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Asia-Pacific Financial Markets

Asia-Pacific Financial Markets OnlineFirst articles


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 …


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 …


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 …


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 …


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 …

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Über diese Zeitschrift

The current remarkable growth in the Asia-Pacific financial markets is certain to continue. These markets are expected to play a further important role in the world capital markets for investment and risk management. In accordance with this development, Asia-Pacific Financial Markets (formerly Financial Engineering and the Japanese Markets), the official journal of the Japanese Association of Financial Econometrics and Engineering (JAFEE), is expected to provide an international forum for researchers and practitioners in academia, industry, and government, who engage in empirical and/or theoretical research into the financial markets. We invite submission of quality papers on all aspects of finance and financial engineering.
Here we interpret the term 'financial engineering' broadly enough to cover such topics as financial time series, portfolio analysis, global asset allocation, trading strategy for investment, optimization methods, macro monetary economic analysis and pricing models for various financial assets including derivatives We stress that purely theoretical papers, as well as empirical studies that use Asia-Pacific market data, are welcome.

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Blockchain-Effekte im Banking und im Wealth Management

Es steht fest, dass Blockchain-Technologie die Welt verändern wird. Weit weniger klar ist, wie genau dies passiert. Ein englischsprachiges Whitepaper des Fintech-Unternehmens Avaloq untersucht, welche Einsatzszenarien es im Banking und in der Vermögensverwaltung geben könnte – „Blockchain: Plausibility within Banking and Wealth Management“. Einige dieser plausiblen Einsatzszenarien haben sogar das Potenzial für eine massive Disruption. Ein bereits existierendes Beispiel liefert der Initial Coin Offering-Markt: ICO statt IPO.
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