On the monotonicity of the eigenvector method. (arXiv:1902.10790v2 [math.OC]...
Pairwise comparisons are used in a wide variety of decision situations when the importance of different alternatives should be measured by numerical weights. One popular method to derive these...
View ArticleInvestment Ranking Challenge: Identifying the best performing stocks based on...
In the IEEE Investment ranking challenge 2018, participants were asked to build a model which would identify the best performing stocks based on their returns over a forward six months window....
View ArticleA network approach to cartel detection in public auction markets....
Competing firms can increase profits by setting prices collectively, imposing significant costs on consumers. Such groups of firms are known as cartels and because this behavior is illegal, their...
View ArticleLoan maturity aggregation in interbank lending networks obscures mesoscale...
Since the 2007-2009 financial crisis, substantial academic effort has been dedicated to improving our understanding of interbank lending networks (ILNs). Because of data limitations or by choice, the...
View ArticleOptimal Reinsurance and Investment Strategies under Mean-Variance Criteria:...
This paper is concerned with an optimal reinsurance and investment problem for an insurance firm under the criterion of mean-variance. The driving Brownian motion and the rate in return of the risky...
View ArticleCorruption in Russia’s Primorsky Kray: is transparency the answer?
Journal of Financial Crime, Volume 26, Issue 1, Page 382-395, January 2019. Purpose The purpose of this paper is to use open-source Russian government data to investigate the relationship between...
View ArticleCorruption and socio-political economic structures: a case of Nigeria
Journal of Financial Crime, Volume 26, Issue 1, Page 330-371, January 2019. Purpose âCorrupt practicesâ is a recurring feature of media coverage. The paper seeks to encourage debates about the...
View ArticleAdvancing theory of fraud: the S.C.O.R.E. model
Journal of Financial Crime, Volume 26, Issue 1, Page 372-381, January 2019. Purpose This paper aims to elaborate on the theory of fraud by enhancing the existing theories behind the factors that force...
View ArticleDeterminants of sales misconduct in Indian retail banking services
Journal of Financial Crime, Volume 26, Issue 1, Page 313-329, January 2019. Purpose The purpose of this paper is to demonstrate those factors which are responsible for the sales misconduct in Retail...
View ArticleA taxing assessment
Journal of Financial Crime, Volume 26, Issue 1, Page 293-312, January 2019. Purpose The purpose of this paper is to enlighten the reader about the development in tax law. Moreover, the author intends...
View ArticlePredicting susceptibility to cyber-fraud victimhood
Journal of Financial Crime, Volume 26, Issue 1, Page 277-292, January 2019. Purpose This paper aims to develop a theoretical framework to predict susceptibility to cyber-fraud victimhood....
View ArticleTo whistle or not to whistle? Determinants and consequences
Journal of Financial Crime, Volume 26, Issue 1, Page 260-276, January 2019. Purpose Many corporate scandals that occurred recently have indicated the importance of a whistle-blowing mechanism in...
View ArticleTransfer pricing, earnings management and tax avoidance of firms in Ghana
Journal of Financial Crime, Volume 26, Issue 1, Page 235-259, January 2019. Purpose This paper aims to investigate how transfer pricing (TP) and earnings management affect tax avoidance of firms in...
View ArticleAudit and risk committee in financial crime prevention
Journal of Financial Crime, Volume 26, Issue 1, Page 223-234, January 2019. Purpose This empirical study aims to examine two areas: first, the characteristics of the audit committee and their...
View ArticleFraud in small charities: evidence from England and Wales
Journal of Financial Crime, Volume 26, Issue 1, Page 211-222, January 2019. Purpose Despite the increasing awareness of fraud in organisations and the potential benefits of strong fraud management...
View ArticleCombatting public procurement criminality or simple rules for complex cases
Journal of Financial Crime, Volume 26, Issue 1, Page 203-210, January 2019. Purpose Crimes that take place in the context of procurements, such as corruption and subsidy fraud, are a major problem for...
View ArticleRole of government’s legal adviser in curbing corruption in Israel
Journal of Financial Crime, Volume 26, Issue 1, Page 195-202, January 2019. Purpose The status of governmentâs legal adviser in Israel is complicated and controversial. This status deeply impacts...
View ArticleInternal auditor’s compliance to code of ethics
Journal of Financial Crime, Volume 26, Issue 1, Page 179-194, January 2019. Purpose The purpose of this study was to determine the professional competency levels acquired by internal auditors in...
View ArticleMapping corruption in procurement
Journal of Financial Crime, Volume 26, Issue 1, Page 162-178, January 2019. Purpose This paper aims to focus on understanding and preventing corruption in procurement in public sector settings. Just as...
View ArticlePolicing the illicit trade of tobacco in Australia
Journal of Financial Crime, Volume 26, Issue 1, Page 146-161, January 2019. Purpose The purpose of this study is to identify factors that have led to the rebirthing of the illicit cultivation of...
View ArticleCombating corruption in Nigeria: the emergence of whistleblowing policy
Journal of Financial Crime, Volume 26, Issue 1, Page 131-145, January 2019. Purpose This paper aims to appraise the roles of whistleblowing policy as a tool for combating corruption in Nigeria....
View ArticleFactor analysis of financial crime-related issues
Journal of Financial Crime, Volume 26, Issue 1, Page 113-130, January 2019. Purpose The purpose of this paper is to propose indices that were freely considered as relevant for the analysis of financial...
View ArticleCorporate fraud and information asymmetry in emerging markets
Journal of Financial Crime, Volume 26, Issue 1, Page 95-112, January 2019. Purpose The purpose of this study is to examine changes in firmsâ level of information asymmetry in emerging market of...
View ArticleChristian attitudes toward ethics of tax evasion: a case study
Journal of Financial Crime, Volume 26, Issue 1, Page 74-94, January 2019. Purpose The purpose of this study is to examine Christian views on the ethics of tax evasion. Design/methodology/approach To...
View ArticleHow modern psychology can help us understand white-collar criminals
Journal of Financial Crime, Volume 26, Issue 1, Page 61-73, January 2019. Purpose This paper aims to add to the theoretical discussion of white-collar crime by introducing modern psychological...
View ArticleCybercrime: an emerging threat to the banking sector of Pakistan
Journal of Financial Crime, Volume 26, Issue 1, Page 50-60, January 2019. Purpose The purpose of this study is to gain more insight into the impact of cybercrime incidents in the banking sector of...
View ArticleTax evasion in the media: a comparison of Southern vs Central and Northern Italy
Journal of Financial Crime, Volume 26, Issue 1, Page 36-49, January 2019. Purpose The representation of economic and financial crimes in the mass media can have a significant impact on readersâ and...
View ArticleDisentangling anti-corruption agencies and accounting for their ineffectiveness
Journal of Financial Crime, Volume 26, Issue 1, Page 22-35, January 2019. Purpose The purpose of this paper is to provide an adequate account of anti-corruption agency (ACA) ineffectiveness and propose...
View ArticleImpediments affecting the curbing of illicit financial flows of organised...
Journal of Financial Crime, Volume 26, Issue 1, Page 5-21, January 2019. Purpose The purpose of this paper is to examine the treats hindering war against illicit financial flows of organised crime in...
View ArticleMCDM modelling of purchase determinants for portfolio products recommended by...
International Journal of Financial Markets and Derivatives, Volume 6, Issue 3, Page 225-239, January 2018.
View ArticleThe Asian financial crisis: market inefficiency and speculative bubbles
International Journal of Financial Markets and Derivatives, Volume 6, Issue 3, Page 240-267, January 2018.
View ArticleImprovements in forecasting of bank stock excess returns using the investor...
International Journal of Financial Markets and Derivatives, Volume 6, Issue 3, Page 210-224, January 2018.
View ArticleComparison of determinants in the different property sectors of Japanese REIT...
International Journal of Financial Markets and Derivatives, Volume 6, Issue 4, Page 365-375, January 2018.
View ArticleDo simple traders' rules perform better than the GARCH model? Evidence from...
International Journal of Financial Markets and Derivatives, Volume 6, Issue 3, Page 183-209, January 2018.
View ArticleAn equilibrium pricing for OTC derivatives with non-cash collateralisation
International Journal of Financial Markets and Derivatives, Volume 6, Issue 4, Page 335-364, January 2018.
View ArticleDynamics of randomness and efficiency in the Indian stock markets
International Journal of Financial Markets and Derivatives, Volume 6, Issue 4, Page 287-320, January 2018.
View ArticleAssessing the power of VaR: new empirical evidence
International Journal of Financial Markets and Derivatives, Volume 6, Issue 4, Page 321-334, January 2018.
View ArticleClosed-form solution for the critical stock price and the price of perpetual...
International Journal of Financial Markets and Derivatives, Volume 6, Issue 4, Page 269-286, January 2018.
View ArticlePricing 'partial-average' Asian options with the binomial method
International Journal of Banking, Accounting and Finance, Volume 10, Issue 1, Page 101-116, January 2019.
View ArticleForecasting the daily dynamic hedge ratios in emerging European stock futures...
International Journal of Banking, Accounting and Finance, Volume 10, Issue 1, Page 67-100, January 2019.
View ArticleReaction of EU stock markets to ECB policy interventions
International Journal of Banking, Accounting and Finance, Volume 10, Issue 1, Page 39-66, January 2019.
View ArticleThe WTI/Brent oil futures price differential and the...
International Journal of Banking, Accounting and Finance, Volume 10, Issue 1, Page 3-38, January 2019.
View ArticleLeverage and investment: a view of prominent role of state ownership
International Journal of Banking, Accounting and Finance, Volume 10, Issue 2, Page 181-212, January 2019.
View ArticleSecuritisation, loan specialisation and bank risk
International Journal of Banking, Accounting and Finance, Volume 10, Issue 2, Page 213-229, January 2019.
View ArticleStock market predictability 2000-2014: the effect of the great recession
International Journal of Banking, Accounting and Finance, Volume 10, Issue 2, Page 162-180, January 2019.
View ArticleRisk, competition and cost efficiency in the Chinese banking industry
International Journal of Banking, Accounting and Finance, Volume 10, Issue 2, Page 144-161, January 2019.
View ArticleTime varying volatility and asymmetric news effect during financial crises...
International Journal of Banking, Accounting and Finance, Volume 10, Issue 2, Page 117-143, January 2019.
View ArticleInfluence of religious beliefs on estate planning decisions: evidence from...
International Journal of Behavioural Accounting and Finance, Volume 6, Issue 2, Page 155-167, January 2017.
View ArticleThe effects of social influence pressure source and reporting consequence on...
International Journal of Behavioural Accounting and Finance, Volume 6, Issue 2, Page 168-187, January 2017.
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