Journal of Economics, Finance and Administrative Science: Volume 26 Issue 52 , Open Access
Table of contents
The effectiveness of risk management system and firm performance in the European context
Louai Ghazieh, Nadia ChebanaThe purpose of this paper is to study the effectiveness of the risk management system in the European context, especially with regard to the risk management committee, the…
Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets
Ramona Serrano Bautista, José Antonio Núñez MoraThis paper tests the accuracies of the models that predict the Value-at-Risk (VaR) for the Market Integrated Latin America (MILA) and Association of Southeast Asian Nations…
Deviations from fundamental value and future closed-end country fund returns
Luis Berggrun, Emilio Cardona, Edmundo LizarzaburuThis article examines whether deviations from fundamental value or closed-end country fund's discounts or premiums forecast future share price returns or net asset returns.
Linkages between gold and Latin American equity markets: portfolio implications
Imran Yousaf, Hasan Hanif, Shoaib Ali, Syed Moudud-Ul-HuqThe authors aim to examine the mean and volatility linkages between the gold market and the Latin American equity markets in the entire sample period and two crises periods…
The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios
Eduardo Saucedo, Jorge GonzálezFama–French model (FFM) has been successful in helping to predict the financial markets, but investors have been interested in creating more sophisticated models to better predict…
Artificial intelligence applied to investment in variable income through the MACD (moving average convergence/divergence) indicator
Alberto Antonio Agudelo Aguirre, Néstor Darío Duque Méndez, Ricardo Alfredo Rojas MedinaThis study aims to determine whether, by means of the application of genetic algorithms (GA) through the traditional technical analysis (TA) using moving average…
Quadrinomial trees with stochastic volatility to value real options
Freddy H. Marín-Sánchez, Julián A. Pareja-Vasseur, Diego ManzurThe purpose of this article is to propose a detailed methodology to estimate, model and incorporate the non-constant volatility onto a numerical tree scheme, to evaluate a real…
Factors driving IPO variability: evidence from Pakistan stock exchange
Waqas Mehmood, Rasidah Mohd-Rashid, Chui Zi Ong, Yasir Abdullah AbbasThe objectives of this study are twofold. First, it intends to investigate the symmetric link between initial public offering (IPO) variability and the determinants of the stock…
Capital structure, stock exchanges in Chile: 2007 to 2016
Marcelo Rabelo Henrique, Sandro Braz Silva, Antonio SaporitoThe article consists of analyzing the behavior of the determinants of the capital structure of Chilean companies between 2007 and 2016. The objective of this study was achieved…
CEO turnover in public and private organizations: analysis of the relevance of different performance horizons
Esteban Lafuente, Miguel Á. García-CestonaThis paper investigates how past performance changes, prior CEO replacements and changes in the chairperson impact CEO turnover in public and large private businesses.
The impact of customer performance on IMC outcomes: firm size moderation in the inter-country context
Vera Butkouskaya, Joan Llonch-Andreu, María-del-Carmen Alarcón-del-AmoTaking the customer-centric nature of integrated marketing communications (IMC), this article investigates the specific role of customer performance in IMC effectiveness in…
The impact of economic growth, trade openness and manufacturing on CO2 emissions in India: an autoregressive distributive lag (ARDL) bounds test approach
Yaswanth Karedla, Rohit Mishra, Nikunj PatelThe purpose of this study is to examine the impact of economic growth, trade openness and manufacturing on CO2 emissions in India.
The use of the mobile phone in the rural zones of Peru
Jubitza Mariana Franciskovic, Francesc MirallesThe main objective of the research is to examine whether the possession and the consumption of the service of a mobile telephone by the families of rural zones has improved their…
ISSN:
2218-0648Online date, start – end:
2017Journal’s owner:
Universidad ESAN(opens new window)Open Access:
open accessEditor:
- Nestor U. Salcedo