Results 21 to 30 of about 2,832,843 (380)
Effects of banking regulation on the performance of the banking sector: Evidence of banks in the Western Balkans [PDF]
Bankarstvo, 2021 The main objective of this quantitative study is to examine the relationship between the following independent variables: capital adequacy ratio (CAR), liquid assets to total assets (LATA) and bank size (BS) and dependent variables: return on assets (ROA)
Alihodžić Almir
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Factors Affecting Return on Assets
Proceedings of the 1st International Conference on Economics, Business, Entrepreneurship, and Finance (ICEBEF 2018), 2019 The objective of this research is to examine factors affecting return on assets such as cash turnover and account receivable turnover of food and beverage firm listed in Indonesia Stock Exchange. Source of data used in this study is financial statements as secondary data based on purposive sampling technique.
Arif Rakhman +2 more
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The independence axiom and asset returns [PDF]
Journal 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
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Impact of Non-Performing Assets on the Profitability of Banks: With reference to Cihan Bank
Tikrit Journal of Administrative and Economic Sciences, 2023 Banking services are subject to a variety of hazards, including credit quality, liquidity, interests’ risk, market risk, operating risk, and management risk. The greatest exceptional risk is default on a loan.
Mohammed Mustafa Ahmed
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Why Are Asset Returns Predictable? [PDF]
SSRN Electronic Journal, 2002 Starting from an information process governed by a geometric Brownian motion we show that asset returns are predictable if the elasticity of the pricing kernel is not constant. Declining [Increasing] elasticity of the pricing kernel leads to mean reversion and negatively autocorrelated asset returns [mean aversion and positively autocorrelated asset ...
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Asset returns and intertemporal preferences [PDF]
Journal 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 ...
Shmuel Kandel +2 more
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THE IMPORTANCE OF PROFITABILITY INDICATORS IN ASSESSING THE FINANCIAL PERFORMANCE OF ECONOMIC ENTITIES [PDF]
Annals of the University of Oradea: Economic Science, 2020 Financial performance is a major point of interest for both the internal and external environment of an economic entity. To be prosperous, attractive, efficient and promising development, a company must obtain a profit.
HADA Izabela Diana +1 more
doaj
Alternative Tests for Monotonicity in Expected Asset Returns [PDF]
SSRN Electronic Journal, 2011 Many postulated relations in finance imply that expected asset returns strictly increase in an underlying characteristic. To examine the validity of such a claim, one needs to take the entire range of the characteristc into account, as is done in the recent proposal of Patton and Timmermann (2010).
Romano, Joseph P, Wolf, Michael
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A note on the CAPM with endogenously consistent market returns [PDF]
arXiv, 2021 I demonstrate that with the market return determined by the equilibrium returns of the CAPM, expected returns of an asset are affected by the risks of all assets jointly. Another implication is that the range of feasible market returns will be limited and dependent on the distribution of weights in the market portfolio.
arxiv
Expectations, Shocks, and Asset Returns [PDF]
SSRN Electronic Journal, 2007 I use the consumer's budget constraint to derive a relationship between stock market returns, the residuals of the trend relationship among consumption, aggregate wealth, and labour income, cay, and three major sources of risk: future changes in the housing consumption share, cr, future labour income growth, lr, and future consumption growth, lrc ...
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