Journal of Economics, Finance and Administrative Science: Volume 27 Issue 54 , Open Access

Editorial: Journal aim and scope and ongoing positioning

Nestor U. Salcedo

Assessing the possibility of winning a WTO dispute before being involved

Nikolai Klishch, Alexander Larionov

This article focuses on whether there is a chance to win a World Trade Organization (WTO) trade dispute at the consultation stage. The study suggests an approach to resolving…

Analysing the linkage between total factor productivity and tourism growth in Latin American countries

Panayiotis Tzeremes

The study aims to investigate the nexus between total factor productivity and tourism growth in Latin American countries for time series data from 1995 to 2017.

Determination of the world stock indices' co-movements by association rule mining

Burcu Kartal, Mehmet Fatih Sert, Melih Kutlu

This study aims to provide preliminary information to the investor by determining which indices co-movement, with the data mining method.

Is there a price bubble in the exchange rates of the developing countries? The case of BRICS and Turkey

Hakan Yildirim, Saffet Akdag, Andrew Adewale Alola

The last decades have experienced increasingly integrated global political and economic dynamics ranging especially from the influence of exchange rates and trade amid other…

The impact of real exchange rates on real stock prices

Hock Tsen Wong

The study examines the impact of real exchange rates and asymmetric real exchange rates on real stock prices in Malaysia, the Philippines, Singapore, Korea, Japan, the United…

Economic policy uncertainty of China and investment opportunities: a tale of ASEAN stock markets

Hassanudin Mohd Thas Thaker, Mohamed Asmy Mohd Thas Thaker, Muhammad Rizky Prima Sakti, Imtiaz Sifat, Anwar Allah Pitchay, Hafezali Iqbal Hussain

The purpose of this paper is to examine the effect of economic policy uncertainty (EPU) of China on investment opportunities in five ASEAN economies.

Return and volatility spillover between India and leading Asian and global equity markets: an empirical analysis

Aswini Kumar Mishra, Saksham Agrawal, Jash Ashish Patwa

The study uses the multivariate GARCH-BEKK model (which was first proposed by Baba et al. (1990) and then further developed by Engle and Kroner (1995)) to examine the return and…

Testing the market efficiency in Indian stock market: evidence from Bombay Stock Exchange broad market indices

Rajesh Elangovan, Francis Gnanasekar Irudayasamy, Satyanarayana Parayitam

Despite volumes of research on the efficient market hypothesis (EMH) over the last six decades, the results are inconclusive as some studies supported the hypothesis, and some…

Risk-managed time-series momentum: an emerging economy experience

Simarjeet Singh, Nidhi Walia, Stelios Bekiros, Arushi Gupta, Jigyasu Kumar, Amar Kumar Mishra

This research study aims to design a novel risk-managed time-series momentum approach. The present study also examines the time-series momentum effect in the Indian equity market…

Pakistan: a study of market's returns and anomalies

Sana Tauseef, Philippe Dupuy

This paper aims to expand foreign investors' understanding of potential return enhancement and risk diversification advantages offered by equity market of Pakistan through…

Shadow economy in Palestinian territories using currency demand approach

Mohammad Kamal Abuamsha, S. Shumali

The study aims at estimating the shadow economy (SE) using the method of demand for currency in Palestine for the period 2008–2018 by studying the relationship between a group of…

Financial fragility and financial stress during the COVID-19 crisis: evidence from Colombian households

Raúl Armando Cardona-Montoya, Vivian Cruz, Samuel Arturo Mongrut

Our findings indicate that workers with more financial education were more prepared to face the negative effects on their finances from COVID. This ability reduces the probability…

Reinvesting in equity crowdfunding: the case of digital workers

Rayan Faisal A. Makki, Stefan Van Hemmen

The purpose of this study is to investigate the initial investment's motivations and study the reinvesting motivations. The results revealed differences in reinvestors'…