The h-index is defined as the maximum value of h such that the given journal/author has published h papers that have each been cited at least h number of times. First, although the enactment of capital-based regulations is positively related to bank stability, capital ratios are not in themselves a reliable indicator of a banking system's resilience to systemic shocks. It utilises various improved performance measures (short and long run performance, book and market value, labour productivity and overall productivity), as well as a test for causality. In addition, we also find bank loan contracts of family firms are more restrictive than those of non-family firms in terms of financial and general covenants. However, for banks with capital-structure problems domiciled in crisis-affected countries, high deferred tax assets lead to higher likelihood of future crash risk. The study proposes a panel FAVAR methodological approach to combine the additional predictions from a long list of accounting, market and macroeconomic fundamental variables. Find journal impact factor, acceptance rate and much more for 40,000+ journals on Typeset. The various competing models are evaluated in terms of statistical metrics and trading performance criteria via a trading strategy. MS-AR models are a well-established method for modelling effectively nonlinear financial time series, which entail non-homogeneous observed data and where the patterns of the entailed temporal dynamics may change over time. Specifically, we measure the default probabilities of listed corporate entities in ten European countries, and the USA, covering the recent global financial crisis period and the subsequent European sovereign crisis, the latter of which is still with us today, in 2013. Our main results are: 1) crises affect stock market returns negatively; 2) the monotonic relationship between risk and return is more obvious during crises than without crises; 3) volatility of stock returns is high during crises; 4) the asymmetric news effect (leverage effect) is negative and statistically different from zero for the three indices in all scenarios; 5) the asymmetric news effect is more obvious for the weekly stocks returns. A stronger relation between the unrealised changes and future-realised gains/losses in the crisis period provides economic rationale to the value relevance during this period. A comprehensive analysis based on 171 US manufacturing firms and spanning the period 2003-2011, shows that variance decompositions support the dominance of the market environment over the accounting and the macroeconomic environments in providing information to the credit markets. This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 These include product development, human resources management, project management, logistics, production management, Services Marketing, CRM, e-commerce, e … This paper seeks to examine the effect that audit quality has on audit opinion expression in the context of the recessive Eurozone environment. The ISSN of International Journal of Banking, Accounting and Finance journal is 17553830, 17553849. We look at historical episodes in the USA over the last 100 years of major stock market crashes in the Dow Jones industrial average (DJIA), the S&P 500 and the NASDAQ indices to examine the effect of financial crises on stock returns and the news effect. This study attempts to provide evidence of the relation between capital structure, stock crash-risk and deferred taxation. The African Finance Journal publishes significant new research in finance and strives to establish a balance between theoretical and empirical studies. Foreign Ownership and Dividend Policy - The Case of Vietnam, Stock market predictability 2000–2014: The effect of the great recession, Stock market predictability 2000-2014: the effect of the great recession, The 2016 EU-wide bank stress test: an analysis of the main methodological novelties, The 2016 EU-wide bank stress test: An analysis of the main methodological novelties, Basel 3.5 vs. Basel III: a radical overhaul of the capital requirements pillar. In addition, it is found that higher level of efficiency results in higher level of competition in the Chinese banking industry and higher levels of credit risk precede an increase in the level of competition. A further robustness analysis finds that the result is driven by those firms changing status from family firms to non-family firms. Visit the official website of the journal/conference for the call for paper, submission guidelines, notification date, and submission deadlines. International Journal of Banking, Accounting and Finance IF is decreased by a factor of 0.06 and approximate percentage change is -35.29% when compared to preceding year 2017, which International Journal of Islamic Banking and Finance Research (IJIBFR) is a refereed international journal which is published semiannually. International Journal of Banking, Accounting and Finance is a journal covering the technologies/fields/categories related to Accounting (Q4); Economics and Econometrics (Q4); Finance (Q4). The organization or individual who handles the printing and distribution of printed or digital publications is known as Publisher. The IC Impact factor value of this journal is 6.26 The publication charge of this journal… Source: https://www.scimagojr.com/journalrank.php, IEEE Article The European sovereign debt crisis has forced many countries in the Eurozone to request financial assistance from the European Central Bank (ECB) and the International Monetary Fund (IMF) to prevent the contagion of the crisis to national banking systems. However, this finding does not persist for audit tenure. Policy officials should, we believe, nurture, not penalise, the tax revenue paying and jobs generating private sector when considering austerity measures of distressed sovereigns. International Journal of Banking, Accounting and Finance is cited by a total of 7 articles during the last 3 years (Preceding 2018). Only Open Access Journals Only SciELO Journals Only WoS Journals It is published by Inderscience Publishers. The purpose of this paper is to develop and identify the best hybrid model to predict stock index returns. Issue 3 2013. International Journal of Banking Accounting and Finance | Read 145 articles with impact on ResearchGate, the professional network for scientists. The Journal aims to provide monthly journals which are published after peer review from editorial board members from across the world. Journal of Finance and Accounting (JFA) provides a forum for sharing timely and up-to-date publication of scientific research and review articles. Impact Factor: 1.818 ℹ Impact Factor: 2019: 1.818 The Impact Factor measures the average number of citations received in a particular year by papers published in the journal during the two preceding years. Instant formatting template for International Journal of Financial Innovation in Banking guidelines. In the framework of providing large-scale financial rescue packages, the Troika, a unique institutional construction that consists of the ECB, the IMF and the European Commission (EU), has developed economic policies in combination with economic adjustment programs that aim to reinforce financial stability and reduce systemic risk. ... OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT WESTON BARGER and MATTHEW LORIG. Wealth - International Journal of Money, Banking and Finance (Wealth-IJMBF) is governed by the policy guidelines as recommended by the members of Wealth-IJMBF Editorial and Advisory Board. Note: The impact factor shown here is equivalent to citescore and is, therefore, used as a replacement for the same. Journal description. Country: ... 2008-2020: Scope: IJBAAF provides an outlet for empirical research on all aspects of accounting, banking and finance. The scopes of the Research Journal of Finance and Accounting (RJFA) include, but not limited to, asset pricing, investments, ... acclaimed for redirecting international financial research and studies for defining new directions. The results indicate that predictability is time-varying and stock-specific, a finding which is in accordance to the adaptive market hypothesis. The impact factor (IF) 2018 of International Journal of Banking, Accounting and Finance The analysis shows that the hybrid ARIMA-SVM model is the best forecasting model to achieve high forecast accuracy and better returns. JRFM was formerly edited by Prof. Dr. Raymond A.K. 10. Such results suggest that within the focus period of this study, mortgage backed securitisation in particular resulted in an overall specialisation of credit, in ways that weakens the risk benefit associated with loan specialisation. This paper investigates the impact of a bank's community responsibilities on financial performance. This paper uses banking industry ratings produced by large credit rating agencies to investigate the factors affecting the vulnerability of a banking system. As per available reports about 1560 journals, 3101 Conferences, workshops are presently dedicated exclusively to accounting and about 7624 articles are being published on the current trends in accounting. Using US bank holding company data from 2001: Q2 to 2014: Q1, I find a positive relation between securitisation and bank loan specialisation, driven primarily by securitised mortgages. Our empirical results from S&P 500 firms show bank loans of family firms have higher annual fees, but there is no similar pattern with higher loan spread. The purpose of this research is to identify the effects of information disclosure on commercial bank performance and stability. Using a sample of Chinese commercial banks over the period 2003–2013, this paper tests the interrelationships between credit risk, competition and cost efficiency in the Chinese banking industry under a three-stage least square estimator. An International Standard Serial Number (ISSN) is a unique code of 8 digits. Journal Citation Reports (Clarivate Analytics, 2020) 5-Year Impact Factor: 2.119 ℹ Five-Year Impact Factor: 2019: 2.119 Using a sample of 27 US bank holding companies (BHCs) for the period from June 2001 to December 2008, a significant relationship between the quantity and quality of information disclosure and bank performance and stability is observed. The impact factor (IF) 2018 of International Journal of Banking, Accounting and Finance is 0.11, which is computed in 2019 as per it's definition.International Journal of Banking, Accounting and Finance IF is decreased by a factor of 0.06 and approximate percentage change is -35.29% when compared to preceding year 2017, which shows a falling trend. During the great recession the number of stocks whose returns were found to be predictable increased substantially, especially during the period of Lehman Brothers bankruptcy. Using a sample of banks domiciled in Eurozone countries and stock crash risk measures that capture both medium and extreme risk, the study shows that the recording of deferred tax components leads, in some instances, related to capital structure, to future stock crash risk. I find value relevance of these unrealised changes, but only in the crisis period. Based on these results, we believe that people’s reaction is homogenous and recurs. Please refer to Web of Science data source for checking the exact journal impact factor ™ (Thomson Reuters) metric. In terms of causality, the paper finds that social and financial performances could be codetermined; however, the relationship between these two variables seemed to be stronger in the direction of social responsibility having an impact on financial performance. The impact factor (IF) 2018 of International Journal of Managerial and Financial Accounting is 1.61, which is computed in 2019 as per it's definition.International Journal of Managerial and Financial Accounting IF is increased by a factor of 0.7 and approximate percentage change is 76.92% when compared to preceding year 2017, which shows a rising trend. Published in association with ISRA International Journal of Islamic Finance. It contains over 12000 Journals. The paper investigates the relationship between foreign ownership and dividend policy of firms in the Vietnam stock market. Journal Impact Factor: 3.35 Business and Management is continuous process which requires production and distribution of goods and services for human requirement. The main objective is the evaluation of systemic risk in Greece, Ireland, Portugal, Cyprus and Spain 'pre' and 'post' the Troika's financial rescue programs to examine whether the Troika's bailout programs reduce systemic risk and financial fragility. In this respect, these results likely imply that recording deferred tax in a manner better reflecting the provisions of accounting standards may not increase the likelihood of a future stock crash. In terms of research annually, USA, India, Japan, Brazil and Canada are some of the leading countries where maximum studies related to accounting are being carried out. Essentially, our model outperforms in forecasting both the evolution of outflow rates and the absolute level of customer deposit balances over time, while its superiority relative to peer models is even more pronounced during periods of systemic shock in a country. ISSN (print): 0219-0249 | ISSN (online): 1793-6322. International Journal of Managerial Finance - Volume 1 Issue 1 to Volume 16 Issue 5 International Journal of Banking, Accounting and Finance; Forthcoming articles; Forthcoming articles International Journal of Banking, Accounting and Finance. Issue 2 2013. Our results, while largely consistent with past studies, include two noteworthy findings. shows a falling trend. In this paper, I empirically investigate the link between the spatial clustering of firms in large, central cities (i.e., urban agglomeration) and audit pricing. Essentially, our model can be used as an integrated part of a capital or liquidity stress testing framework by supervisory, macroprudential or monetary policy authorities, in assessing the resilience of a certain bank or of the whole banking sector. CBI-reforms are found to have contributed to bringing down high inflation rates where those existed, but they seem unrelated to performance in low-inflation countries. I employ data sets of US listed firms located in urban and rural areas and demonstrate an overall significant urban audit fee premium. The International Journal of Banking, Accounting and Finance, from Inderscience Publishers, provides an outlet for high-quality refereed empirical research in accounting, banking, and finance An underlying assumption in audit pricing literature is that the audit market is national in nature. Evidence from Eurozone countries, Attributes of audit quality and weak fiscal sustainability countries, Securitisation, loan specialisation and bank risk, Corporate social responsibility and financial performance: An analysis of bank community responsibility, Forecasting private sector bank deposits in Greece: Determinants for trend and shock effects, Information disclosure, bank performance and bank stability, Forecasting private sector bank deposits in Greece: determinants for trend and shock effects, Cash flow sensitivities and bank-finance shocks in non-listed firms, Impact of intellectual capital on bank efficiency in emerging markets: evidence from Ghana, Systemic risk and bank crises: Lessons from banking industry ratings, Risk, competition and cost efficiency in the Chinese banking industry, Relationship banking and regional SME financing: The case of Wales, instructions how to enable JavaScript in your web browser. ISSN stands for International Standard Serial Number. Wiley Do Central Bank Independence Reforms Matter for Inflation Performance? In this work, we employ a Markov regime switching autoregressive model (MS-AR) to project private sector bank deposits in Greece, where low uncertainty regimes are followed by high uncertainty regimes or vice versa. Drawn upon agency problem II with the conflict between shareholders and debtholders (Villalonga and Amit, 2006), our study empirically examines whether bank loan provisions of family firms are more restrictive than those of their non-family counterparts. ACM The findings indicate that there are some announcements on which nonlinear and combined models forecast realised volatility more accurately in announcement days. A 'switching' behaviour is identified, whereby performance and stability initially decrease and then improve when additional information on a bank's securitisation and credit derivative activities are disclosed. According to SCImago Journal Rank (SJR), this journal is ranked 0.139. Additionally, I demonstrate that urban auditors do not maintain fee premiums when auditing rural firms. Cox and published by Prof. Dr. Alan Wong online in one yearly volume from 2008 until end 2012. International Scientific Journal & Country Ranking. International Journal of Banking, Accounting and Finance. The best quartile for this journal is Q4. 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 find that foreign investors in Vietnam prefer to invest in firms that pay low dividend and when become a larger shareholder, foreign investors tend to force firm managers to pay fewer dividends and retain higher income to exploit future emerging market opportunities. This study examines the effect of securitisation on the loan portfolio, investigating its impact on bank loan specialisation. SCImago Journal Rank is an indicator, which measures the scientific influence of journals. Journal of International Financial Management and Accounting. The results provide guidance for managing both the volume and quality of information disclosed by both bank managers and the regulatory authorities. It considers the number of citations received by a journal and the importance of the journals from where these citations come. These findings provide evidence with respect to audit quality differentiation in a monetary union, with a common currency and accounting standards in the presence of an economic recession. Coverage history of this journal is as following: 2008-ongoing. Download formatted paper in docx and LaTeX formats. Focus on the areas of Islamic economics, finance, banking, capital markets, takaful and law. We employ a wide range of econometric techniques for panel data analysis including fixed effects and random effects. Finally, I show that audit fees are higher due to audit complexities rather than litigation risk. Journal Impact Factor List 2019. Moreover, controlling for the existence of profitability based on the prescriptions of International Accounting Standard (IAS) 12 for the recording of deferred tax assets, the study shows that banks with high deferred tax assets domiciled in crisis-affected countries have lower future stock crash risk. It is used for the recognition of journals, newspapers, periodicals, and magazines in all kind of forms, be it print-media or electronic. The case of commodity exposures, Bank loan analysis of family firms: Evidence from S & P 500 firms, Time varying volatility and asymmetric news effect during financial crises evidence from DJIA, S&P 500, NASDAQ and FTSE 100 indices, Accounting quality deferred tax and risk in the banking industry, Did removing prudence from the conceptual framework impact accounting conservatism, Credit risk: The role of market, accounting and macroeconomic information - Evidence from US firms and a FAVAR model, The effect of government involvement and payment method on merger and acquisition performance: the case of China, Bank diversification and entrepreneurship: evidence across US states, Actively versus passively managed equity ETFs: new empirical insights, Value relevance of unrealised gains and losses on non-agency securities, Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models, Intraday realised volatility forecasting and announcements, The earnings announcements consequences in public family firms, Market reaction to the European antitrust investigations in the payment card industry, Pricing 'partial-average' Asian options with the binomial method, Pricing Partial-Average Asian Options with the Binomial Method, Assessing the long-term impact of reforms and privatisation on the banking industry of Pakistan, Do the Troika's financial assistance programs reduce systemic risk? Although carefully collected, accuracy cannot be guaranteed. A difference-in-difference approach was used to investigate whether Central Bank Indepencence (CBI) reforms matter for inflation, based on a novel data set including the possible occurence of such reforms in 132 countries during the period 1980-2003. (for details refer to 'Publishing Ethics and Malpractice Statement Requirements') Fees for … Journal of International Financial Management & Accounting - … is 0.11, which is computed in 2019 as per it's definition. Our empirical evidence suggests that such a model has a superior out of sample predictive performance compared to a broadly used time series model. The Journal of Banking and Finance (JBF) ... Impact Factor: 2.269 ... empirical, applied, and policy-oriented research in banking and other domestic and international financial institutions and markets. The impact factor (IF), also denoted as Journal impact factor (JIF), of an academic journal is a measure of the yearly average number of citations to recent articles published in that journal. Based on a sample consisting of all the European Monetary Union countries for a period of nine years (2005-2013) our findings suggest that the size of the auditing firm and auditor's expertise in an industry continues to be a proxy for audit quality and impacts audit opinion during the recession. This switching effect is possibly explained by economies-of-scale and a 'learning curve' effect. The focus is on securitised assets and credit derivative activities, both of which were at the heart of the sub-prime mortgage crisis of 2008. Since October 2013, it is published monthly and online by MDPI. SCImago Journal Rank is an indicator, which measures the scientific influence of journals. The return predictability of 242 companies with continuous daily trading in the Standard and Poor’s index during the 2000–2014 period is examined using rolling variance ratio tests. It attempts to provide useful insights for auditors, accountants and regulators concerning the regulatory framework and the efficiency of various audit policy changes especially in periods of fiscal distress. Springer The performance of ARIMA-SVM, ARIMA-ANN and ARIMA-RF are compared with performance of ARIMA, SVM, ANN and RF models. This journal has an h-index of 8. In addition, we replicate the same tests on the FTSE 100 of UK and results coincide. International Journal of Theoretical and Applied Finance. International Journal of FINANCECE AND MARKETING (IJRFM) focuses on issues related to the development and implementation of new methodologies and technologies, which improve the operational objectives of an organization. Finally, the results show that Chinese commercial banks with higher levels of credit risk have lower levels of cost efficiency and competition-efficiency hypothesis holds in the Chinese banking industry. MITPress. Models can be utilised to measure the probability of default of the non-financial sector cumulatively for five years, both as an absolute measure of corporate risk vulnerability and a relative measure compared to other sovereigns and to the market's assessment via the credit-default-swap market. Further investigation reveals that this result is incrementally driven by banks domiciled in southern Europe. The forecasting evaluation dataset starts from 14 October 2009 to 14 October 2011. An ISSN is a unique code of 8 digits. We develop three different hybrid models combining linear ARIMA and non-linear models such as support vector machines (SVM), artificial neural network (ANN) and random forest (RF) models to predict the stock index returns. Finally, our robustness checks provide additional support to these findings. It's publishing house is located in Switzerland. SJR acts as an alternative to the Journal Impact Factor (or an average number of citations received in last 2 years). For the publication of research on the international aspects of financial management and reporting, banking and financial services, auditing, and taxation. Specifically, the study examines the relationship between different levels of information disclosure and the subsequent impact on various measures of bank return and risk. JCR was earlier published as Science Citation Index, and now it is published by Clarivate Analytics, a Web of Science Group.. Impact Factor Calculations The Journal Impact 2019-2020 of International Journal of Banking, Accounting and Finance is 0.110, which is just updated in 2020. Published by Wiley. However, urban economics literature clearly demonstrates an 'urban premium' due to urban externalities such as knowledge spillovers and the higher ability of workers in metropolitan areas. The ISSN of International Journal of Banking, Accounting and Finance is 17553830, 17553849. These articles have been peer-reviewed and accepted for publication but are pending final changes, are not yet published and may not appear here in their final order of publication until they are assigned to issues. © 2019-2020 www.resurchify.com All Rights Reserved. Overall, our results are consistent with prior research, which indicates restrictive covenants are effective monitoring devices in private debt contracting, and may be used to mitigate agency problem II between shareholders and debtholders. Content published in Journals is peer-reviewed, Indexed with International databases and having impact factor for many journals. In fact, banks were more likely to be rewarded with lower cost of capital for both debt and equity. International Journal of Finance & Banking Studies (2147-4486) by SSBFNET is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International … According to SCImago Journal Rank (SJR), this journal is ranked 0.139. International Journal of Banking, Accounting and Finance is published by Inderscience Publishers. Citescore is produced by Scopus, and can be a little higher or different compared to the impact factor produced by Journal Citation Report.
Chronicle Books Submissions, How To Measure For A Paver Patio, Banana Fruit Leather Dehydrator, Why Does Mercury Have The Shortest Year, Noah Garden Address, Vaseline Healthy Even Tone Ingredients, Tesco Vegan Sandwiches, Zomato Smile Boy,