Results 1 to 10 of about 18,889 (157)

Modeling the profitability of commercial banks in Indonesia

open access: yesEconomic Journal of Emerging Markets, 2016
This study examines the effect of lending on Micro, Small and Medium Enterprises (MSMEs) on the profitability of commercial banks in Indonesia. The profitability is measured as Return-on-Assets (ROA) and Return-on-Equity (ROE).
Tri Wulandari   +2 more
doaj   +13 more sources

Pengaruh Perputaran Aktiva Tetap Terhadap Return On Assets Pada PT. BPRS HIK Parahyangan Bandung

open access: yesJurnal Perbankan Syariah, 2021
The level of efficiency of a company in utilizing fixed assets can be measured by calculating the turnover of fixed assets to measure the level of profit generated in relation to its fixed assets by calculating the profitability ratio, proxied by return ...
Kunto Ajibroto   +2 more
doaj   +1 more source

The independence axiom and asset returns [PDF]

open access: yesJournal of Empirical Finance, 2001
This paper integrates models of atemporal risk preference that relax the independence axiom into a recursive intertemporal asset-pricing framework. The resulting models are amenable to empirical analysis using market data and standard Euler equation methods.
Larry G. Epstein, Stanley E. Zin
openaire   +1 more source

Financial integration and asset returns [PDF]

open access: yesEuropean Economic Review, 2000
Abstract The paper investigates the impact of financial integration on asset return, risk diversification and breadth of financial markets. We analyse a three-country macroeconomic model in which: (i) the number of financial assets is endogenous; (ii) assets are imperfect substitutes; (iii) cross-border asset trade entails some transaction costs; (iv)
P Martin, H Rey
openaire   +3 more sources

Working capital management and bank performance: empirical research of ten deposit money banks in Nigeria [PDF]

open access: yesBanks and Bank Systems, 2018
Working capital management is germane for the success of the banking industry in Nigeria, especially the current state of the sector, which is engulfed with the effect of the global decline in oil price that has resulted in non-performing loans ...
Osuma Godswill   +4 more
doaj   +1 more source

Variables Affecting Financial Performance Of Islamic Commercial Banks With NOM As Mediation

open access: yesI-Finance, 2022
The purpose of this research is to examine the variables that effect financial performance mediated by NOM. The independent variables in this research are NPF, BOPO, FDR, and BASIL and ROA as the dependent variable.
Mail Hilian Batin   +2 more
doaj   +1 more source

Consumption in Asset Returns

open access: yesThe Journal of Finance
ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation.
Bryzgalova, S, Huang, J, Julliard, C
  +5 more sources

Asset pricing with return extrapolation [PDF]

open access: yesJournal of Financial Economics, 2017
We present a new model of asset prices in which a representative agent has extrapolative beliefs about stock market returns and Epstein-Zin preferences. The model quantitatively explains facts about asset prices, return expectations, and cash-flow expectations. When the agent's beliefs about stock market returns are calibrated to survey expectations of
Jin, Lawrence J., Sui, Pengfei
openaire   +2 more sources

PENGARUH RASIO KEUANGAN TERHADAP PERTUMBUHAN LABA PADA PERUSAHAAN SEKTOR PEMBIAYAAN YANG TERDAFTAR DI BEI TAHUN 2014-2018

open access: yesJournal of Management and Accounting, 2020
Profit growth is one indicator that is used to measure the achievement of the company in a period. Profit growth can be predicted through financial ratios analysis.
Ayu Lestari   +2 more
doaj   +1 more source

Asset returns and intertemporal preferences [PDF]

open access: yesJournal of Monetary Economics, 1991
Abstract A representative-agent model with time-varying moments of consumption growth is used to analyze implications about means and volatilities of asset returns as well as the predictability of asset returns for various investment horizons. A comparative-statics analysis using nonexpectedutility preferences indicates that, although risk aversion ...
Kandel, Shmuel, Stambaugh, Robert F
openaire   +3 more sources

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