Search Results - subject:"Saudi banking sector"

Saudi green banks and stock return volatility : GLE algorithm and neural network models

Assous, Hamzeh F. - In: Economies : open access journal 10 (2022) 10, pp. 1-18

This study investigates the effects of ESG factors on stock return volatility from 2012 to 2020 using linear regression, GLE algorithm, and neural network models. This paper used the ESG factors and main control variables (ROA, EPS, and year) as independent variables. The regression model...

Persistent link: https://www.econbiz.de/10013499112

Consequences of COVID-19 on banking sector index: Artificial neural network model

Assous, Hamzeh F.; Al-Najjar, Dania - In: International Journal of Financial Studies 9 (2021) 4, pp. 1-16

The World Health Organization officially declared COVID-19 a global pandemic on 11 March 2020. In this study, we examine the effect of COVID-19 indicators and policy response on the Saudi banking index. COVID-19 variables that were applied are: new confirmed and fatal COVID-19 cases in Saudi...

Persistent link: https://www.econbiz.de/10013200392

Consequences of COVID-19 on banking sector index : artificial neural network model

Assous, Hamzeh F.; Al-Najjar, Dania - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10012698386