The purpose of this paper is to develop and identify the best hybrid model to predict stock index returns. 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. The performance of…
International Journal of Banking Accounting and Finance Template
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About the International Journal of Banking Accounting and Finance format
International Journal of Banking Accounting and Finance is a peer-reviewed journal published by Inderscience, covering Corporate Finance and Governance, Banking stability, regulation, efficiency, Financial Markets and Investment Strategies.
| Publisher | Inderscience |
|---|---|
| Reference style | Author–year (Harvard/AGSM) Author–year — (Smith, 2023) in the text Smith, A., Jones, B. and Lee, C. (2023) 'A representative article title', International Journal of Banking Accounting and Finance, 12(3), pp. 45–58.
Formats any DOI in International Journal of Banking Accounting and Finance style. No sign-up. |
| Publishes research in | Corporate Finance and Governance Banking stability, regulation, efficiency Financial Markets and Investment Strategies Market Dynamics and Volatility Auditing, Earnings Management, Governance |
| ISSN | 1755-3830 |
| Citation impact (2-yr) | 0.5 |
| h-index | 18 |
| i10-index | 36 |
| Total citations | 1,317 |
| Top institutions publishing here | University of Piraeus |
| Journal website | inderscience.metapress.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Papers published in International Journal of Banking Accounting and Finance per year
Citation impact of International Journal of Banking Accounting and Finance by publication year
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Most-cited papers in International Journal of Banking Accounting and Finance
There is considerable evidence that boom and bust cycles in real estate are the primary cause of financial crises. This paper develops a model of real estate pricing based on rational behaviour with two regimes. In ‘normal times’ prices of housing units are determined by the consumers who live in them and are equal to…
The analysis of financial market co-movement is an important issue for both policy makers and portfolio managers, for example, in terms of policy coordination and portfolio diversification. This paper presents evidence based on a data set of 33 daily international stock market indices. Initially, using established cointegration and multivariate GARCH frameworks, we report results that…
The current study provides a categorised bibliography on the application of the techniques of multiple criteria decision making (MCDM) to the problems and issues of portfolio management. A large number of studies in the field of portfolio management have been compiled and classified according to the different multicriteria methodological approaches that have been used. Except…
This paper analyses the relationship between board structure, in terms of board size and composition, and bank performance in terms of both cost and profit efficiency. Unlike previous studies, the present analysis is carried out within a stochastic frontier framework, while we use a suitable econometric model to solve the well-known endogeneity problem in corporate…