Results 251 to 260 of about 252,806 (300)

Income diversification and liquidity risk in ASEAN-5 banks: A Bayesian perspective. [PDF]

PLoS One
Duong QN, Tran NTK, Dang TPT.
europepmc   +1 more source

Explainable machine learning to predict the cost of capital. [PDF]

Front Artif Intell
Bussmann N, Giudici P, Tanda A, Yu EP.
europepmc   +1 more source

Predicting financial distress in TSX-listed firms using machine learning algorithms. [PDF]

Front Artif Intell
Lokanan ME, Ramzan S.
europepmc   +1 more source

Profit Index - Pertinent Risk of Financial Investment [PDF]

SSRN Electronic Journal, 2012
Investors utility has been mathematically modeled at 1738 by Daniel Bernoulli as an attempt to capture investors preferences to lottery outcomes. Ever since the analysis of decision making under uncertainty has again become a major focus of interest. Kahneman and Tversky in 1979 suggested a more accurate description of preferences compared to expected ...
Amitay Kauffmann, Haim Shalit, Gal Zahavi   +2 more
openaire   +1 more source

Intraday Index Predictability and Options Trading Profitability [PDF]

SSRN Electronic Journal, 2014
In this paper we study the intraday dynamics of E-mini S&P 500 index futures and the option trading strategies employing the weekly E-mini S&P 500 index futures options. We make a number of contributions to the literature in the area of intra-day equity index futures return predictability and trading profitability.
Ying Chen, Nelson Yap, Kian Guan Lim
openaire   +1 more source

Is trading in the shortest-term index options profitable? [PDF]

Review of Derivatives Research, 2018
The aim of this study is to examine the return rates of the TAIEX options with at most 8 calendar days to maturity using a buy-and-hold strategy. Although our results generally reveal that the index option returns are significantly negative, we also find that whilst the return rates of monthly-expiring calls are inferior to those of weekly-expiring ...
Ging-Ginq Pan, Yung-Ming Shiu, Tu-Cheng Wu   +2 more
openaire   +1 more source

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Dow Jones Islamic Index firms: how profitable are they?

International Journal of Islamic and Middle Eastern Finance and Management, 2021
Purpose The purpose of this paper is to examine the operating performance of Dow Jones Islamic Index (DJII) firms vs non-DJII firms. It also explores the impact of the 2007–2008 financial crisis on the operating performance of firms included under DJII relative to a comparable set of firms (i.e. industry-size matched) that are not included in the DJII.
Turki Abalala, Serkan Akguc, Naseem Al Rahahleh   +2 more
openaire   +2 more sources

Measuring fishery profitability: An index number approach

Marine Policy, 2014
Abstract Tracking the financial well-being of vessels that depend on a marine fishery resource is an important function of regulators. This research demonstrates how simple indices can be constructed and utilized to track the economic well-being of vessels operating in the Northeast (USA) Multispecies (Groundfish) Fishery. The indices, which use both
John Walden, Nolan Kitts
openaire   +2 more sources