Asia-Pacific Financial Markets

Asia-Pacific Financial Markets OnlineFirst articles

10.01.2019

Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India

Empirical test of asset-pricing models are typically performed on portfolios based on firm-characteristics such as size and book-to-market ratios etc. However, because of their strong factor structure, the characteristic sorted portfolios do not …

07.01.2019

Earnings Management, Capital Management and Signalling Behaviour of Indian Banks

The study aims at analysing whether the earnings are managed in the banking industry in India considering the provisioning standards issued by the RBI. The study also examines the presence of capital management and signalling practices by Indian …

04.01.2019

Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach

This work develops and estimates a three-factor term structure model with explicit sentiment factors in a period including the global financial crisis, where market confidence was said to erode considerably. It utilizes a large text data of real …

02.01.2019

Demystifying Yield Spread on Corporate Bonds Trades in India

This paper aims to study the dynamics of corporate bond yield spread in India, and attempted to identify the possible determinants: bonds’ liquidity, credit quality and therefore their yield spreads. A large sample of daily corporate bond trade …

30.11.2018

Large Shareholding and Firm Value in the Alternative Investment Market (AIM)

This paper investigates the impact of non-managerial and managerial blockholders on the value of the firms listed in the Alternative Investment Market (AIM). This study mainly investigates whether the effect of blockholders on firm value is due to …

Weitere Informationen

Titel

Asia-Pacific Financial Markets

Verlag

Springer Japan

Abdeckung

Jahrgang 4/1997 - Jahrgang 25/2018

Print ISSN

1387-2834

Elektronische ISSN

1573-6946

DOI

https://doi.org/10.1007/10690.1573-6946

Zeitschriften-ID

10690