Effects of Accounting Financial Ratios on Capital Adequacy Ratio in the Banking Network [PDF]
پژوهشهای اقتصادی, 2016 The adequate capital is a main requirement for protecting the health of the banking system. Each bank or credit institution should always keep the proper ratio between the capital and the risk of their assets in order to ensure the stability and ...
Reza Mansourian Nezamabad +2 more
doaj
International Variation in Return on Equity in the Food and Beverage Industries [PDF]
, 2000 Yvonne J. Acheampong
openalex +1 more source
Investigating the Impact of Sovereign Credit Rating Downgrade on the US Equity Market [PDF]
arXivThe primary objective of this study was to examine the impact of the US sovereign credit rating downgrade on its equity market. Utilizing the event study methodology, a sample of three most capitalized listed companies -- Microsoft, Apple, and Amazon -- and the equity market index -- S&P500 -- were used as the proxy for the overall equity market. Three
arxiv
The Impact of Credit Risk and Implied Volatility on Stock Returns [PDF]
arXiv, 2010 This paper examines the possibility of using derivative-implied risk premia to explain stock returns. The rapid development of derivative markets has led to the possibility of trading various kinds of risks, such as credit and interest rate risk, separately from each other.
arxiv
Modeling Long Memory in REITs [PDF]
arXiv, 2011 One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares the findings for a non- REIT equity index.
arxiv
Application of Machine Learning to Short-Term Equity Return Prediction [PDF]
, 2006 Robert Yan, J. Nuttall, Charles X. Ling
openalex +1 more source
Exponential functionals of Levy processes and variable annuity guaranteed benefits [PDF]
arXiv, 2016 Exponential functionals of Brownian motion have been extensively studied in financial and insurance mathematics due to their broad applications, for example, in the pricing of Asian options. The Black-Scholes model is appealing because of mathematical tractability, yet empirical evidence shows that geometric Brownian motion does not adequately capture ...
arxiv
Determinants of Banks Profitability: A Comparative Study of Islamic Verses Non Islamic, Foreign Verses Local, and Public Verses Private Banks in Pakistan [PDF]
International Journal of Management, Accounting and Economics, 2017 This study examines the determinants of banks profitability in Pakistan. The main objectives of the study are to determine the factors that influence banks profitability in Pakistan and to make recommendations for management decision making and policy ...
Muhammad Nazir +4 more
doaj
Equity Premium in Efficient Markets [PDF]
arXivEquity premium, the surplus returns of stocks over bonds, has been an enduring puzzle. While numerous prior works approach the problem assuming the utility of money is invariant across contexts, our approach implies that in efficient markets the utility of money is polymorphic, with risk aversion dependent on the information available in each context ...
arxiv