In this paper, we apply the 7,846 technical trading rules considered by Sullivan et al. (1999) to a stock index, some individual stocks, some currencies and some interest rate futures contracts traded in the Australian financial markets. Size distortions due to data-snooping are avoided by using...

The interrelationship between capitalization and profitability in banking sector of BRICS countries is studied with reference to existing five capital theories with the help of the ARDL and VECM/VAR models. These models are applied in the panel and individual settings on BRICS banking sector...

We argue that high-frequency return predictability can be explained by delays in prices, providing another explanation for why paper profits often do not materialize. We investigate predictability in the US (and international) stock market from 2005 to 2012 and in 2020. We find that 1-minute...

Are high-frequency realized measures profitable for low-frequency investment? I compare the profitability of the same investment strategy against two implementations of its trading signals: one that conventionally uses daily returns (LF) and the other that takes advantage of high-frequency (HF)...

Banking sector has undergone major changes in the mode of operation and the activities undertaken in the normal course of business.There has been a complete overhaul in banking activities wherein banks have emerged from conventional lending and borrowing business to financial conglomerates.This...

This paper focuses on performance measures based on a panel of 22 sectors of the Senegalese economy. A particular emphasis is made on the profitability which is the indicator looked at by both the government to identify sectors that need help, investors to know which sector is attractive and...

This research is an attempt to establish a stochastic relationship between Financial leverage and Profitability of cement sector operating in Pakistan. For this purpose 18 cement manufacturers out of 21 are incorporated in the study and six years annual data from 2005 to 2010 regarding financial...

To explore how Islamic banking could be promoted in Pakistan, one of the crucial factors is exploring the factors that determine the profitability of Islamic Banking Industry (IBI). The studies on the determinants of Islamic banking growth focus on a number of such internal and external...