for insuring the susceptibles of a communicable disease
by C. I. Nkeki & G. O. S. Ekhaguere
March 2020, Volume 07, Issue 01
- 1-12 Borrower platform choice: The influencing factors on herding
by Yingxiu Zhao & Wei Zhang & Pengfei Wang & Dehua Shen - 1-14 Exact cash-account deflator for the G2++ model
by Francesco Strati & Luca G. Trussoni - 1-14 Price risk management by using dynamic hedging based on advanced Black–Scholes model
by Peili Lu & Jiaqi Shen & Liheng Zhao & Haoyang Qin & Xunzhi Liu & Zhongxing Ye - 1-19 Impact of audit committee attributes on financial distress: Evidence from Pakistan
by Muqaddas Khalid & Qaisar Abbas & Fizzah Malik & Shahid Ali - 1-25 A time consistent derivative strategy
by Walter Mudzimbabwe - 1-26 An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan
by Asif Shamim & Atif Mumtaz & Bilawal Ali - 1-27 Bilateral multiple gamma returns: Their risks and rewards
by Dilip B. Madan & Wim Schoutens & King Wang - 1-28 Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
by Changfu Ma & Wei Xu & Yue Kuen Kwok - 1-28 Do competition and revenue diversification have significant effect on risk-taking? Empirical evidence from BRICS banks
by Anupam Das Gupta & Syed Moudud-Ul-Huq