Example of International Journal of Banking, Accounting and Finance format
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Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format
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Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format Example of International Journal of Banking, Accounting and Finance format
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This content is only for preview purposes. The original open access content can be found here.
open access Open Access

International Journal of Banking, Accounting and Finance — Template for authors

Categories Rank Trend in last 3 yrs
Finance #252 of 288 down down by 47 ranks
Economics and Econometrics #585 of 661 down down by 85 ranks
Accounting #141 of 155 down down by 15 ranks
journal-quality-icon Journal quality:
Low
calendar-icon Last 4 years overview: 48 Published Papers | 21 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 08/07/2020
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Related Journals

open access Open Access
recommended Recommended

Cambridge University Press

Quality:  
High
CiteRatio: 5.3
SJR: 4.657
SNIP: 3.034
open access Open Access
recommended Recommended

Elsevier

Quality:  
High
CiteRatio: 9.6
SJR: 11.673
SNIP: 5.656
open access Open Access
recommended Recommended

Elsevier

Quality:  
High
CiteRatio: 7.4
SJR: 6.607
SNIP: 3.553
open access Open Access

Wiley

Quality:  
High
CiteRatio: 3.2
SJR: 1.064
SNIP: 1.799

Journal Performance & Insights

CiteRatio

SCImago Journal Rank (SJR)

Source Normalized Impact per Paper (SNIP)

A measure of average citations received per peer-reviewed paper published in the journal.

Measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

Measures actual citations received relative to citations expected for the journal's category.

0.4

33% from 2019

CiteRatio for International Journal of Banking, Accounting and Finance from 2016 - 2020
Year Value
2020 0.4
2019 0.3
2018 0.3
2017 0.4
2016 0.5
graph view Graph view
table view Table view

0.19

65% from 2019

SJR for International Journal of Banking, Accounting and Finance from 2016 - 2020
Year Value
2020 0.19
2019 0.115
2018 0.139
2017 0.137
2016 0.107
graph view Graph view
table view Table view

0.767

302% from 2019

SNIP for International Journal of Banking, Accounting and Finance from 2016 - 2020
Year Value
2020 0.767
2019 0.191
2018 0.164
2017 0.188
2016 0.091
graph view Graph view
table view Table view

insights Insights

  • CiteRatio of this journal has increased by 33% in last years.
  • This journal’s CiteRatio is in the top 10 percentile category.

insights Insights

  • SJR of this journal has increased by 65% in last years.
  • This journal’s SJR is in the top 10 percentile category.

insights Insights

  • SNIP of this journal has increased by 302% in last years.
  • This journal’s SNIP is in the top 10 percentile category.
International Journal of Banking, Accounting and Finance

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Inderscience Publishers

International Journal of Banking, Accounting and Finance

Approved by publishing and review experts on SciSpace, this template is built as per for International Journal of Banking, Accounting and Finance formatting guidelines as mentioned in Inderscience Publishers author instructions. The current version was created on 07 Jul 2020 and has been used by 497 authors to write and format their manuscripts to this journal.

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Last updated on
07 Jul 2020
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ISSN
1755-3830
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Impact Factor
Low - 0.195
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Open Access
No
i
Sherpa RoMEO Archiving Policy
Yellow faq
i
Plagiarism Check
Available via Turnitin
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Endnote Style
Download Available
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Bibliography Name
plainnat
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Citation Type
Author Year
(Blonder et al., 1982)
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Bibliography Example
Beenakker, C. W. J. (2006). ‘Specular Andreev Reflection in Graphene’. Phys. Rev. Lett., Vol 97, No 6, pp. 067007.

Top papers written in this journal

Journal Article DOI: 10.1504/IJBAAF.2014.064307
Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models
Manish Kumar, M. Thenmozhi1

Abstract:

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 return... 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 ARIMA-SVM, ARIMA-ANN and ARIMA-RF are compared with performance of ARIMA, SVM, ANN and RF models. The various competing models are evaluated in terms of statistical metrics and trading performance criteria via a trading strategy. The analysis shows that the hybrid ARIMA-SVM model is the best forecasting model to achieve high forecast accuracy and better returns. read more read less

Topics:

Autoregressive integrated moving average (53%)53% related to the paper, Trading strategy (53%)53% related to the paper, Stock market index (52%)52% related to the paper
64 Citations
open accessOpen access Journal Article DOI: 10.1504/IJBAAF.2010.037155
The effect of board size and composition on bank efficiency
Maria-Eleni Agoraki1, Manthos D. Delis2, Panagiotis K. Staikouras3

Abstract:

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 wel... 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 governance literature. The empirical framework is applied to a panel of large European banks operating during the period 2002-2008. The paper documents a negative correlation between board size, on the one hand, and cost and profit efficiency, on the other hand, while also casts doubt on the conventional regulatory wisdom favouring boards dominated by non-executive directors. Smaller board structures are also associated with better bank efficiency through better management of credit risk. Moreover, we find that dual board systems enhance efficiency, by contrast to increased ownership concentration which seems to exert an insignificant influence. Finally, we identify a positive impact of market discipline upon bank efficiency and report a negative association between bank efficiency and augmented supervisory power as well as foreign ownership. Copyright © 2010 Inderscience Enterprises Ltd. read more read less

Topics:

Profit efficiency (58%)58% related to the paper, Econometric model (51%)51% related to the paper, Corporate governance (51%)51% related to the paper, Market discipline (51%)51% related to the paper, Stochastic frontier analysis (51%)51% related to the paper
View PDF
55 Citations
Journal Article DOI: 10.1504/IJBAAF.2013.058091
Systemic risk from real estate and macro-prudential regulation
Franklin Allen1, Elena Carletti2

Abstract:

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 dis... 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 discounted stream of housing services. In 'boom and bust times' speculators find it profitable to borrow from banks and enter the market. There is an agency problem because banks are unable to fully assess the risk that the speculators are taking and this leads to risk shifting and asset substitution. The result is a bubble in real estate prices in that they are higher than the discounted stream of housing services during the boom phase. This model is then used as the basis for analysing macro-prudential polices designed to prevent the occurrence of such bubbles. These measures include monetary policy, fiscal tools such as real estate transfer taxes, and annual real estate taxes and banking regulation such as restrictions on loan-to-value ratios, countercyclical capital requirements and loan provisions. read more read less

Topics:

Capitalization rate (66%)66% related to the paper, Real estate (66%)66% related to the paper, Real estate investment trust (64%)64% related to the paper, Option fee (60%)60% related to the paper, Cost approach (60%)60% related to the paper
View PDF
45 Citations
Journal Article DOI: 10.1504/IJBAAF.2009.022717
Equity portfolio management within the MCDM frame: a literature review
Panagiotis Xidonas1, John Psarras1

Abstract:

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 me... 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 the in-depth presentation of the MCDM contributions in the area of portfolio management, the outmost aim of this paper is to stress the inarguable multiple criterion nature of the majority of the problems that modern financial management faces. read more read less

Topics:

Application portfolio management (69%)69% related to the paper, Multiple-criteria decision analysis (58%)58% related to the paper, Project portfolio management (58%)58% related to the paper, Financial management (53%)53% related to the paper
42 Citations
Journal Article DOI: 10.1504/IJBAAF.2009.022711
Financial co-movement and correlation: evidence from 33 international stock market indices
Twm Evans1, David G. McMillan2

Abstract:

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 cointegrati... 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 suggest correlations with the US have not in general exhibited an upward trend. The main exception to this is the G7 economies, although even here the correlations declined over the last part of the sample. On a regional basis there is stronger evidence of rising correlations, notably in Europe, although again this evidence is not ubiquitous. Further, we also implement the recently developed non-parametric, model-free and realised variance methodology to generate correlation coefficients. This method overcomes deficiencies in both the cointegration and GARCH methods. The results here largely support those of the GARCH analysis. Finally, we use the time-varying correlation methods to form international portfolios and compare their performance to that of an equally weighted portfolio. Results suggest that accounting for time-variation is particularly beneficial for the larger markets but more marginal for the smaller markets. Our results thus suggest that there remains room for portfolio managers to obtain diversification benefits, while policy makers may need to take in account possible adjustment costs of coordinated action. read more read less

Topics:

Diversification (finance) (59%)59% related to the paper, Portfolio (58%)58% related to the paper, Stock market index (55%)55% related to the paper, Cointegration (54%)54% related to the paper, Financial market (54%)54% related to the paper
View PDF
36 Citations
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International Journal of Banking, Accounting and Finance format uses plainnat citation style.

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Frequently asked questions

1. Can I write International Journal of Banking, Accounting and Finance in LaTeX?

Absolutely not! Our tool has been designed to help you focus on writing. You can write your entire paper as per the International Journal of Banking, Accounting and Finance guidelines and auto format it.

2. Do you follow the International Journal of Banking, Accounting and Finance guidelines?

Yes, the template is compliant with the International Journal of Banking, Accounting and Finance guidelines. Our experts at SciSpace ensure that. If there are any changes to the journal's guidelines, we'll change our algorithm accordingly.

3. Can I cite my article in multiple styles in International Journal of Banking, Accounting and Finance?

Of course! We support all the top citation styles, such as APA style, MLA style, Vancouver style, Harvard style, and Chicago style. For example, when you write your paper and hit autoformat, our system will automatically update your article as per the International Journal of Banking, Accounting and Finance citation style.

4. Can I use the International Journal of Banking, Accounting and Finance templates for free?

Sign up for our free trial, and you'll be able to use all our features for seven days. You'll see how helpful they are and how inexpensive they are compared to other options, Especially for International Journal of Banking, Accounting and Finance.

5. Can I use a manuscript in International Journal of Banking, Accounting and Finance that I have written in MS Word?

Yes. You can choose the right template, copy-paste the contents from the word document, and click on auto-format. Once you're done, you'll have a publish-ready paper International Journal of Banking, Accounting and Finance that you can download at the end.

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Of course! You can do this using our intuitive editor. It's very easy. If you need help, our support team is always ready to assist you.

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12. Is International Journal of Banking, Accounting and Finance's impact factor high enough that I should try publishing my article there?

To be honest, the answer is no. The impact factor is one of the many elements that determine the quality of a journal. Few of these factors include review board, rejection rates, frequency of inclusion in indexes, and Eigenfactor. You need to assess all these factors before you make your final call.

13. What is Sherpa RoMEO Archiving Policy for International Journal of Banking, Accounting and Finance?

SHERPA/RoMEO Database

We extracted this data from Sherpa Romeo to help researchers understand the access level of this journal in accordance with the Sherpa Romeo Archiving Policy for International Journal of Banking, Accounting and Finance. The table below indicates the level of access a journal has as per Sherpa Romeo's archiving policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

14. What are the most common citation types In International Journal of Banking, Accounting and Finance?

The 5 most common citation types in order of usage for International Journal of Banking, Accounting and Finance are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

15. How do I submit my article to the International Journal of Banking, Accounting and Finance?

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16. Can I download International Journal of Banking, Accounting and Finance in Endnote format?

Yes, SciSpace provides this functionality. After signing up, you would need to import your existing references from Word or Bib file to SciSpace. Then SciSpace would allow you to download your references in International Journal of Banking, Accounting and Finance Endnote style according to Elsevier guidelines.

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