Content
September 2020, Volume 13, Issue 9
- 1-18 Developing an Explanatory Risk Management Model to Comprehend the Employees’ Intention to Leave Public Sector Organization
by Carolina Prihandinisari & Azizur Rahman & John Hicks - 1-18 Autonomous Expenditure Multipliers and Gross Value Added
by Arkadiusz J. Derkacz - 1-19 Innovation in SMEs and Financing Mix
by Joanna Błach & Monika Wieczorek-Kosmala & Joanna Trzęsiok - 1-20 The Trade Effect of the EU’s Preference Margins and Non-Tariff Barriers
by Maria Cipollina & Federica Demaria - 1-20 Corporate Governance and Firm Performance: A Comparative Analysis between Listed Family and Non-Family Firms in Japan
by Kojima Koji & Bishnu Kumar Adhikary & Le Tram - 1-20 Mapping the Scientific Research on Mass Customization Domain: A Critical Review and Bibliometric Analysis
by Gedas Baranauskas & Agota Giedrė Raišienė & Renata Korsakienė - 1-20 Capital Structure Choices in Technology Firms: Empirical Results from Polish Listed Companies
by Marcin Kedzior & Barbara Grabinska & Konrad Grabinski & Dorota Kedzior - 1-21 Portfolio Theory in Solving the Problem Structural Choice
by Oleg S. Sukharev - 1-21 Firm Ownership and Enterprise Risk Management Implementation: Evidence from the Nordic Region
by Naciye Sekerci & Don Pagach - 1-21 A Study on the Impact of Capitalization on the Profitability of Banks in Emerging Markets: A Case of Pakistan
by Muhammad Haris & Yong Tan & Ali Malik & Qurat Ul Ain - 1-22 University Endowment Committees, Modern Portfolio Theory and Performance
by Mimi Lord - 1-24 Are the Current Account Imbalances on a Sustainable Path?
by Seema Narayan & Sivagowry Sriananthakumar - 1-24 A Systematic Review of the Influence of Internal Marketing on Service Innovation
by Soheila Raeisi & Nur Suhaili Ramli & Meng Lingjie - 1-24 Discrete Time Ruin Probability for Takaful (Islamic Insurance) with Investment and Qard-Hasan (Benevolent Loan) Activities
by Dila Puspita & Adam Kolkiewicz & Ken Seng Tan - 1-25 Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information?
by David Edmund Allen - 1-31 Social Risks of International Labour Migration in the Context of Global Challenges
by Aleksandra Kuzior & Anna Liakisheva & Iryna Denysiuk & Halyna Oliinyk & Liudmyla Honchar - 1-31 The Implications of Derisking: The Case of Malta, a Small EU State
by Simon Grima & Peter J. Baldacchino & Jeremy Mercieca Abela & Jonathan V. Spiteri
August 2020, Volume 13, Issue 9
- 1-5 Editorial for Applied Econometrics
by Chia-Lin Chang - 1-6 Volatility-Adjusted 60/40 versus 100—New Risk Investing Paradigm
by Jim Kyung-Soo Liew & Ahmad Ajakh - 1-11 True versus Spurious Long Memory in Cryptocurrencies
by Dooruj Rambaccussing & Murat Mazibas - 1-12 Survey of Green Bond Pricing and Investment Performance
by K. Thomas Liaw - 1-19 Is Artificial Intelligence Ready to Assess an Enterprise’s Financial Security?
by Oleksandr Melnychenko - 1-20 Predicting the Impact of COVID-19 on Australian Universities
by Arran Thatcher & Mona Zhang & Hayden Todoroski & Anthony Chau & Joanna Wang & Gang Liang - 1-21 Bitcoin Network Mechanics: Forecasting the BTC Closing Price Using Vector Auto-Regression Models Based on Endogenous and Exogenous Feature Variables
by Ahmed Ibrahim & Rasha Kashef & Menglu Li & Esteban Valencia & Eric Huang - 1-21 A Comprehensive Statistical Analysis of the Six Major Crypto-Currencies from August 2015 through June 2020
by Beatriz Vaz de Melo Mendes & André Fluminense Carneiro
July 2020, Volume 13, Issue 8
- 1-13 Volatility Transmission across Financial Markets: A Semiparametric Analysis
by Theoplasti Kolaiti & Mwasi Mboya & Philipp Sibbertsen - 1-14 Community Participation for the Use of Renewable Energies in Ciudad Ixtepec, Oaxaca (2008–2015)
by Wendy Marilú Sánchez-Casanova & Bendreff Desilus - 1-15 Corporate Governance and Dividend Policy in the Presence of Controlling Shareholders
by Ricardo Rodrigues & J. Augusto Felício & Pedro Verga Matos - 1-16 A Note on the Empirical Relation between Oil Prices and the Value of the Dollar
by Jaime Marquez & Silvia Merler - 1-18 Do Profitable Banks Make a Positive Contribution to the Economy?
by Vijay Kumar & Ron Bird - 1-18 The Impact of Home Sharing on Residential Real Estate Markets
by Helen X. H. Bao & Saul Shah - 1-21 Consumer Behaviour during Crises: Preliminary Research on How Coronavirus Has Manifested Consumer Panic Buying, Herd Mentality, Changing Discretionary Spending and the Role of the Media in Influencing Behaviour
by Mary Loxton & Robert Truskett & Brigitte Scarf & Laura Sindone & George Baldry & Yinong Zhao - 1-26 The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries
by Thi Bich Ngoc Tran & Hoang Cam Huong Pham - 1-35 Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings
by Efstathios Magerakis & Konstantinos Gkillas & Athanasios Tsagkanos & Costas Siriopoulos
August 2020, Volume 13, Issue 8
- 1-4 Review Papers for Journal of Risk and Financial Management ( JRFM )
by Michael McAleer - 1-7 Cryptocurrency Trading Using Machine Learning
by Thomas E. Koker & Dimitrios Koutmos - 1-11 Use of Machine Learning Techniques to Create a Credit Score Model for Airtime Loans
by Bernard Dushimimana & Yvonne Wambui & Timothy Lubega & Patrick E. McSharry - 1-13 The Effect of Exchange Rate Volatility on Economic Growth: Case of the CEE Countries
by Fatbardha Morina & Eglantina Hysa & Uğur Ergün & Mirela Panait & Marian Catalin Voica - 1-14 Performance Dynamics of International Exchange-Traded Funds
by Stephen Bahadar & Christopher Gan & Cuong Nguyen - 1-14 Market Volatility and Investors’ View of Firm-Level Risk: A Case of Green Firms
by Khine Kyaw - 1-14 What Drives the Declining Wealth Effect of Subsequent Share Repurchase Announcements?
by David K. Ding & Hardjo Koerniadi & Chandrasekhar Krishnamurti - 1-16 Risk Management: Rethinking Fashion Supply Chain Management for Multinational Corporations in Light of the COVID-19 Outbreak
by May McMaster & Charlie Nettleton & Christeen Tom & Belanda Xu & Cheng Cao & Ping Qiao - 1-16 A Cryptocurrency Spectrum Short Analysis
by Mircea Constantin Șcheau & Simona Liliana Crăciunescu & Iulia Brici & Monica Violeta Achim - 1-17 Capital Structure and Bank Profitability in Vietnam: A Quantile Regression Approach
by Tu D. Q. Le & Dat T. Nguyen - 1-17 The Ability of Selected European Countries to Face the Impending Economic Crisis Caused by COVID-19 in the Context of the Global Economic Crisis of 2008
by Róbert Oravský & Peter Tóth & Anna Bánociová - 1-18 Temporal Aggregation and Long Memory for Asset Price Volatility
by Pierre Perron & Wendong Shi - 1-19 A Panel Data Analysis on Sustainable Economic Growth in India, Brazil, and Romania
by Batrancea Ioan & Rathnaswamy Malar Kumaran & Batrancea Larissa & Nichita Anca & Gaban Lucian & Fatacean Gheorghe & Tulai Horia & Bircea Ioan & Rus Mircea-Iosif - 1-19 Transition to the Revised OHADA Law on Accounting and Financial Reporting: Corporate Perceptions of Costs and Benefits
by Micheal Forzeh Fossung & Lious Agbor Tabot Ntoung & Helena Maria Santos de Oliveira & Cláudia Maria Ferreira Pereira & Susana Adelina Moreira Carvalho Bastos & Liliana Marques Pimentel - 1-19 Comparison of Financial Models for Stock Price Prediction
by Mohammad Rafiqul Islam & Nguyet Nguyen - 1-26 Portfolio Strategies to Track and Outperform a Benchmark
by Paskalis Glabadanidis - 1-38 Risk-Sharing and the Creation of Systemic Risk
by Viral V. Acharya & Aaditya M. Iyer & Rangarajan K. Sundaram - 1-44 Stochastic Optimization System for Bank Reverse Stress Testing
by Giuseppe Montesi & Giovanni Papiro & Massimiliano Fazzini & Alessandro Ronga
June 2020, Volume 13, Issue 7
- 1-15 Do Capital Flows Matter for Monetary Policy Setting in Inflation Targeting Economies?
by Trinil Arimurti & Bruce Morley - 1-17 Technology Acceptance in e-Governance: A Case of a Finance Organization
by Fatemeh Mohammad Ebrahimzadeh Sepasgozar & Usef Ramzani & Sabbar Ebrahimzadeh & Sharifeh Sargolzae & Samad Sepasgozar
July 2020, Volume 13, Issue 7
- 1-4 Computational Finance
by Lars Stentoft - 1-10 From Big Data to Econophysics and Its Use to Explain Complex Phenomena
by Paulo Ferreira & Éder J.A.L. Pereira & Hernane B.B. Pereira - 1-11 Clustering of Extremes in Financial Returns: A Study of Developed and Emerging Markets
by Sara Ali Alokley & Mansour Saleh Albarrak - 1-12 Pricing and Hedging American-Style Options with Deep Learning
by Sebastian Becker & Patrick Cheridito & Arnulf Jentzen - 1-13 Information Frictions and Stock Returns
by Xiaolou Yang - 1-14 Digitalization of the EU Economies and People at Risk of Poverty or Social Exclusion
by Aleksy Kwilinski & Oleksandr Vyshnevskyi & Henryk Dzwigol - 1-15 An Alternative Pricing System through Bayesian Estimates and Method of Moments in a Bonus-Malus Framework for the Ghanaian Auto Insurance Market
by Azaare Jacob & Zhao Wu - 1-15 Influence of Organisational Culture on Supply Chain Resilience: A Power and Situational Strength Conceptual Perspective
by James Whiteside & Samir Dani - 1-17 The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads
by Michele Anelli & Michele Patanè & Mario Toscano & Stefano Zedda - 1-18 The Criteria of Optimal Training Cost Allocation for Sustainable Value in Aesthetic Medicine Industry
by Tyrone T. Lin & Hui-Tzu Yen - 1-18 Bitcoin Price Risk—A Durations Perspective
by Thomas Dimpfl & Stefania Odelli - 1-19 Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications
by Imran Yousaf & Shoaib Ali & Wing-Keung Wong - 1-20 A Qualitative Approach to the Sustainable Orientation of Generation Z in Retail: The Case of Romania
by Dan-Cristian Dabija & Brândușa Mariana Bejan & Claudiu Pușcaș - 1-20 A Machine Learning Integrated Portfolio Rebalance Framework with Risk-Aversion Adjustment
by Zhenlong Jiang & Ran Ji & Kuo-Chu Chang - 1-23 Corporate Social Responsibility, Trade Credit and Financial Crisis
by Asif Saeed & Qasim Zureigat - 1-24 An Empirical Investigation on Determinants of Sustainable Economic Growth. Lessons from Central and Eastern European Countries
by Batrancea Ioan & Rathnaswamy Malar Mozi & Gaban Lucian & Fatacean Gheorghe & Tulai Horia & Bircea Ioan & Rus Mircea-Iosif - 1-24 Is Investors’ Psychology Affected Due to a Potential Unexpected Environmental Disaster?
by George Halkos & Argyro Zisiadou - 1-27 Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets
by Muhammad Anas & Ghulam Mujtaba & Sadaf Nayyar & Saira Ashfaq - 1-35 Corporate Governance Quality, Ownership Structure, Agency Costs and Firm Performance. Evidence from an Emerging Economy
by Haroon ur Rashid Khan & Waqas Bin Khidmat & Osama Al Hares & Naeem Muhammad & Kashif Saleem
May 2020, Volume 13, Issue 6
- 1-4 Contemporary Issues in Business and Economics in Vietnam and Other Asian Emerging Markets
by Chia-Lin Chang & Duc Hong Vo - 1-21 Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple
by Pınar Kaya Soylu & Mustafa Okur & Özgür Çatıkkaş & Z. Ayca Altintig - 1-23 Impacts of Endogenous Sunk-Cost Investment on the Islamic Banking Industry: A Historical Analysis
by Siddharth Jain & Partha Gangopadhyay
June 2020, Volume 13, Issue 6
- 1-3 Editorial for the Special Issue on Commercial Banking
by Christopher Gan - 1-6 Reply to “Remarks on Bank Competition and Convergence Dynamics”
by Maria Karadima & Helen Louri - 1-7 Pricing American Options with a Non-Constant Penalty Parameter
by Anna Clevenhaus & Matthias Ehrhardt & Michael Günther & Daniel Ševčovič - 1-9 Black Currency of Middle Ages and Case for Complementary Currency
by Pezhwak Kokabian - 1-10 Industrial Life-Cycle and the Development of the Russian Tourism Industry
by Marina Sheresheva & Lilia Valitova & Maria Tsenzharik & Matvey Oborin - 1-12 An Economic–Business Approach to Clinical Risk Management
by Ubaldo Comite & Kechen Dong & Rita Yi Man Li & M. James C. Crabbe & Xue-Feng Shao & Xiao-Guang Yue - 1-14 Towards an Optimal IPO Mechanism
by Fred E. Huibers - 1-14 Does Bitcoin Hedge Commodity Uncertainty?
by Khanh Hoang & Cuong C. Nguyen & Kongchheng Poch & Thang X. Nguyen - 1-14 Factors Influencing the Green Bond Market Expansion: Evidence from a Multi-Dimensional Analysis
by Chuc Anh Tu & Tapan Sarker & Ehsan Rasoulinezhad - 1-15 GARCH Generated Volatility Indices of Bitcoin and CRIX
by Pierre J. Venter & Eben Maré - 1-15 Marketability Discount in Various Economic Environments. Comparison of Developed and Emerging Markets on the Example of the USA and Poland
by Radosław Pastusiak & Jakub Keller & Michał Radke - 1-16 Exchange Rate Risk and Uncertainty and Trade Flows: Asymmetric Evidence from Asia
by Mohsen Bahmani-Oskooee & Parveen Akhtar & Sana Ullah & Muhammad Tariq Majeed - 1-17 What Role Does the Housing Market Play for the Macroeconomic Transmission Mechanism?
by Mats Wilhelmsson - 1-17 Diversification and Fund Performance—An Analysis of Buyout Funds
by Matthias Huss & Daniel Steger - 1-18 Family Ownership and Corporate Environmental Responsibility: The Contingent Effect of Venture Capital and Institutional Environment
by Zhu Zhu & Feifei Lu - 1-18 Capital Structure as a Mediating Factor in the Relationship between Uncertainty, CSR, Stakeholder Interest and Financial Performance
by Ahmed Imran Hunjra & Peter Verhoeven & Qasim Zureigat - 1-19 Intraday Jumps, Liquidity, and U.S. Macroeconomic News: Evidence from Exchange Traded Funds
by Doureige J. Jurdi - 1-19 Realized Measures to Explain Volatility Changes over Time
by Christos Floros & Konstantinos Gkillas & Christoforos Konstantatos & Athanasios Tsagkanos - 1-19 Ridge Type Shrinkage Estimation of Seemingly Unrelated Regressions And Analytics of Economic and Financial Data from “Fragile Five” Countries
by Bahadır Yüzbaşı & S. Ejaz Ahmed - 1-19 What Drives Derivatives: An Indian Perspective
by Abhimanyu Sahoo & Seshadev Sahoo - 1-21 Cryptocurrency Returns before and after the Introduction of Bitcoin Futures
by Pinar Deniz & Thanasis Stengos - 1-21 The Impact of Brand Relationships on Corporate Brand Identity and Reputation—An Integrative Model
by Teresa Barros & Paula Rodrigues & Nelson Duarte & Xue-Feng Shao & F. V. Martins & H. Barandas-Karl & Xiao-Guang Yue - 1-22 Robust Inference in the Capital Asset Pricing Model Using the Multivariate t -distribution
by Manuel Galea & David Cademartori & Roberto Curci & Alonso Molina - 1-24 Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio
by Annalisa Di Clemente - 1-27 Microfinance Participation in Thailand
by Wittawat Hemtanon & Christopher Gan - 1-27 Regulatory Restrictions on US Bank Funding Sources: A Review of the Treatment of Brokered Deposits
by James R. Barth & Wenling Lu & Yanfei Sun - 1-32 Modelling Sector-Level Asset Prices
by Daniel J. Tulloch & Ivan Diaz-Rainey & I. M. Premachandra - 1-46 Life after Debt: The Effects of Overleveraging on Conventional and Islamic Banks
by Samar Issa
April 2020, Volume 13, Issue 5
- 1-3 Financial Time Series: Methods and Models
by Massimiliano Caporin & Giuseppe Storti - 1-13 Precious Metal Mutual Fund Performance Evaluation: A Series Two-Stage DEA Modeling Approach
by Ioannis E. Tsolas - 1-16 Current Research Trends on Interrelationships of Eco-Innovation and Internationalisation: A Bibliometric Analysis
by Paulius Šūmakaris & Deniss Ščeulovs & Renata Korsakienė
May 2020, Volume 13, Issue 5
- 1-5 Remarks on Bank Competition and Convergence Dynamics
by Mike G. Tsionas - 1-7 Risk and Financial Management of COVID-19 in Business, Economics and Finance
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - 1-8 Estimating Bargaining Power in Real Estate Pricing Models: Conceptual and Empirical Issues
by Steven B. Caudill & Franklin G. Mixon - 1-12 Negative Interest Rates
by Sarkis Joseph Khoury & Poorna C. Pal - 1-12 Finding Nemo: Predicting Movie Performances by Machine Learning Methods
by Jong-Min Kim & Leixin Xia & Iksuk Kim & Seungjoo Lee & Keon-Hyung Lee - 1-15 Innovation and Firm Performance: The Moderating and Mediating Roles of Firm Size and Small and Medium Enterprise Finance
by Ploypailin Kijkasiwat & Pongsutti Phuensane - 1-15 Corporate Governance and Agency Cost: Empirical Evidence from Vietnam
by Anh Huu Nguyen & Duong Thuy Doan & Linh Ha Nguyen - 1-16 Financial Compass for Slovak Enterprises: Modeling Economic Stability of Agricultural Entities
by Katarina Valaskova & Pavol Durana & Peter Adamko & Jaroslav Jaros - 1-16 Security Measures as a Factor in the Competitiveness of Accommodation Facilities
by Rafał Nagaj & Brigita Žuromskaitė - 1-17 Competition, Debt Maturity, and Adjustment Speed in China: A Dynamic Fractional Estimation Approach
by Sultan Sikandar Mirza & Tanveer Ahsan & Raheel Safdar & Ajid Ur Rehman - 1-19 Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings
by Nikolaos A. Kyriazis - 1-19 The Investment Home Bias with Peer Effect
by Haim Levy - 1-21 Analyst Forecast Dispersion and Market Return Predictability: Does Conditional Equity Premium Play a Role?
by Shuang Liu & Juan Yao & Stephen Satchell - 1-21 A Hypothesis Test Method for Detecting Multifractal Scaling, Applied to Bitcoin Prices
by Chuxuan Jiang & Priya Dev & Ross A. Maller - 1-22 The Determinants of Credit Risk: An Evidence from ASEAN and GCC Islamic Banks
by Faridah Najuna Misman & M. Ishaq Bhatti - 1-22 Monthly Art Market Returns
by Fabian Y.R.P. Bocart & Eric Ghysels & Christian M. Hafner - 1-23 EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
by Oussama Tilfani & Paulo Ferreira & Andreia Dionisio & My Youssef El Boukfaoui - 1-23 Entrepreneurial Finance: Insights from English Language Training Market in Vietnam
by Thanh-Hang Pham & Manh-Toan Ho & Thu-Trang Vuong & Manh-Cuong Nguyen & Quan-Hoang Vuong - 1-31 Forest of Stochastic Trees: A Method for Valuing Multiple Exercise Options
by R. Mark Reesor & T. James Marshall
April 2020, Volume 13, Issue 4
- 1-3 Is One Diagnostic Test for COVID-19 Enough?
by Michael McAleer - 1-11 The Impact of Tax Preferences on the Investment Attractiveness of Bonds for Retail Investors: The Case of Russia
by Natalia B. Boldyreva & Liudmila G. Reshetnikova & Elena A. Tarkhanova & Zhanna V. Pisarenko & Svetlana A. Kalayda - 1-12 Global Bank Capital and Liquidity after 30 Years of Basel Accords
by Harald Benink - 1-12 Contracts for Difference: A Reinforcement Learning Approach
by Nico Zengeler & Uwe Handmann - 1-14 Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines
by Eduardo Mineo & Airlane Pereira Alencar & Marcelo Moura & Antonio Elias Fabris - 1-16 The Need for Shari’ah-Compliant Awqāf Banks
by Hanan Gabil & Benaouda Bensaid & Tahar Tayachi & Faleel Jamaldeen - 1-17 European Bank’s Performance and Efficiency
by Maria Elisabete Duarte Neves & Maria Do Castelo Gouveia & Catarina Alexandra Neves Proença - 1-17 Dynamic Spillovers between Gulf Cooperation Council’s Stocks, VIX, Oil and Gold Volatility Indices
by Abdullah Alqahtani & Julien Chevallier - 1-17 Deep Reinforcement Learning in Agent Based Financial Market Simulation
by Iwao Maeda & David deGraw & Michiharu Kitano & Hiroyasu Matsushima & Hiroki Sakaji & Kiyoshi Izumi & Atsuo Kato - 1-18 Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model
by Kyoto Yono & Hiroki Sakaji & Hiroyasu Matsushima & Takashi Shimada & Kiyoshi Izumi - 1-20 Impact Analysis of Financial Regulation on Multi-Asset Markets Using Artificial Market Simulations
by Masanori Hirano & Kiyoshi Izumi & Takashi Shimada & Hiroyasu Matsushima & Hiroki Sakaji - 1-20 Dynamic Transmissions and Volatility Spillovers between Global Price and U.S. Producer Price in Agricultural Markets
by Jin Guo & Tetsuji Tanaka - 1-21 Autoencoder-Based Three-Factor Model for the Yield Curve of Japanese Government Bonds and a Trading Strategy
by Yoshiyuki Suimon & Hiroki Sakaji & Kiyoshi Izumi & Hiroyasu Matsushima - 1-23 Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
by Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer - 1-24 Crowdfunding: An Exploratory Study on Knowledge, Benefits and Barriers Perceived by Young Potential Entrepreneurs
by Susana Bernardino & J. Freitas Santos - 1-25 Relative Efficiency of Canadian Banks: A Three-Stage Network Bootstrap DEA
by Mohamed Dia & Amirmohsen Golmohammadi & Pawoumodom M. Takouda - 1-25 The Costs and Benefits of Bank Capital—A Review of the Literature
by Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Uluc & Alexander H. von Hafften & Missaka Warusawitharana - 1-26 Risk Prediction and Assessment: Duration, Infections, and Death Toll of the COVID-19 and Its Impact on China’s Economy
by Xiao-Guang Yue & Xue-Feng Shao & Rita Yi Man Li & M. James C. Crabbe & Lili Mi & Siyan Hu & Julien S Baker & Liting Liu & Kechen Dong - 1-26 Gender, Anonymity and Team: What Determines Crowdfunding Success on Kickstarter
by Saif Ullah & Yulin Zhou - 1-40 Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors
by Mohammad Sharik Essa & Evangelos Giouvris
March 2020, Volume 13, Issue 4
- 1-20 Board-Gender Diversity, Family Ownership, and Dividend Announcement: Evidence from Asian Emerging Economies
by Adeel Mustafa & Abubakr Saeed & Muhammad Awais & Shahab Aziz - 1-21 A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification
by Samia Nasreen & Syed Asif Ali Naqvi & Aviral Kumar Tiwari & Shawkat Hammoudeh & Syed Ale Raza Shah - 1-23 Improving Many Volatility Forecasts Using Cross-Sectional Volatility Clusters
by Pietro Coretto & Michele La Rocca & Giuseppe Storti
March 2020, Volume 13, Issue 3
- 1-5 Prevention Is Better Than the Cure: Risk Management of COVID-19
by Michael McAleer - 1-6 Suspending Classes Without Stopping Learning: China’s Education Emergency Management Policy in the COVID-19 Outbreak
by Wunong Zhang & Yuxin Wang & Lili Yang & Chuanyi Wang - 1-8 Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?
by Philip Hans Franses & Max Welz - 1-9 Liquidity and Corporate Governance
by Tom Berglund - 1-14 Corporate Bankruptcy Prediction Model, a Special Focus on Listed Companies in Kenya
by Daniel Ogachi & Richard Ndege & Peter Gaturu & Zeman Zoltan - 1-14 Size of the Company as the Main Determinant of Talent Management in Slovakia
by Radovan Savov & Drahoslav Lančarič & Jana Kozáková - 1-15 Support Vector Machine Methods and Artificial Neural Networks Used for the Development of Bankruptcy Prediction Models and their Comparison
by Jakub Horak & Jaromir Vrbka & Petr Suler - 1-16 The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models
by Yuchen Zhang & Shigeyuki Hamori - 1-16 Comparison of Prediction Models Applied in Economic Recession and Expansion
by Dagmar Camska & Jiri Klecka - 1-18 Self-Assessment of Driving Style and the Willingness to Share Personal Information
by Carlo Pugnetti & Sandra Elmer - 1-19 Political Stability and Bank Flows: New Evidence
by Mafalda Venâncio de Vasconcelos - 1-20 A General Family of Autoregressive Conditional Duration Models Applied to High-Frequency Financial Data
by Danúbia R. Cunha & Roberto Vila & Helton Saulo & Rodrigo N. Fernandez - 1-21 Evaluating the Performance of Islamic Banks Using a Modified Monti-Klein Model
by Novriana Sumarti & Indah G. Andirasdini & Nidya I. Ghaida & Utriweni Mukhaiyar - 1-21 Analytical Gradients of Dynamic Conditional Correlation Models
by Massimiliano Caporin & Riccardo (Jack) Lucchetti & Giulio Palomba - 1-21 GARCH Option Pricing Models and the Variance Risk Premium
by Wenjun Zhang & Jin E. Zhang - 1-22 Strategic Asset Seeking and Innovation Performance: The Role of Innovation Capabilities and Host Country Institutions
by Lili Mi & Xiao-Guang Yue & Xue-Feng Shao & Yuanfei Kang & Yulong Liu - 1-22 CEO Diversity, Political Influences, and CEO Turnover in Unstable Environments: The Romanian Case
by Ingrid-Mihaela Dragotă & Andreea Curmei-Semenescu & Raluca Moscu - 1-26 What Future for the Green Bond Market? How Can Policymakers, Companies, and Investors Unlock the Potential of the Green Bond Market?
by Pauline Deschryver & Frederic de Mariz - 1-28 Bank Competition and Credit Risk in Euro Area Banking: Fragmentation and Convergence Dynamics
by Maria Karadima & Helen Louri - 1-28 Assessment of Bankruptcy Risk of Large Companies: European Countries Evolution Analysis
by Nicoleta Bărbuță-Mișu & Mara Madaleno
February 2020, Volume 13, Issue 3
- 1-10 Mainstreaming Global Sustainable Development Goals through the UN Global Compact: The Case of Visegrad Countries
by Štěpánka Zemanová & Radka Druláková - 1-21 Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018)
by Marco Tronzano - 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