Special Issue "International Financial Markets"

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Financial Markets".

Deadline for manuscript submissions: 30 December 2019

Special Issue Editor

Guest Editor
Prof. Dr. Yiuman Tse

Endowed Chair and Professor of Finance, College of Business Administration, University of Missouri – St. Louis, One University of Blvd, St. Louis, MO 63121, USA
Website | E-Mail
Interests: international investments and financial markets

Special Issue Information

Dear Colleagues,

This Special Issue will publish papers in various areas related to international financial markets on currencies, bonds, stocks, commodities, and derivatives. The issue is particularly interested in (1) the relationships within and among these markets with an international perspective and (2) the market microstructure of developed and emerging financial markets. Papers with rigorous empirical research methods and practical applications in international financial markets are most welcomed.

Dr. Yiuman Tse
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access quarterly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 350 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • International financial markets
  • Market relationships
  • Market microstructure
  • Developed and emerging financial markets
  • Empirical research methods

Published Papers (1 paper)

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Research

Open AccessArticle
Book-To-Market Decomposition, Net Share Issuance, and the Cross Section of Global Stock Returns
J. Risk Financial Manag. 2019, 12(2), 90; https://doi.org/10.3390/jrfm12020090
Received: 28 April 2019 / Revised: 18 May 2019 / Accepted: 20 May 2019 / Published: 22 May 2019
PDF Full-text (370 KB) | HTML Full-text | XML Full-text
Abstract
This paper provides global evidence supporting the hypothesis that expected return models are enhanced by the inclusion of variables that describe the evolution of book-to-market—changes in book value, changes in price, and net share issues. This conclusion is supported using data representing North [...] Read more.
This paper provides global evidence supporting the hypothesis that expected return models are enhanced by the inclusion of variables that describe the evolution of book-to-market—changes in book value, changes in price, and net share issues. This conclusion is supported using data representing North America, Europe, Japan, and Asia. Results are highly consistent across all global regions and hold for small and big market capitalization subsets as well as in different subperiods. Variables measured over the past twelve months are more relevant than variables measured over the past thirty-six months, demonstrating that recent news is more important than old news. Full article
(This article belongs to the Special Issue International Financial Markets)
J. Risk Financial Manag. EISSN 1911-8074 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert
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