Category:Accounting and Finance
Issue 1 2020
Issue 4 2010
Issue 3 2010
Issue 2 2010 Financial crisis is there a need for paradigm shift
Issue 1 2010
Issue 2 1997
Issue 1/2 1998
Issue 1 1997
Issue 2 1989
The literature has demonstrated that lump-sum (LS) outperforms dollar-cost averaging (DCA) in uptrend markets while DCA outperforms LS only when the asset price is…
The purpose of this study is to suggest a new framework that we call the CIR#, which allows forecasting interest rates from observed financial market data even when rates…
Asymmetric effect of extreme changes in the exchange rate volatility on the US imports: Evidence from multiple threshold nonlinear autoregressive distributed lag modelBisharat Hussain Chang, Suresh Kumar Oad Rajput, Niaz Ahmed Bhutto, Zahida Abro
Recent literature has shifted to examining whether exchange rate volatility symmetrically or asymmetrically affects the trade flows. This study aims to extend the existing…
This study aims to spot wheat data and disaggregated commitment of trader data for CME traded wheat futures to examine the effect of exogenous shocks for hedging positions…
Filter trading is a technical trading rule that has been used extensively to test the efficient market hypothesis in the context of long-term trading. In this paper, the…
The purpose of this paper is to outline and demonstrate a method for screening and selection of potential portfolio companies (PCs) during the screening phase in corporate…
Market dynamics, cyclical patterns and market states: Is there a difference between digital currencies markets?Azza Bejaoui, Salim Ben Sassi, Jihed Majdoub
In this paper, the authors seek to investigate the dynamics of Bitcoin, Litecoin, Ethereum and Ripple daily returns and volatilities.
Digital technology is gaining attention among many scholars as a way to facilitate trade. This study aims to investigate three important digital dimensions (DD), namely…
The purpose of this paper is to examine the effects of the global value chain (GVC) participation and the associated improvements in labour productivity and employment…
Do government expenditures and institutions drive growth? Evidence from developed and developing economiesNoor Zahirah Mohd Sidek, Mehmet Asutay
Most empirical studies on the government expenditure-economic growth nexus suggest a negative relationship between the size of the government expenditures and economic…
Does bank regulation and supervision impedes the efficiency of microfinance institutions to eradicate poverty? Evidence from ASEAN-5 countriesNurazilah Zainal, Annuar Md Nassir, Fakarudin Kamarudin, Siong Hook Law
The purpose of this study is to examine how banking regulation and supervision affect the performance of microfinance institutions (MFIs). It proposes performance of the…
Considering the different motivation for the creation of each of these cryptocurrencies, the purpose of this paper is to examine whether there is a dominant external…
Returns and volume: Kernel causality in the US futures markets for agricultural, energy and metal commoditiesPanos Fousekis
The relationship between returns and trading volume is central in financial economics because it has both a theoretical interest and important practical implications with…
The stock-bond nexus and investors’ behavior in mature and emerging markets: Evidence from long-term historical dataRefk Selmi, Rangan Gupta, Christos Kollias, Stephanos Papadamou
Portfolio construction and diversification is a prominent challenge for investors. It reflects market agents’ behavior and response to market conditions. This paper aims…
This study aims to examine the spillover effects of trans-Atlantic macroeconomic uncertainties on the local stock market returns in the USA and eight selected European…
The purpose of this study is to examine the fiscal sustainability issue by dividing the fiscal deficit into high and low regimes using the quarterly data from 1997: Q1 to…
A weighted Fama-MacBeth two-step panel regression procedure: asymptotic properties, finite-sample adjustment, and performanceKyuseok Lee
In a recent paper, Yoon and Lee (2019) (YL hereafter) propose a weighted Fama and MacBeth (FMB hereafter) two-step panel regression procedure and provide evidence that…
This paper aims to investigate how overconfidence bias affects financial market participants’ forecast accuracy based on the hard–easy effect concept of overconfidence research.
This paper aims to show that market power exists in financial markets and analyze how spoofing is used by a high-frequency trader to build market power by taking advantage…
This paper aims to examine the behaviour, both contemporaneous and causal, of stock and bond markets across four major international countries.
Assessing the relationship between closing prices and trading volume in the US livestock futures markets: A quantile regressions methodologyDimitrios Panagiotou, Alkistis Tseriki
The purpose of this paper is to examine the relationship between closing prices and trading volume in the livestock futures markets of lean hogs, live cattle and feeder cattle.
The purpose of this paper is to deal with methodological issues in the Index of Economic Freedom (IEF) building by using principal components analysis (PCA) and benefit of…
The purpose of this paper is to explore the impact of financial regulation policy uncertainty (FRPU) on bank profit and risk.
This paper aims to study institutions, human capital and economic growth in developing countries.
This paper aims to investigate the interrelations between purchasing power parity (PPP) and uncovered interest parity (UIP) in BRICS economies, namely, Brazil, Russia…
The purpose of this paper is to analyze different behaviors between long-term options’ implied volatilities and realized volatilities.
This paper aims to investigate the determinants of bilateral exports of India to the USA by taking the non-linearity issue in export demand equations which is neglected so…
The purpose of this paper is to construct indices on Indonesia’s economic infrastructure. The components of infrastructure include transportation, communications and…
The purpose of this paper is to evaluate the importance of financial liquidity and solvency on US commercial and domestic banks’ cost efficiency while accounting for…
This study aims to examine how crude palm oil (CPO) price impacts corporate default risk (CDR) of agricultural firms in Indonesia’s palm oil industry.
This paper aims to examine the weak form of efficiency for price series of four precious metals, i.e. gold, silver, platinum and palladium, using a generalized spectral method.
This paper aims to empirically investigate the volatility of Bitcoin, Litecoin and the Euro.
This paper aims to examine the role of foreign banks in transmitting global monetary policy shocks to India. Further, the authors try to explore the international bank…
The purpose of this paper is to investigate the short- and long-run dynamic linkages between selected cryptocurrencies, several major world currencies and major equity…
The purpose of this paper is to consider the economic information content within several popular stock market factors and to the extent to which their movements are both…
This paper aims to examine dynamic equicorrelations (DECO) and directional volatility spillover effects among four energy futures markets, namely, West Texas Intermediate…
This paper aims to give a brief review on behavioral economics and behavioral finance and discusses some of the previous research on agents' utility functions, applicable…
Online date, start – end:1977
Copyright Holder:Emerald Publishing Limited
- Prof Niklas Wagner