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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: 15)
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: 26)
Intl. J. of Agent-Oriented Software Engineering     Hybrid Journal   (Followers: 3)
Intl. J. of Agile and Extreme Software Development     Hybrid Journal   (Followers: 6)
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: 14, SJR: 0.137, CiteScore: 0)
Intl. J. of Behavioural Accounting and Finance     Hybrid Journal   (Followers: 9)
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: 4, 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: 10, 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: 9)
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: 18, SJR: 0.117, CiteScore: 0)
Intl. J. of Human Factors Modelling and Simulation     Hybrid Journal   (Followers: 15)
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: 11, SJR: 0.233, CiteScore: 1)
Intl. J. of Information and Operations Management Education     Hybrid Journal   (Followers: 8)

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Journal Cover
International Journal of Banking, Accounting and Finance
Journal Prestige (SJR): 0.137
Number of Followers: 14  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1755-3830 - ISSN (Online) 1755-3849
Published by Inderscience Publishers Homepage  [435 journals]
  • A contingent claims approach to the determinants of the stock-bond
           return relationship
    • Authors: Louisa Chen, Thanos Verousis
      Pages: 1 - 18
      Abstract: This paper decomposes the two effects on a firm's stock and bond returns - the effect of firm's future cash flow and the effect of business risk to study the relationship between the returns of stocks and bonds issued by the same firm. Based on the contingent claims option pricing theory, we employ the firm-level data and an event study methodology, and generate hypotheses regarding the stock-bond return relationship. We show that, by controlling for firm's leverage and firm's future cash flow has a simultaneous positive effect on the firm's stock and bond returns, whereas firm's business risk has a decoupling effect on stock and bond returns. In addition, we provide evidence for the 'flight to quality' hypothesis at a firm-specific level. Our findings complement the literature of stock and bond correlation within a theoretical framework.
      Keywords: stock-bond return relationship; contingent claims analysis; capital structure; firm performance; business risk; finance theory
      Citation: International Journal of Banking, Accounting and Finance, Vol. 9, No. 1 (2018) pp. 1 - 18
      PubDate: 2018-01-23T23:20:50-05:00
      DOI: 10.1504/IJBAAF.2018.089425
      Issue No: Vol. 9, No. 1 (2018)
       
  • Working capital management, cash flow and SMEs' performance
    • Authors: Godfred Adjapong Afrifa, Ishmael Tingbani
      Pages: 19 - 43
      Abstract: The paper presents comprehensive evidence on the relationship between working capital management (WCM) and SMEs' performance by taking into consideration of the plausible effect of cash flow. The paper adopts a panel data regression analysis on a sample of 802 British quoted small and medium enterprises listed on the alternative investment market for the period from 2004 to 2013. The results of the study demonstrate the importance of cash flow on SMEs' WCM and performance. According to our findings, WCM has a significantly negative impact on SME performance. However, with the available cash flow, we find a significantly positive relationship. Additionally, our evidence revels that the cash flow constrained (non-constrained) SMEs are able to enhance their performance through decreased (increased) investment in WCM. Overall, the results demonstrate the importance of cash flow availability on SMEs' working capital needs. Our findings suggest that in an event of cash flow unavailability (availability) managers should strive to reduce (increase) the investment in working capital in order to the improve performance. This current study incorporates the relevance of cash flow in assessing the association between WCM and firm performance.
      Keywords: working capital management; WCM; performance; small and medium enterprises; SMEs; cash flow
      Citation: International Journal of Banking, Accounting and Finance, Vol. 9, No. 1 (2018) pp. 19 - 43
      PubDate: 2018-01-23T23:20:50-05:00
      DOI: 10.1504/IJBAAF.2018.089421
      Issue No: Vol. 9, No. 1 (2018)
       
  • Branch manager characteristics and efficiency during capital controls
    • Authors: Godfred Adjapong Afrifa, Ishmael Tingbani
      Pages: 44 - 60
      Abstract: This paper investigates the impact of manager characteristics on bank branch efficiency during the extreme economic event of capital controls. A unique branch-level data set comprising of accounting and personal managerial information of a representative Greek systemic bank is utilised. A profit-oriented bootstrapped DEA model is run for both the total branch network of the bank under investigation and a homogeneous group of its branches, covering the period from January 2016 to February 2017. It is found that university graduate managers outperform on average their colleagues with a secondary education level regardless of the sample used. In the case of the homogeneous sample, more experienced managers can tackle adverse crisis effects on branch performance more effectively than inexperienced managers; this is even more applicable to the large branches. In this homogeneous branch framework, management experience can satisfactorily compensate for educational limitations caused by a manager not having higher education qualifications.
      Keywords: banking; bank branch efficiency; manager characteristics; experience level; educational background; accounting information; profit and loss statements; bootstrap DEA; capital controls; Greece
      Citation: International Journal of Banking, Accounting and Finance, Vol. 9, No. 1 (2018) pp. 44 - 60
      PubDate: 2018-01-23T23:20:50-05:00
      DOI: 10.1504/IJBAAF.2018.089424
      Issue No: Vol. 9, No. 1 (2018)
       
  • Volume weighted volatility: empirical evidence for a new realised
           volatility measure
    • Authors: Chaiyuth Padungsaksawasdi, Robert T. Daigler
      Pages: 61 - 87
      Abstract: We introduce a new conceptually superior realised volatility estimator, volume weighted volatility (VWV), which effectively measures demand-based volatility, rather than only measuring the variability of a price series. We compare the VWV to other return- and range-based measures using the stock index futures, with our results supporting the empirical uniqueness of VWV. First, regressions show that the VWV provides unique information. Second, VWV is (only) weakly associated with other volatility measures for the smallest four volatility quintiles. Third, correlograms illustrate that the VWV is less persistent than the other measures, leading to more unique volatility values. Finally, the VWV most closely approximates the normal distribution.
      Keywords: realised volatility; volume; volume weighted average price; VWAP
      Citation: International Journal of Banking, Accounting and Finance, Vol. 9, No. 1 (2018) pp. 61 - 87
      PubDate: 2018-01-23T23:20:50-05:00
      DOI: 10.1504/IJBAAF.2018.089423
      Issue No: Vol. 9, No. 1 (2018)
       
  • Intraday realised volatility forecasting and announcements
    • Authors: Dimitrios I. Vortelinos, Konstantinos Gkillas
      Pages: 88 - 118
      Abstract: This paper examines the importance of macroeconomic announcements, nonlinearity and combining, to realised volatility forecasting in equity-, energy- and commodities-mini-futures markets, by using intraday frequency data. We use three evaluation criteria to detect whether the predictions are more accurate on the out-of-sample announcement days or on the all out-of-sample days. The forecasting evaluation dataset starts from 14 October 2009 to 14 October 2011. The findings indicate that there are some announcements on which nonlinear and combined models forecast realised volatility more accurately in announcement days.
      Keywords: forecasting; macro-economic announcements; nonlinearity; combining; mini-futures markets
      Citation: International Journal of Banking, Accounting and Finance, Vol. 9, No. 1 (2018) pp. 88 - 118
      PubDate: 2018-01-23T23:20:50-05:00
      DOI: 10.1504/IJBAAF.2018.089426
      Issue No: Vol. 9, No. 1 (2018)
       
 
 
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