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, with a particular emphasis on bank profitability. Methodologically, it employs two multivariate time series models, namely … comprehensive profitability outlook for the Maltese core banking sector. Key findings are summarized as follows: (i) neither of the …
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Any lead-lag effect in an asset pair implies the future returns on the lagging asset have the potential to be predicted from past and present prices of the leader, thus creating statistical arbitrage opportunities. We utilize robust lead-lag indicators to uncover the origin of price discovery...
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crisis, however, they had problems keeping their profitability which is an important quantitative indicator for the health of …
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Purpose of the article: Profitability is one of the most important ratios for performance measurement in any … investigate topics related to profitability and applicability of factors, which would enable to capture latest trends in economy … and practical point of view. Methodology/methods: Quantitative factors for forecasting commercial banks' profitability …
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financial performance. Yet, contrary to conventional wisdom, recent research shows that industry-specific profitability … provide insights into when and why industry-specific profitability forecasting models are useful. We show that industry …-specific forecasts are significantly more accurate in predicting profitability for single-segment firms and, to some extent, for business …
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This paper analyses the stochastic behaviour of Private Equity returns (a measure of profitability) applying fractional …
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