Showing 1 - 10 of 23
Purpose – In this paper, the aim is to investigate the tail behavior of daily stock returns for three emerging stock in the Gulf region (Bahrain, Oman, and Saudi Arabia) over the period 1998-2005. In addition, the aim is also to test whether the distributions are similar across these markets....
Persistent link: https://www.econbiz.de/10005008712
Purpose – After adjusting for thin trading, this study seeks to examine the market efficiency for six emerging stock markets in the Gulf Cooperation Council (GCC) countries: Bahrain, Kuwait, Oman, Qatar, Saudi Arabia and the United Arab Emirates. Design/methodology/approach – This study uses...
Persistent link: https://www.econbiz.de/10009392946
Purpose – In this paper, the aim is to investigate the tail behavior of daily stock returns for three emerging stock in the Gulf region (Bahrain, Oman, and Saudi Arabia) over the period 1998‐2005. In addition, the aim is also to test whether the distributions are similar across these...
Persistent link: https://www.econbiz.de/10015013570
Purpose – After adjusting for thin trading, this study seeks to examine the market efficiency for six emerging stock markets in the Gulf Cooperation Council (GCC) countries: Bahrain, Kuwait, Oman, Qatar, Saudi Arabia and the United Arab Emirates. Design/methodology/approach – This study uses...
Persistent link: https://www.econbiz.de/10015013629
Purpose – The purpose of this paper is to examine the applicability of data envelopment analysis (DEA) as a basis of value portfolio selection criterion. Design/methodology/approach – The portfolios are composed of the comprehensive sample of Finnish non-financial stocks based on their DEA...
Persistent link: https://www.econbiz.de/10009392938
Purpose – The purpose of this paper is to examine the applicability of data envelopment analysis (DEA) as a basis of value portfolio selection criterion. Design/methodology/approach – The portfolios are composed of the comprehensive sample of Finnish non‐financial stocks based on their DEA...
Persistent link: https://www.econbiz.de/10015013616
-commercial banks financial institutions. …
Persistent link: https://www.econbiz.de/10004979805
sluggish due to a lack of customer's confidence in banks, has indeed improved the overall functioning of Serbia's banking …
Persistent link: https://www.econbiz.de/10005008708
, pure efficiency change and scale efficiency change indexes for the Turkish banks. In the second stage, utilizing the …,” productivity growth during the period was 1.2 percent for state banks, 3.9 percent for private banks and 14.2 percent for foreign … banks. Under the “non-traditional banking definition,” the productivity gain over the period was 2.9 percent for state banks …
Persistent link: https://www.econbiz.de/10005008727
Purpose – The purpose of this paper is to investigate the cost efficiency of banks operating in two “non-core” EU … countries, Portugal and Spain, over a number of years. Specifically, the paper aims to examine the extent to which banks … analysis is used to identify banks' levels of performance over time in both countries. In order to decompose banks' total …
Persistent link: https://www.econbiz.de/10009392963