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Advances in Economics & Financial Studies
Published by Yayasan Pendidikan Bukhari Dwi Muslim
ISSN : -     EISSN : 29857562     DOI : https://doi.org/10.60079/aefs
Core Subject : Economy,
Economics, Econometrics & Finance
Founded in 2023, Advances in Economics & Financial Studies publishes original research that promises to advance our understanding of Economics & Financial Studies over diverse topics and research methods. This Journal welcomes research of significance across a wide range of primary and applied research methods, including analytical, archival, experimental, survey and case study. The journal encourages articles of current interest to scholars with high practical relevance for organizations or the larger society. We encourage our researchers to look for new solutions to or new ways of thinking about practices and problems and invite well-founded critical perspectives. We provide a forum for communicating impactful research between professionals and academics in Economics & Financial Studies research and practice with discusses and proposes solutions and impact the field. Advances in Economics & Financial Studies addresses a broad range of issues within the fields of finance and economics. Research involving financial institutions, financial policy, control issues for firms, central bank policy, risk and uncertainty, and the economics and financial dimensions of market and non-market phenomena, as well as more specialized topics, all fall within its purview.
Arjuna Subject : Ilmu Ekonomi, Ekonometrika dan Keuangan (semua kategori) - Ilmu Ekonomi, Ekonometrika dan Keuangan (Lain-Lain)
Articles 5 Documents
 1 
Search results for , issue "Vol. 1 No. 3 (2023): June - September" : 5 Documents clear
Efficiency Versus Emotion: Analyzing the Tug-of-War Between Rationality and Behavioral Biases in Financial Markets Muslim, Muslim
Advances in Economics & Financial Studies Vol. 1 No. 3 (2023): June - September
Publisher : Yayasan Pendidikan Bukhari Dwi Muslim

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.60079/aefs.v1i3.203

Abstract

The purpose of this study is to examine the interplay between market efficiency theories and behavioral biases in financial markets, exploring their implications for investment strategies, risk management practices, and regulatory policies. The research design encompasses a comprehensive literature review of efficiency theories, such as the Efficient Market Hypothesis (EMH), and behavioral finance principles, including Prospect Theory and cognitive biases. Empirical evidence from studies by Barberis and Thaler (2003) and others is synthesized to elucidate the prevalence and impact of behavioral biases on investor decisions and market dynamics. Findings reveal systematic deviations from rationality, such as overconfidence, herding behavior, and loss aversion, challenging the assumptions of market efficiency. The discussion highlights the need to integrate behavioral insights into financial models and decision-making processes to enhance market efficiency and investor welfare. Implications include the importance of tailored strategies to mitigate behavioral biases, investor education initiatives, and regulatory interventions to promote market integrity and protect investors. Overall, this study underscores the dynamic nature of financial markets and the critical role of behavioral finance in shaping their evolution and resilience.
Unraveling the Interplay Between Fixed Income and Credit Markets Kurni, Miradita
Advances in Economics & Financial Studies Vol. 1 No. 3 (2023): June - September
Publisher : Yayasan Pendidikan Bukhari Dwi Muslim

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.60079/aefs.v1i3.206

Abstract

This study examines the interplay between fixed income and credit markets, aiming to elucidate their dynamics and implications for market participants. Utilizing a comprehensive research design, the study analyzes the influence of interest rates, credit spreads, market liquidity, and regulatory frameworks on market behavior and participant decision-making processes. Findings indicate that fluctuations in interest rates significantly affect investor sentiment, asset valuations, and risk perceptions, while credit spreads play a crucial rsole in shaping credit market dynamics. Moreover, market liquidity emerges as a key determinant of trading efficiency and price discovery processes, with regulatory interventions exerting profound effects on participant behavior and market stability. These findings underscore the complex nature of financial market interactions and highlight the importance of a multifaceted approach in understanding and navigating these interconnected markets. The implications of these findings extend to policymakers, investors, and researchers, emphasizing the need for adaptive strategies to address evolving market conditions and regulatory environments, ultimately enhancing market efficiency and safeguarding investor interests.
Diversifying Portfolios: Exploring Investment Strategies and Alternative Assets in Modern Markets Syahputra, Rama
Advances in Economics & Financial Studies Vol. 1 No. 3 (2023): June - September
Publisher : Yayasan Pendidikan Bukhari Dwi Muslim

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.60079/aefs.v1i3.217

Abstract

This study aims to explore investment strategies and alternative assets in modern finance to provide insights for effective portfolio management. The research design encompasses a comprehensive literature review analyzing theoretical frameworks, empirical evidence, and practical implications. Findings reveal the historical performance and risk characteristics of traditional investment instruments and alternative assets. Stocks display higher returns but also higher volatility compared to bonds, while alternative assets demonstrate potential for portfolio diversification. However, challenges such as liquidity constraints and regulatory uncertainties exist. The discussion emphasizes the importance of adopting a diversified approach to portfolio management, leveraging both traditional and alternative assets to achieve optimal risk-adjusted returns. Incorporating environmental, social, and governance (ESG) factors and leveraging financial technology (fintech) innovations are identified as strategies to enhance portfolio resilience and sustainability. The implications suggest the need for investors to adapt their strategies to navigate the complexities of today's financial markets effectively, staying agile and proactive in managing risks while seizing opportunities.
Exploring Asset Pricing Models and Market Efficiency Tompo, Junaedi
Advances in Economics & Financial Studies Vol. 1 No. 3 (2023): June - September
Publisher : Yayasan Pendidikan Bukhari Dwi Muslim

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.60079/aefs.v1i3.221

Abstract

The study aims to critique traditional asset pricing models like the Capital Asset Pricing Model (CAPM), highlighting their limitations in capturing the complexities of real-world financial markets. Through meticulous literature review and empirical analysis, it emphasizes the need for more sophisticated frameworks accommodating multifaceted risk and return dynamics. The research unveils significant variations in market efficiency across different conditions and asset classes, underscoring critical determinants such as information dissemination and investor behavior. Moreover, it advocates for integrating insights from behavioral finance into asset pricing models to enhance their robustness. The implications extend to investors, policymakers, and academics, emphasizing the importance of informed decision-making and ongoing research to navigate modern financial markets effectively.
The Interplay Between Financial Markets and Economic Growth Distia, Maharani
Advances in Economics & Financial Studies Vol. 1 No. 3 (2023): June - September
Publisher : Yayasan Pendidikan Bukhari Dwi Muslim

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.60079/aefs.v1i3.243

Abstract

This study aims to investigate the relationship between financial markets and economic growth, focusing on the influence of different dimensions of financial market development. Specifically, it seeks to understand how institutional quality and contextual factors moderate this relationship. The study conducts a comprehensive review of theoretical and empirical literature on financial markets and economic growth. It analyzes specific dimensions of financial market development, such as banking sector depth and stock market liquidity, using empirical analysis. Additionally, it explores the moderating role of institutional quality, financial stability, and other contextual factors. The analysis reveals a robust positive correlation between the depth and efficiency of financial markets and economic growth. Countries with well-developed financial markets tend to experience higher levels of economic growth. Moreover, institutional quality, including strong legal frameworks and political stability, plays a critical role in shaping this relationship. Financial stability also emerges as a determinant of sustained economic growth. The findings underscore the importance of prioritizing financial market development and institutional reform to foster sustainable economic growth. Policymakers should focus on enhancing financial infrastructure and governance to unlock the full potential of financial markets for economic development. These insights carry significant implications for policymakers, investors, and stakeholders striving to promote inclusive and sustainable economic growth.

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