Asia-Pacific Financial Markets

1.1(top 50%)

impact factor

498(top 50%)

papers

3.3K(top 20%)

citations

27(top 20%)

h-index

1.1(top 50%)

extended IF

591

all documents

4.0K

doc citations

40(top 20%)

g-index

Top Articles

#	Title	Journal	Year	Citations
1	Efficiency of Microfinance Institutions: A Data Envelopment Analysis	Asia-Pacific Financial Markets	2010	123
2	An Asymptotic Expansion Approach to Pricing Financial Contingent Claims	Asia-Pacific Financial Markets	1999	110
3	Board Size, Independence and Performance: An Analysis of Thai Banks	Asia-Pacific Financial Markets	2007	108
4	A Note on Option Pricing for the Constant Elasticity of Variance Model	Asia-Pacific Financial Markets	2002	86
5	Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?	Asia-Pacific Financial Markets	2022	77
6	Portfolio optimization with a defaultable security	Asia-Pacific Financial Markets	2007	69
7	No Arbitrage Condition for Positive Diffusion Price Processes	Asia-Pacific Financial Markets	2002	61
8	An Interest Rate Model with Upper and Lower Bounds	Asia-Pacific Financial Markets	2002	56
9	Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes	Asia-Pacific Financial Markets	2007	54
10	The Determinants of Bank Capital Ratios in a Developing Economy	Asia-Pacific Financial Markets	2008	50
11	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs	Asia-Pacific Financial Markets	2019	47
12	Portfolio Optimization under Lower Partial Risk Measures	Asia-Pacific Financial Markets	2002	45
13	Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets	Asia-Pacific Financial Markets	1999	43
14	[Geometric Lévy Process & MEMM] Pricing Model and Related Estimation Problems	Asia-Pacific Financial Markets	2001	42
15	A Fair Pricing Approach to Weather Derivatives	Asia-Pacific Financial Markets	2004	41
16	Unconditional and Conditional Distributional Models for the Nikkei Index	Asia-Pacific Financial Markets	1998	39
17	Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia	Asia-Pacific Financial Markets	2007	38
18	Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data	Asia-Pacific Financial Markets	2013	37
19	Energy Consumption and Bitcoin Market	Asia-Pacific Financial Markets	2022	37
20	Squared Bessel Processes and Their Applications to the Square Root Interest Rate Model	Asia-Pacific Financial Markets	2002	35
21	(null)	Asia-Pacific Financial Markets	2002	34
22	Diversified Portfolios with Jumps in a Benchmark Framework	Asia-Pacific Financial Markets	2004	34
23	Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model	Asia-Pacific Financial Markets	2007	34
24	Interactions among China-Related Stocks	Asia-Pacific Financial Markets	2000	33
25	Pricing Options under Stochastic Interest Rates: A New Approach	Asia-Pacific Financial Markets	1999	32
26	Classes of Interest Rate Models under the HJM Framework	Asia-Pacific Financial Markets	2001	32
27	Volatility Forecasting in the Hang Seng Index using the GARCH Approach	Asia-Pacific Financial Markets	2009	32
28	Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment	Asia-Pacific Financial Markets	1999	30
29	Productivity and Technical Change in Malaysian Banking: 1989–1998	Asia-Pacific Financial Markets	2003	29
30	A Stochastic Receding Horizon Control Approach to Constrained Index Tracking	Asia-Pacific Financial Markets	2008	29
31	Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity	Asia-Pacific Financial Markets	2009	29
32	Speculative Futures Trading under Mean Reversion	Asia-Pacific Financial Markets	2016	29
33	Option Pricing under Stochastic Interest Rates: An Empirical Investigation	Asia-Pacific Financial Markets	2002	27
34	The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets	Asia-Pacific Financial Markets	1998	24
35	A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach	Asia-Pacific Financial Markets	2004	22
36	Analysis of the Nonlinear Option Pricing Model Under Variable Transaction Costs	Asia-Pacific Financial Markets	2016	22
37	Does the Momentum Strategy Work Universally? Evidence from the Japanese Stock Market	Asia-Pacific Financial Markets	2001	21
38	(null)	Asia-Pacific Financial Markets	2001	21
39	The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly	Asia-Pacific Financial Markets	2003	21
40	Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs	Asia-Pacific Financial Markets	2003	21
41	Dynamic Linkages Between the China and International Stock Markets	Asia-Pacific Financial Markets	2009	21
42	Pricing Discrete Barrier Options Under Stochastic Volatility	Asia-Pacific Financial Markets	2012	21
43	Portfolio Optimization in Discontinuous Markets under Incomplete Information	Asia-Pacific Financial Markets	2006	20
44	Crossing the River by Touching Stones?: The Reform of Corporate Ownership in China	Asia-Pacific Financial Markets	2012	20
45	Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence	Asia-Pacific Financial Markets	2016	20
46	Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market	Asia-Pacific Financial Markets	2021	20
47	(null)	Asia-Pacific Financial Markets	1998	19
48	Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets	Asia-Pacific Financial Markets	2005	19
49	An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates	Asia-Pacific Financial Markets	2007	19
50	The Impact of Derivatives Activity on Commercial Banks: Evidence from U.S. Bank Holding Companies	Asia-Pacific Financial Markets	2010	19

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