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The Relationship between Risk-Return Trade-Off and Productive Efficiency: Evidence from Malaysia Banking Sector
Sufian, Fadzlan; Majid, Abdul; Zulkhibri, Muhamed - Volkswirtschaftliche Fakultät, … - 2008
The non-parametric frontier approach, Data Envelopment Analysis (DEA) is employed to investigate the efficiency of banking stocks which are traded on the Kuala Lumpur Stock Exchange (KLSE). Unlike the earlier studies which use balance sheet and income statements data, the paper uses market data...
Persistent link: https://www.econbiz.de/10011157001
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Causality between Malaysian Islamic Stock Market and Macroeconomic Variables
Naseri, Marjan; Masih, Mansur - Volkswirtschaftliche Fakultät, … - 2013
the case of Malaysia. Although there are numerous studies investigating relationship between conventional stock market and … paper examines the long-term equilibrium relationships between FTSE Bursa Malaysia Emas Shariah Index as a proxy for Islamic … influences on Islamic stock market in Malaysia. These findings have policy Implications in that controlling the macroeconomic …
Persistent link: https://www.econbiz.de/10011109373
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股票政策宣告對農產品價格與股票價格的動態影響
Wang, Vey; Lai, Chung-Hui; Hu, Shih-Wen; Cheng, Chia-Hui - Volkswirtschaftliche Fakultät, … - 2007
It has been an important issue to analyze the possible impact of macroeconomic effects, such as: exchange rate or interest rate, on the commodity prices since 1970s because of the tremendous volatility of commodity prices on the US. Thereafter, there are a lot of literature in agricultural...
Persistent link: https://www.econbiz.de/10009644154
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Monetary Shocks or Real Shocks, Which matters the most for Share Prices
Subhani, Muhammad Imtiaz; Osman, Ms. Amber - Volkswirtschaftliche Fakultät, … - 2011
This study examines that out of monetary shocks (ΔM2) and real shocks in share prices (ΔYt-k), which one or both really explain share prices of Karachi stock exchange 100 index. The time series econometrics is used to investigate the data for the monthly period of January 1991 to January 2011...
Persistent link: https://www.econbiz.de/10009369607
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Bank Efficiency and Share Prices in China: Empirical Evidence from a Three-Stage Banking Model
Majid, Abdul; Zulkhibri, Muhamed; Sufian, Fadzlan - Volkswirtschaftliche Fakultät, … - 2008
This paper examines for the first time the relationship between China banks’ efficiency and its share price performance. Our analysis consists of three parts. First, we calculate the annual share price returns of the banks for each year between 1997 and 2006. Then we employ Data Envelopment...
Persistent link: https://www.econbiz.de/10005787004
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Ryzyko struktury: Rys koncepcyjny
Staszkiewicz, Piotr W. - Volkswirtschaftliche Fakultät, … - 2010
The article presents the initial proposal for the group risk measurement based on the comparison of two interconnected sets of webs. The risk scalar has been presented both for each separated subsidiary as well as for the group itself. It was shown the risk profile of the group could be...
Persistent link: https://www.econbiz.de/10009325682
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New methodology for event studies in Bonds
Bell, Peter N - Volkswirtschaftliche Fakultät, … - 2010
The new methodology to study the impact of corporate events on bonds is comprised of a sampling technique and regression model. The method is different from standard approaches, motivated by the belief that event impact should be reflected in levels of yield premium. The regression tests for a...
Persistent link: https://www.econbiz.de/10008694014
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Stock Market's Reaction to Monetary Policy Announcements in India
Sasidharan, Anand - Volkswirtschaftliche Fakultät, … - 2009
The paper examines stock market behaviour on days preceding and succeeding the announcement of a change in the monetary policy stance. Market's plausible reactions are tested using nonparametric statistics. The tests reveals that there is no systematic pattern in its reaction, neither towards...
Persistent link: https://www.econbiz.de/10008548824
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Click to download data: an event study of Internet access to economic statistics
Tokel, O. Emre; Yucel, M. Eray - Volkswirtschaftliche Fakultät, … - 2009
This study examines the online access statistics of the Central Bank of Turkey’s Electronic Data Delivery System within an event study framework. The comparisons of pre-event and post-event statistics suggest that announcements of both the policy interest rates and the consumer price data...
Persistent link: https://www.econbiz.de/10005034371
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White-collar crime and stock return: Empirical study from announcement effect
Puah, Chin-Hong; Liew, Samuel Wei-Siew - Volkswirtschaftliche Fakultät, … - 2011
White-collar crime continues to hit the headlines across Malaysia and it remains a serious issue influencing … organizations globally. A share price event study is thus conducted on a group of public listed companies in Malaysia to examine the … share price reaction on 10 trading days subsequent to the day of announcement. It means that the stock market in Malaysia is …
Persistent link: https://www.econbiz.de/10009147675