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Publisher: Inderscience Publishers   (Total: 435 journals)

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Showing 1 - 200 of 435 Journals sorted alphabetically
African J. of Accounting, Auditing and Finance     Hybrid Journal   (Followers: 12)
African J. of Economic and Sustainable Development     Hybrid Journal   (Followers: 14)
Afro-Asian J. of Finance and Accounting     Hybrid Journal   (Followers: 7, SJR: 0.195, CiteScore: 0)
American J. of Finance and Accounting     Hybrid Journal   (Followers: 21)
Asian J. of Management Science and Applications     Hybrid Journal   (Followers: 4)
Atoms for Peace: an Intl. J.     Hybrid Journal   (Followers: 3)
Electronic Government, an Intl. J.     Hybrid Journal   (Followers: 17, SJR: 0.424, CiteScore: 1)
EuroMed J. of Management     Hybrid Journal  
European J. of Cross-Cultural Competence and Management     Hybrid Journal   (Followers: 7)
European J. of Industrial Engineering     Hybrid Journal   (Followers: 10, SJR: 0.595, CiteScore: 1)
European J. of Intl. Management     Hybrid Journal   (Followers: 1, SJR: 0.3, CiteScore: 1)
Global Business and Economics Review     Hybrid Journal   (Followers: 1, SJR: 0.154, CiteScore: 0)
Interdisciplinary Environmental Review     Hybrid Journal   (Followers: 3)
Intl. J. of Abrasive Technology     Hybrid Journal   (Followers: 2, SJR: 0.279, CiteScore: 0)
Intl. J. of Accounting and Finance     Hybrid Journal   (Followers: 14)
Intl. J. of Accounting, Auditing and Performance Evaluation     Hybrid Journal   (Followers: 14, SJR: 0.14, CiteScore: 0)
Intl. J. of Ad Hoc and Ubiquitous Computing     Hybrid Journal   (Followers: 8, SJR: 0.21, CiteScore: 1)
Intl. J. of Adaptive and Innovative Systems     Hybrid Journal   (Followers: 1)
Intl. J. of Additive and Subtractive Materials Manufacturing     Hybrid Journal   (Followers: 5)
Intl. J. of Advanced Intelligence Paradigms     Hybrid Journal   (Followers: 4, SJR: 0.144, CiteScore: 1)
Intl. J. of Advanced Mechatronic Systems     Hybrid Journal   (Followers: 3, SJR: 0.132, CiteScore: 0)
Intl. J. of Advanced Media and Communication     Hybrid Journal   (Followers: 21, SJR: 0.124, CiteScore: 0)
Intl. J. of Advanced Operations Management     Hybrid Journal   (Followers: 8, SJR: 0.163, CiteScore: 0)
Intl. J. of Aerodynamics     Hybrid Journal   (Followers: 25)
Intl. J. of Agent-Oriented Software Engineering     Hybrid Journal   (Followers: 3)
Intl. J. of Agile and Extreme Software Development     Hybrid Journal   (Followers: 5)
Intl. J. of Agile Systems and Management     Hybrid Journal   (Followers: 6, SJR: 0.878, CiteScore: 3)
Intl. J. of Agricultural Resources, Governance and Ecology     Hybrid Journal   (Followers: 2, SJR: 0.152, CiteScore: 0)
Intl. J. of Alternative Propulsion     Hybrid Journal   (Followers: 8)
Intl. J. of Applied Cryptography     Hybrid Journal   (Followers: 10, SJR: 0.455, CiteScore: 3)
Intl. J. of Applied Decision Sciences     Hybrid Journal   (Followers: 1, SJR: 0.275, CiteScore: 1)
Intl. J. of Applied Management Science     Hybrid Journal   (Followers: 4, SJR: 0.229, CiteScore: 0)
Intl. J. of Applied Nonlinear Science     Hybrid Journal   (Followers: 1)
Intl. J. of Applied Pattern Recognition     Hybrid Journal   (Followers: 5)
Intl. J. of Applied Systemic Studies     Hybrid Journal   (SJR: 0.129, CiteScore: 0)
Intl. J. of Arab Culture, Management and Sustainable Development     Hybrid Journal   (Followers: 7)
Intl. J. of Artificial Intelligence and Soft Computing     Hybrid Journal   (Followers: 10)
Intl. J. of Arts and Technology     Hybrid Journal   (Followers: 6, SJR: 0.225, CiteScore: 1)
Intl. J. of Auditing Technology     Hybrid Journal   (Followers: 5)
Intl. J. of Automation and Control     Hybrid Journal   (Followers: 8, SJR: 0.189, CiteScore: 1)
Intl. J. of Automation and Logistics     Hybrid Journal   (Followers: 5)
Intl. J. of Automotive Composites     Hybrid Journal   (Followers: 3)
Intl. J. of Automotive Technology and Management     Hybrid Journal   (Followers: 6, SJR: 0.374, CiteScore: 1)
Intl. J. of Autonomic Computing     Hybrid Journal   (Followers: 2)
Intl. J. of Autonomous and Adaptive Communications Systems     Hybrid Journal   (Followers: 3, SJR: 0.128, CiteScore: 0)
Intl. J. of Aviation Management     Hybrid Journal   (Followers: 5)
Intl. J. of Banking, Accounting and Finance     Hybrid Journal   (Followers: 13, SJR: 0.137, CiteScore: 0)
Intl. J. of Behavioural Accounting and Finance     Hybrid Journal   (Followers: 8)
Intl. J. of Behavioural and Healthcare Research     Hybrid Journal   (Followers: 8)
Intl. J. of Bibliometrics in Business and Management     Hybrid Journal   (Followers: 2)
Intl. J. of Big Data Intelligence     Hybrid Journal   (Followers: 18)
Intl. J. of Bio-Inspired Computation     Hybrid Journal   (Followers: 1, SJR: 0.721, CiteScore: 4)
Intl. J. of Bioinformatics Research and Applications     Hybrid Journal   (Followers: 13, SJR: 0.157, CiteScore: 0)
Intl. J. of Biomechatronics and Biomedical Robotics     Hybrid Journal   (Followers: 4)
Intl. J. of Biomedical Engineering and Technology     Hybrid Journal   (Followers: 4, SJR: 0.205, CiteScore: 1)
Intl. J. of Biomedical Nanoscience and Nanotechnology     Hybrid Journal   (Followers: 6)
Intl. J. of Biometrics     Hybrid Journal   (Followers: 4, SJR: 0.155, CiteScore: 0)
Intl. J. of Biotechnology     Hybrid Journal   (Followers: 5, SJR: 0.269, CiteScore: 1)
Intl. J. of Bonds and Derivatives     Hybrid Journal   (Followers: 1)
Intl. J. of Business and Emerging Markets     Hybrid Journal   (Followers: 2)
Intl. J. of Business and Globalisation     Hybrid Journal   (Followers: 2, SJR: 0.263, CiteScore: 1)
Intl. J. of Business and Systems Research     Hybrid Journal   (Followers: 1, SJR: 0.104, CiteScore: 0)
Intl. J. of Business Competition and Growth     Hybrid Journal   (Followers: 5)
Intl. J. of Business Continuity and Risk Management     Hybrid Journal   (Followers: 14)
Intl. J. of Business Environment     Hybrid Journal   (Followers: 2)
Intl. J. of Business Excellence     Hybrid Journal   (Followers: 3, SJR: 0.274, CiteScore: 1)
Intl. J. of Business Forecasting and Marketing Intelligence     Hybrid Journal   (Followers: 6)
Intl. J. of Business Governance and Ethics     Hybrid Journal   (Followers: 4, SJR: 0.171, CiteScore: 0)
Intl. J. of Business Information Systems     Hybrid Journal   (Followers: 15, SJR: 0.266, CiteScore: 1)
Intl. J. of Business Innovation and Research     Hybrid Journal   (Followers: 10, SJR: 0.28, CiteScore: 1)
Intl. J. of Business Intelligence and Data Mining     Hybrid Journal   (Followers: 30, SJR: 0.249, CiteScore: 2)
Intl. J. of Business Intelligence and Systems Engineering     Hybrid Journal  
Intl. J. of Business Performance and Supply Chain Modelling     Hybrid Journal   (Followers: 16, SJR: 0.18, CiteScore: 0)
Intl. J. of Business Performance Management     Hybrid Journal   (Followers: 8, SJR: 0.197, CiteScore: 1)
Intl. J. of Business Process Integration and Management     Hybrid Journal   (Followers: 12, SJR: 0.149, CiteScore: 1)
Intl. J. of Chinese Culture and Management     Hybrid Journal   (Followers: 4)
Intl. J. of Circuits and Architecture Design     Hybrid Journal   (Followers: 6)
Intl. J. of Cloud Computing     Hybrid Journal   (Followers: 24)
Intl. J. of Cognitive Biometrics     Hybrid Journal   (Followers: 2)
Intl. J. of Cognitive Performance Support     Hybrid Journal   (Followers: 3)
Intl. J. of Collaborative Engineering     Hybrid Journal  
Intl. J. of Collaborative Enterprise     Hybrid Journal  
Intl. J. of Collaborative Intelligence     Hybrid Journal   (Followers: 1)
Intl. J. of Communication Networks and Distributed Systems     Hybrid Journal   (Followers: 7, SJR: 0.177, CiteScore: 1)
Intl. J. of Comparative Management     Hybrid Journal  
Intl. J. of Competitiveness     Hybrid Journal   (Followers: 2)
Intl. J. of Complexity in Applied Science and Technology     Hybrid Journal  
Intl. J. of Complexity in Leadership and Management     Hybrid Journal   (Followers: 28)
Intl. J. of Computational Biology and Drug Design     Hybrid Journal   (Followers: 1, SJR: 0.231, CiteScore: 1)
Intl. J. of Computational Complexity and Intelligent Algorithms     Hybrid Journal   (Followers: 1)
Intl. J. of Computational Economics and Econometrics     Hybrid Journal   (Followers: 3)
Intl. J. of Computational Intelligence in Bioinformatics and Systems Biology     Hybrid Journal   (Followers: 10)
Intl. J. of Computational Intelligence Studies     Hybrid Journal   (Followers: 3)
Intl. J. of Computational Materials Science and Surface Engineering     Hybrid Journal   (Followers: 6, SJR: 0.135, CiteScore: 0)
Intl. J. of Computational Science and Engineering     Hybrid Journal   (Followers: 1, SJR: 0.373, CiteScore: 1)
Intl. J. of Computational Systems Engineering     Hybrid Journal   (Followers: 1)
Intl. J. of Computational Vision and Robotics     Hybrid Journal   (Followers: 5, SJR: 0.129, CiteScore: 0)
Intl. J. of Computer Aided Engineering and Technology     Hybrid Journal   (Followers: 2, SJR: 0.131, CiteScore: 0)
Intl. J. of Computer Applications in Technology     Hybrid Journal   (Followers: 2, SJR: 0.225, CiteScore: 1)
Intl. J. of Computers in Healthcare     Hybrid Journal   (Followers: 2)
Intl. J. of Computing Science and Mathematics     Hybrid Journal   (Followers: 1, SJR: 0.299, CiteScore: 1)
Intl. J. of Continuing Engineering Education and Life-Long Learning     Hybrid Journal   (Followers: 3, SJR: 0.196, CiteScore: 0)
Intl. J. of Convergence Computing     Hybrid Journal   (Followers: 1)
Intl. J. of Corporate Governance     Hybrid Journal   (Followers: 4)
Intl. J. of Corporate Strategy and Social Responsibility     Hybrid Journal   (Followers: 3)
Intl. J. of Creative Computing     Hybrid Journal   (Followers: 1)
Intl. J. of Critical Accounting     Hybrid Journal   (Followers: 2)
Intl. J. of Critical Computer-Based Systems     Hybrid Journal   (SJR: 0.127, CiteScore: 0)
Intl. J. of Critical Infrastructures     Hybrid Journal   (Followers: 2, SJR: 0.173, CiteScore: 1)
Intl. J. of Data Analysis Techniques and Strategies     Hybrid Journal   (Followers: 3, SJR: 0.23, CiteScore: 0)
Intl. J. of Data Mining and Bioinformatics     Hybrid Journal   (Followers: 15, SJR: 0.217, CiteScore: 1)
Intl. J. of Data Mining, Modelling and Management     Hybrid Journal   (Followers: 13, SJR: 0.209, CiteScore: 0)
Intl. J. of Data Science     Hybrid Journal   (Followers: 9)
Intl. J. of Decision Sciences, Risk and Management     Hybrid Journal   (Followers: 10)
Intl. J. of Decision Support Systems     Hybrid Journal  
Intl. J. of Design Engineering     Hybrid Journal   (Followers: 13)
Intl. J. of Digital Culture and Electronic Tourism     Hybrid Journal   (Followers: 5)
Intl. J. of Digital Signals and Smart Systems     Hybrid Journal   (Followers: 1)
Intl. J. of Diplomacy and Economy     Hybrid Journal   (Followers: 5)
Intl. J. of Dynamical Systems and Differential Equations     Hybrid Journal   (Followers: 1, SJR: 0.184, CiteScore: 0)
Intl. J. of Earthquake and Impact Engineering     Hybrid Journal   (Followers: 4)
Intl. J. of Economic Policy in Emerging Economies     Hybrid Journal   (Followers: 2, SJR: 0.134, CiteScore: 1)
Intl. J. of Economics and Accounting     Hybrid Journal   (Followers: 1)
Intl. J. of Economics and Business Research     Hybrid Journal   (Followers: 3, SJR: 0.129, CiteScore: 0)
Intl. J. of Education Economics and Development     Hybrid Journal   (Followers: 5, SJR: 0.156, CiteScore: 0)
Intl. J. of Electric and Hybrid Vehicles     Hybrid Journal   (Followers: 9, SJR: 0.225, CiteScore: 1)
Intl. J. of Electronic Banking     Hybrid Journal   (Followers: 5)
Intl. J. of Electronic Business     Hybrid Journal   (Followers: 1, SJR: 0.24, CiteScore: 0)
Intl. J. of Electronic Customer Relationship Management     Hybrid Journal   (Followers: 2, SJR: 0.148, CiteScore: 0)
Intl. J. of Electronic Democracy     Hybrid Journal   (Followers: 1)
Intl. J. of Electronic Finance     Hybrid Journal   (Followers: 4, SJR: 0.155, CiteScore: 0)
Intl. J. of Electronic Governance     Hybrid Journal   (SJR: 0.142, CiteScore: 1)
Intl. J. of Electronic Healthcare     Hybrid Journal   (Followers: 2, SJR: 0.254, CiteScore: 1)
Intl. J. of Electronic Marketing and Retailing     Hybrid Journal   (Followers: 7, SJR: 0.249, CiteScore: 1)
Intl. J. of Electronic Security and Digital Forensics     Hybrid Journal   (Followers: 9, SJR: 0.137, CiteScore: 0)
Intl. J. of Electronic Transport     Hybrid Journal   (Followers: 7)
Intl. J. of Embedded Systems     Hybrid Journal   (Followers: 5, SJR: 0.48, CiteScore: 1)
Intl. J. of Emergency Management     Hybrid Journal   (Followers: 11, SJR: 0.185, CiteScore: 0)
Intl. J. of Energy Technology and Policy     Hybrid Journal   (Followers: 7, SJR: 0.224, CiteScore: 0)
Intl. J. of Engineering Management and Economics     Hybrid Journal   (Followers: 4)
Intl. J. of Engineering Systems Modelling and Simulation     Hybrid Journal   (Followers: 9, SJR: 0.175, CiteScore: 0)
Intl. J. of Enterprise Network Management     Hybrid Journal   (SJR: 0.118, CiteScore: 0)
Intl. J. of Entrepreneurial Venturing     Hybrid Journal   (Followers: 1, SJR: 0.308, CiteScore: 1)
Intl. J. of Entrepreneurship and Innovation Management     Hybrid Journal   (Followers: 27, SJR: 0.255, CiteScore: 1)
Intl. J. of Entrepreneurship and Small Business     Hybrid Journal   (Followers: 26, SJR: 0.401, CiteScore: 1)
Intl. J. of Environment and Health     Hybrid Journal   (Followers: 5, SJR: 0.181, CiteScore: 0)
Intl. J. of Environment and Pollution     Hybrid Journal   (Followers: 2, SJR: 0.215, CiteScore: 1)
Intl. J. of Environment and Sustainable Development     Hybrid Journal   (Followers: 15, SJR: 0.132, CiteScore: 0)
Intl. J. of Environment and Waste Management     Hybrid Journal   (Followers: 4, SJR: 0.175, CiteScore: 0)
Intl. J. of Environment, Workplace and Employment     Hybrid Journal   (Followers: 4, SJR: 0.117, CiteScore: 0)
Intl. J. of Environmental Engineering     Hybrid Journal   (Followers: 6)
Intl. J. of Environmental Policy and Decision Making     Hybrid Journal   (Followers: 3)
Intl. J. of Environmental Technology and Management     Hybrid Journal   (Followers: 1, SJR: 0.141, CiteScore: 0)
Intl. J. of Exergy     Hybrid Journal   (Followers: 2, SJR: 0.396, CiteScore: 1)
Intl. J. of Experimental and Computational Biomechanics     Hybrid Journal   (Followers: 8)
Intl. J. of Experimental Design and Process Optimisation     Hybrid Journal   (Followers: 5)
Intl. J. of Export Marketing     Hybrid Journal   (Followers: 2)
Intl. J. of Financial Engineering and Risk Management     Hybrid Journal   (Followers: 4)
Intl. J. of Financial Innovation in Banking     Hybrid Journal   (Followers: 3)
Intl. J. of Financial Markets and Derivatives     Hybrid Journal   (Followers: 4)
Intl. J. of Financial Services Management     Hybrid Journal   (Followers: 1)
Intl. J. of Food Safety, Nutrition and Public Health     Hybrid Journal   (Followers: 16)
Intl. J. of Forensic Engineering     Hybrid Journal   (Followers: 2)
Intl. J. of Forensic Engineering and Management     Hybrid Journal   (Followers: 3)
Intl. J. of Foresight and Innovation Policy     Hybrid Journal   (Followers: 5, SJR: 0.115, CiteScore: 0)
Intl. J. of Functional Informatics and Personalised Medicine     Hybrid Journal   (Followers: 4)
Intl. J. of Fuzzy Computation and Modelling     Hybrid Journal   (Followers: 2)
Intl. J. of Gender Studies in Developing Societies     Hybrid Journal   (Followers: 4)
Intl. J. of Global Energy Issues     Hybrid Journal   (Followers: 9, SJR: 0.199, CiteScore: 0)
Intl. J. of Global Environmental Issues     Hybrid Journal   (Followers: 3, SJR: 0.153, CiteScore: 0)
Intl. J. of Global Warming     Hybrid Journal   (Followers: 2, SJR: 0.259, CiteScore: 1)
Intl. J. of Globalisation and Small Business     Hybrid Journal   (Followers: 11, SJR: 0.233, CiteScore: 1)
Intl. J. of Governance and Financial Intermediation     Hybrid Journal  
Intl. J. of Granular Computing, Rough Sets and Intelligent Systems     Hybrid Journal   (Followers: 2)
Intl. J. of Green Economics     Hybrid Journal   (Followers: 3, SJR: 0.209, CiteScore: 0)
Intl. J. of Grid and Utility Computing     Hybrid Journal   (SJR: 0.341, CiteScore: 2)
Intl. J. of Happiness and Development     Hybrid Journal   (Followers: 7)
Intl. J. of Healthcare Technology and Management     Hybrid Journal   (Followers: 7, SJR: 0.139, CiteScore: 0)
Intl. J. of Heavy Vehicle Systems     Hybrid Journal   (Followers: 7, SJR: 0.23, CiteScore: 0)
Intl. J. of High Performance Computing and Networking     Hybrid Journal   (Followers: 4, SJR: 0.428, CiteScore: 1)
Intl. J. of High Performance Systems Architecture     Hybrid Journal   (Followers: 6, SJR: 0.116, CiteScore: 0)
Intl. J. of Higher Education and Sustainability     Hybrid Journal   (Followers: 5)
Intl. J. of Hospitality and Event Management     Hybrid Journal   (Followers: 4)
Intl. J. of Human Factors and Ergonomics     Hybrid Journal   (Followers: 17, SJR: 0.117, CiteScore: 0)
Intl. J. of Human Factors Modelling and Simulation     Hybrid Journal   (Followers: 14)
Intl. J. of Human Resources Development and Management     Hybrid Journal   (Followers: 26, SJR: 0.162, CiteScore: 0)
Intl. J. of Human Rights and Constitutional Studies     Hybrid Journal   (Followers: 13)
Intl. J. of Humanitarian Technology     Hybrid Journal  
Intl. J. of Hydrology Science and Technology     Hybrid Journal   (Followers: 5, SJR: 0.43, CiteScore: 2)
Intl. J. of Hydromechatronics     Hybrid Journal  
Intl. J. of Image Mining     Hybrid Journal   (Followers: 1)
Intl. J. of Immunological Studies     Hybrid Journal   (Followers: 1)
Intl. J. of Indian Culture and Business Management     Hybrid Journal  
Intl. J. of Industrial and Systems Engineering     Hybrid Journal   (Followers: 11, SJR: 0.34, CiteScore: 1)
Intl. J. of Industrial Electronics and Drives     Hybrid Journal   (Followers: 4)
Intl. J. of Information and Coding Theory     Hybrid Journal   (Followers: 6)
Intl. J. of Information and Communication Technology     Hybrid Journal   (Followers: 8, SJR: 0.13, CiteScore: 0)
Intl. J. of Information and Computer Security     Hybrid Journal   (Followers: 17, SJR: 0.141, CiteScore: 0)
Intl. J. of Information and Decision Sciences     Hybrid Journal   (Followers: 10, SJR: 0.233, CiteScore: 1)
Intl. J. of Information and Operations Management Education     Hybrid Journal   (Followers: 8)

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Journal Cover
American Journal of Finance and Accounting
Number of Followers: 21  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1752-7767 - ISSN (Online) 1752-7775
Published by Inderscience Publishers Homepage  [435 journals]
  • Bank behaviour in good times and bad times: the impact of regulations and
           risk taking on bank performance
    • Authors: Miroslav Mateev, Petko Bachvarov
      Pages: 193 - 252
      Abstract: In this paper, we investigate the main determinants of bank performance before, during and after the recent financial crisis of 2007-2008. Using a sample of 178 large and medium sized banks from 33 countries around the globe, we test the validity of different hypotheses advanced in the academic literature. We find that financial institutions that performed more poorly during the crisis had, on average, lower return in 2006, less deposits and less leverage, higher risk, and more funding fragility, and they come from countries with better institutional environment. We also investigate the role of bank regulations and their impact on bank performance during good times and bad times. We provide new evidence that restrictions on bank activities are, in general, uncorrelated with the performance of banks during the crisis; however, this relationship is significant for large banks. Our analysis provides convincing evidence for the increased power of regulations and the diminishing role of bank risk taking after the crisis.
      Keywords: credit crisis; risk taking; regulation; bank governance; ownership control; institutional environment; funding fragility; capital adequacy; short-term funding; equity return
      Citation: American J. of Finance and Accounting, Vol. 5, No. 3 (2018) pp. 193 - 252
      PubDate: 2018-07-04T23:20:50-05:00
      DOI: 10.1504/AJFA.2018.093038
      Issue No: Vol. 5, No. 3 (2018)
       
  • A comparative analysis of dynamic and cross-sectional approaches for
           financial performance analysis
    • Authors: Moslem Alimohammadlou, Abbas Bonyani
      Pages: 253 - 275
      Abstract: The use of financial ratios as the necessary information is considered as one of the noticeable issues for researchers to apply quantitative models for evaluating the performance of institutions. The reason for introducing these new approaches is that the financial ratios cannot individually provide a correct and adequate understanding of an institution's performance. This study is aimed to compare the cross-sectional analysis and dynamic analysis to evaluate the financial performance. In this regard, 14 companies were examined based on two approaches during the period of 2011-2015 using the five influential ratios on financial performance evaluation. Then, results were compared to data of the test period (2016). Results showed that applying the dynamic analysis of performance instead of cross-sectional analysis and also carefully consideration in the analysis of efficient frontier shift can provide a more accurate evaluation of financial performance of companies compared to the multi-criteria decision-making analysis.
      Keywords: performance measurement; DEA window analysis; Malmquist index; best-worst method; PROMETHEE II
      Citation: American J. of Finance and Accounting, Vol. 5, No. 3 (2018) pp. 253 - 275
      PubDate: 2018-07-04T23:20:50-05:00
      DOI: 10.1504/AJFA.2018.093037
      Issue No: Vol. 5, No. 3 (2018)
       
  • Stock price synchronicity and its effect on stock market volatility:
           evidence from the MENA region
    • Authors: Omar Farooq, Neveen Ahmed, Mohammed Bouaddi
      Pages: 276 - 292
      Abstract: This study investigates whether stock price synchronicity contains information regarding future stock market volatility. More specifically, this paper answers three important questions: 1) Does historic stock price synchronicity affect stock market volatility?; 2) If it does, how much of the volatility is explained by synchronicity?; 3) Does the impact of unexpected shocks on stock market volatility depend on historic synchronicity? Using the data from MENA region (Morocco, Tunisia, Egypt, United Arab Emirates, Jordan, Oman, and Bahrain), we document significantly positive relationship between stock price synchronicity and stock market volatility during the period between 2005 and 2010. We show that, whether stocks co-move downward or co-move upward, it causes stock market volatility to go up significantly. Our results are significant across all markets. We also show that synchronous component of volatility can, at times, completely explain stock market volatility. Furthermore, we also show that the impact of unexpected shocks on stock market volatility is an increasing function of stock price synchronicity.
      Keywords: stock price synchronicity; stock market volatility; emerging markets
      Citation: American J. of Finance and Accounting, Vol. 5, No. 3 (2018) pp. 276 - 292
      PubDate: 2018-07-04T23:20:50-05:00
      DOI: 10.1504/AJFA.2018.093042
      Issue No: Vol. 5, No. 3 (2018)
       
  • Political uncertainty and market reaction: the case of Tunisian
           democratic transition
    • Authors: Linda Fakhfakh, Taher Hamza, Siwar Ellouz
      Pages: 293 - 321
      Abstract: Political risk is an important factor that affects stock market reaction. Our paper investigates the impact of Tunisian democratic transition on both stock market and bank sector returns. We use the event study and BHAR methodologies and test the relation between political risk and stock returns in the short and long-term horizon. Our results show that: 1) In the short-term, the political risk associated with the 'revolution' event, affects negatively the stock market returns. This impact is positive in the long-term. 2) The '2014 elections' event positively affects stock market returns in the short-term and negatively over 18 months. 3) For the '2011 elections' event, the short-term positive effect seems to persist for long-term. 4) Lastly, in the context of democratic transition, political risk affects negatively the bank sector returns. This study proposes several managerial implications for investors as well as for market regulators.
      Keywords: political risk; bank sector; revolution and democratic transition; event study; BHAR methodology
      Citation: American J. of Finance and Accounting, Vol. 5, No. 3 (2018) pp. 293 - 321
      PubDate: 2018-07-04T23:20:50-05:00
      DOI: 10.1504/AJFA.2018.093046
      Issue No: Vol. 5, No. 3 (2018)
       
 
 
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