English
Related papers

Related papers: Super-efficiency of Listed Banks in China and Dete…

200 papers

This study investigates the relationship between bank efficiency and stock market valuation using an unbalanced panel dataset of 42 listed banks in China from 2006 to 2023. We employ a non-radial and non-oriented slack based…

Pricing of Securities · Quantitative Finance 2024-07-23 Yun Liao

Regional differences in carbon emission efficiency arise from disparities in resource distribution, industrial structure, and development level, which are often influenced by government policy preferences. However, currently, most studies…

General Economics · Economics 2025-06-10 Shutian Cui , Renlong Wang

The banking industry is very important for an economic cycle of each country and provides some quality of services for us. With the advancement in technology and rapidly increasing of the complexity of the business environment, it has…

Machine Learning · Computer Science 2018-10-15 Sara Hosseinzadeh Kassani , Peyman Hosseinzadeh Kassani , Seyed Esmaeel Najafi

This paper investigates the impact of financial technology (FinTech) on the financial sustainability (FS) of commercial banks. We employ a three-stage network DEA-Malmquist model to evaluate the FS performance of 104 Chinese commercial…

General Finance · Quantitative Finance 2025-11-05 Yudi Yang , Fan Yang , Xiajie Yi , Dongwei He

We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of…

Statistical Finance · Quantitative Finance 2015-03-19 Wei-Xing Zhou , Guo-Hua Mu , Wei Chen , Didier Sornette

The informational context is regularly questioned in a transitional economic regime like the one implemented in China or Vietnam. This article investigates this issue and the predictive power of fundamental analysis in such context and more…

General Finance · Quantitative Finance 2019-10-16 Lijuan Ma , Marcel Ausloos , Christophe Schinckus , H. L. Felicia Chong

Evaluating the efficiency of organizations and branches within an organization is a challenging issue for managers. Evaluation criteria allow organizations to rank their internal units, identify their position concerning their competitors,…

Optimization and Control · Mathematics 2022-09-13 Vahid Kayvanfar , Hamed Baziyad , Shaya Sheikh , Frank Werner

Hypothesis of Market Efficiency is an important concept for the investors across the globe holding diversified portfolios. With the world economy getting more integrated day by day, more people are investing in global emerging markets. This…

Computational Finance · Quantitative Finance 2017-09-14 Oleg Malafeyev , Achal Awasthi , Kaustubh S. Kambekar

Shaped by structural forces of change, banking in emerging markets has recently experienced a decline in its traditional activities, leading banks to diversify into new business strategies. This paper examines whether the observed shift…

General Finance · Quantitative Finance 2011-07-04 Saoussen Ben Gamra , Dominique Plihon

Changes in the capital structure before and after the global financial crisis for SMEs are studied, emphasizing their financing problems, distinguishing between internal financing and external financing determinants. The empirical research…

General Finance · Quantitative Finance 2017-08-25 ShiXue He , Marcel Ausloos

The insufficient understanding of the credit network structure was recognized as a key factor for regulators' underestimation of the destructive systematic risk during the financial crisis that started in 2007. The existing credit network…

Risk Management · Quantitative Finance 2018-12-05 Xuan Lu , Li Huang , Kangjuan Lyu

The study investigates the relationship between bank profitability and a comprehensive list of bank specific, industry specific and macroeconomic variables using unique panel data from 23 Bangladeshi banks with large market shares from 2005…

General Economics · Economics 2021-06-14 Md Saimum Hossain , Faruque Ahamed

To examine the relation between profitability and business models (BMs) across bank sizes, the paper proposes a research strategy based on machine learning techniques. This strategy allows for analyzing whether size and profit performance…

General Economics · Economics 2024-01-24 F. Bolivar , M. A. Duran , A. Lozano-Vivas

We study how efficient resource reallocation across cities affects potential aggregate growth. Using optimal resource allocation models and data on 284 China's prefecture-level cities in the years 2003--2019, we quantitatively measure the…

General Economics · Economics 2024-10-08 Sheng Dai , Timo Kuosmanen , Zhiqiang Liao

This paper analyzes the relation between bank profit performance and business models. Using a machine learning-based approach, we propose a methodological strategy in which balance sheet components' contributions to profitability are the…

General Economics · Economics 2024-01-24 F. Bolivar , Miguel A. Duran , A. Lozano-Vivas

How to design a fair and reasonable allocation plan for the common revenue of the alliance is considered in this paper. We regard the common revenue to be allocated as an exogenous variable which will not participate in the subsequent…

Computer Science and Game Theory · Computer Science 2024-09-16 Xinyu Wanga , Qianwei Zhanga , Binwei Guib , Yingdi Zhaoa

Against the backdrop of rapid technological advancement and the deepening digital economy, this study examines the causal impact of digital transformation on corporate financial asset allocation in China. Using data from A-share listed…

General Finance · Quantitative Finance 2025-09-12 Yundan Guo , Han Liang , Li Shen

We use bank-level balance sheet data from 2005 to 2010 to study interactions within the banking system of five emerging countries: Argentina, Brazil, Mexico, South Africa, and Taiwan. For each country we construct a financial network based…

Statistical Finance · Quantitative Finance 2015-07-08 Diego Aparicio , Daniel Fraiman

This study compared accounting performance of Islamic banks with their market performance and also assessed the effect of firm-specific determinants and cross-sectional effect on accounting and market performance. This study selected all…

General Finance · Quantitative Finance 2020-05-19 Nusrat Jahan , M. Ayub Islam

Whether or not stocks are predictable has been a topic of concern for decades.The efficient market hypothesis (EMH) says that it is difficult for investors to make extra profits by predicting stock prices, but this may not be true,…

Numerical Analysis · Mathematics 2023-07-07 Yueshan Chen , Xingyu Xu , Tian Lan , Sihai Zhang
‹ Prev 1 2 3 10 Next ›