Asia-Pacific Financial Markets

Title Publication Date Language Citations
The Impact of Derivatives Activity on Commercial Banks: Evidence from U.S. Bank Holding Companies2010/03/19English17
Did ESG Save the Day? Evidence From India During the COVID-19 Crisis2022/04/17English17
Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility2009/10/27English16
Explaining Size Effect for Indian Stock Market2015/12/29English15
Portfolio Optimization in Discontinuous Markets under Incomplete Information2006/12/01English15
A Stochastic Receding Horizon Control Approach to Constrained Index Tracking2008/03/01English15
Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method2015/02/04English15
The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 19972006/12/05English15
Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets2005/03/01English15
Earnings Management, Capital Management and Signalling Behaviour of Indian Banks2019/01/07English15
Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market2020/05/08English14
Forecasting Financial Market Volatility Using a Dynamic Topic Model2017/07/19English14
The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly2003/12/01English13
A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework2003/09/01English13
Dynamic Linkages Between the China and International Stock Markets2009/06/07English13
Does ESG Certification Improve Price Efficiency in the Chinese Stock Market?2021/08/07English12
Environmental Economics and Modeling Marketable Permits2009/11/03English12
US Economic Policy Uncertainty and GCC Stock Market2020/01/02English12
Relationship Between Conditional Volatility of Domestic Macroeconomic Factors and Conditional Stock Market Volatility: Some Further Evidence from India2014/09/27English12
Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging2004/09/01English12
Portfolio Selection and Optimization with Higher Moments: Evidence from the Indian Stock Market2014/03/02English12
The Credit Risk and Pricing of OTC Options2007/10/26English11
Weather Effects on Stock Returns and Volatility in South Asian Markets2017/05/15English11
Foreign Ownership and Firm Value: Evidence from Australian Firms2013/09/05English11
Inference Methods for Discretely Observed Continuous-Time Stochastic Volatility Models: A Commented Overview2005/06/01English11
On the Effect of Bank of Japan’s Outright Purchase on the JGB Yield Curve2018/01/24English11
Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwan’s Electronics Industry2010/02/23English11
Liquidity, Skewness and Stock Returns: Evidence from Chinese Stock Market2010/12/14English10
Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective2022/11/10English10
Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market2018/11/26English10