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Dow Jones Islamic Index firms: how profitable are they?
International Journal of Islamic and Middle Eastern Finance and Management, 2021Purpose 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.
Naseem Al Rahahleh +2 more
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Intraday Index Predictability and Options Trading Profitability
SSRN Electronic Journal, 2014In 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.
Kian Guan Lim, ying chen, Nelson Yap
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A profitability index for alternative research projects
Omega, 1976Abstract Success in research is supposed to be achieved by success in just one of a number of alternative research projects. The problem is investigated on how to allocate research effort to minimise the expected cost to success. The optimal strategy is determined by a profitability index attached to each project.
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Arbitrage Strategy Based on Arbitrage Profitability Index
2009 First International Workshop on Education Technology and Computer Science, 2009Concerning the arbitrage strategies to the multiple-period case, there is still far little research works. In this short note, arbitrage size and arbitrage profitability index (API) for a class of multi-period arbitrages are introduced. Then the arbitrage strategy based on the API is investigated and applied to the treasury bonds arbitrage.
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Stock index futures mispricing: profit opportunities or risk premia?
Journal of Banking & Finance, 1994This paper reports empirical evidence on stock index futures pricing based on about four years of synchronous hourly data from the UK. Reported index values are based on firm quotes. Identified arbitrage opportunities are therefore actually exploitable and economically significant. The analysis controls for cash market settlement procedures.
Pradeep K. Yadav, Peter F. Pope
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A use for the 'index of profitability'
Building Services Engineering Research and Technology, 1988The concept of 'index of profitability', used to identify optimal investment options, is developed to provide a test for the optimal amount of investment on each option.
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Is trading in the shortest-term index options profitable?
Review of Derivatives Research, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ging-Ginq Pan +2 more
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Islamicity Performance Index and Profitability Determinants
Advances in Economics, Business and Management Research, 2021Intan Nurul Awwaliyah +2 more
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The Profit in Planned Prices Should Be Formulated in Accordance with a Composite Profit Index
Chinese Economic Studies, 1984Issue no. 4 of Economic Research (1979) published our article "Some Problems in the Formation of Socialist Planned Prices," in which we expressed the view that there were advantages but also disadvantages to formulating the planned price according to the average wage profit rate, the average cost profit rate, and the average capital profit rate of the ...
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Return predictability and contrarian profits of international index futures
Journal of Futures Markets, 2017Using futures markets, we examine the lead‐lag relationships among 11 industrialized countries. Lagged monthly returns for several countries have return predictability comparable to those in the United States for the 1988–2016 period. The international futures markets are more correlated in market downturns, while the lead‐lag relationships are more ...
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