Showing 1 - 10 of 224
Purpose Specifically, the purpose of this paper is to identify the key factors affecting banks’ liquidity in developing … relationship with liquidity (except for concentration) but with different signs. On the one hand, capital ratio, foreign ownership …, credit risk, inflation rate, monetary policy and deposit insurance negatively affected banks’ liquidity, while on the other …
Persistent link: https://www.econbiz.de/10014857563
Purpose – The purpose of this paper is to analyze the profitability of 27 universal banks in Portugal over the period from 2002 to 2011. Design/methodology/approach – The paper conducts ordinary least squares estimations with fixed effects using three measures of profitability: the return on...
Persistent link: https://www.econbiz.de/10014864510
improvements can be made in relation to liquidity, leverage, loan to deposit, asset quality and capital ratios. Design … banks and the database “Factiva” and the Financial Times . The data contains liquidity, debt, capital, asset quality and …
Persistent link: https://www.econbiz.de/10014870836
trading strategies based on the underlying liquidity and volatility of hospitality REITs as compared traditional REITs and the … broader market. Design/methodology/approach The paper uses established microstructure measures for liquidity, trading volumes … liquidity measures post-crisis. The results of the study highlight the differences in trading volumes, liquidity and risk …
Persistent link: https://www.econbiz.de/10014898967
to the Italian bank risk profile, both in terms of credit and liquidity risks. Design/methodology/approach – To test our … research hypotheses, we adopt ordered probit models, in which we regress the changes in credit risk and liquidity on a set of …’s liquidity position, our results show that securitization improves it both during the pre-crisis and the crisis years. Our …
Persistent link: https://www.econbiz.de/10014902011
performance of real estate companies in the UAE. There is a significant fall in the liquidity, profitability, leverage and …
Persistent link: https://www.econbiz.de/10014745437
Purpose The purpose of this paper is to examine the determinants of foreign direct investment (FDI) by focusing on institutional and economic factors among South Asian Association for Regional Cooperation (SAARC), Association of South East Asian Nations (ASEAN) as well as Central Asian countries...
Persistent link: https://www.econbiz.de/10014864582
Purpose – This paper aims to find out significant macroeconomic variables, incorporated as sensitivity variables (macroeconomic sensitivities), affecting financial distress for a sample of listed Indian firms. Design/methodology/approach – The study uses a matched pair sample of defaulting...
Persistent link: https://www.econbiz.de/10014875034
Purpose – The purpose of this paper is to prove the effectiveness of minimum semi‐absolute deviations (MSAD) method in dynamic portfolio investment. Design/methodology/approach – In financial investment, the classical static portfolio theory of Markowitz type lacks the dynamic adaptability...
Persistent link: https://www.econbiz.de/10014694566
Purpose The purpose of this paper is to use the Barberis et al. (1998)’s valuation model to calculate the fundamental value of a stock and examine whether the differences between predicted and realized stock prices are explained both by psychological factors (that affect investor reaction to...
Persistent link: https://www.econbiz.de/10015014213