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This empirical study is conducted on randomly selected six Islamic banks of Bangladesh. This study utilizes widely used Measures of banks profitability which are Return on Asset (ROA), Return on Equity (ROE) and Return on Deposit (ROD) and…

综合金融 · 定量金融 2020-05-19 Nusrat Jahan

This paper reexamines the profitability of loser, winner and contrarian portfolios in the Chinese stock market using monthly data of all stocks traded on the Shanghai Stock Exchange and Shenzhen Stock Exchange covering the period from…

交易与市场微观结构 · 定量金融 2015-09-17 Huai-Long Shi , Zhi-Qiang Jiang , Wei-Xing Zhou

This study employs a co-integrated socio-economic model to investigate the long-run drivers of Chinese government expenditure on public pensions, addressing critical stability and sustainability challenges. Our methodology establishes a…

综合经济学 · 经济学 2025-10-28 Mostafa Raeisi Sarkandiz

Using the possible synergy among geographic, size, and technological distributions of firms in the Orbis database, we find the greatest reduction of uncertainty at the level of the 31 provinces of China, and an additional 18.0% at the…

计算机与社会 · 计算机科学 2013-10-30 Loet Leydesdorff , Ping Zhou

Sustainable business models also offer banks competitive advantages such as increasing brand reputation and cost reduction. However, no framework is presented to evaluate the sustainability of banking business models. To bridge this…

综合金融 · 定量金融 2020-03-31 Saeed Nosratabadi , Gergo Pinter , Amir Mosavi , Sandor Semperger

Firms with different ownership structures could be argued to have different levels of efficiency.Highly concentrated firms are expected to be more efficient as this type of ownership structure may alleviate the conflict of interest between…

综合金融 · 定量金融 2020-01-17 Sallahuddin Hassan , Zalila Othman , Mukaramah Harun

Portfolio underdiversification is one of the most costly losses accumulated over a household's life cycle. We provide new evidence on the impact of financial inclusion services on households' portfolio choice and investment efficiency using…

综合经济学 · 经济学 2023-11-03 Yong Bian , Xiqian Wang , Qin Zhang

This paper evaluates the commercial banks of Bangladesh in terms of profitability dimension of performance and also examines the impact of selected determinants and banking system on this dimension of performance. Evaluation of trend in…

综合金融 · 定量金融 2020-05-19 K. M. Golam Muhiuddin , Nusrat Jahan

Credit risk rating is shown to be a relevant determinant in order to estimate good corporate governance and to self-optimize capital structure. The conclusion is argued from a study on a selected (and justified) sample of (182) companies…

经济学 · 定量金融 2017-12-05 ManYing Kang , Marcel Ausloos

We introduce a binary regression accounting-based model for bankruptcy prediction of small and medium enterprises (SMEs). The main advantage of the model lies in its predictive performance in identifying defaulted SMEs. Another advantage,…

统计方法学 · 统计学 2013-12-11 Raffaella Calabrese , Giampiero Marra , Silvia Angela Osmetti

National carbon peak track and optimized provincial carbon allocations are crucial for mitigating regional inequality within the commercial building sector during China's transition to carbon neutrality. This study proposes a top-down model…

综合经济学 · 经济学 2025-01-14 Yanqiao Deng , Minda Ma , Nan Zhou , Chenchen Zou , Zhili Ma , Ran Yan , Xin Ma

The issue of local government debt is widely recognized as one of the "gray rhinos" affecting the stable development of China's economy. Government debt can transmit risks to local banks, which are among the primary holders of local debt,…

综合经济学 · 经济学 2025-04-10 Yan Li

Understanding the microeconomic details of technological catch-up processes offers great potential for informing both innovation economics and development policy. We study the economic transition of the PR China from an agrarian country to…

综合经济学 · 经济学 2021-01-01 Torsten Heinrich , Jangho Yang , Shuanping Dai

The largest US banks are required by regulatory mandate to estimate the operational risk capital they must hold using an Advanced Measurement Approach (AMA) as defined by the Basel II/III Accords. Most use the Loss Distribution Approach…

风险管理 · 定量金融 2014-12-01 J. D. Opdyke

Research and development (R&D) of countries play a major role in a long-term development of the economy. We measure the R&D efficiency of all 28 member countries of the European Union in the years 2008--2014. Super-efficient data…

应用统计 · 统计学 2024-05-09 Vladimír Holý , Karel Šafr

In allusion to some contradicting results in existing research, this paper selects China's latest stock data from 2005 to 2020 for empirical analysis. By choosing this periods' data, we avoid the periods of China's significant stock market…

综合金融 · 定量金融 2021-12-07 Zhijing Zhang , Yue Yu , Qinghua Ma , Haixiang Yao

We study financial networks where banks are connected through bilateral liabilities and may default when resources are insufficient to meet obligations. We consider both the standard proportional clearing model and a priority-proportional…

计算机科学与博弈论 · 计算机科学 2026-03-31 Gergely Csáji , Rareş-Ioan Mateiu , Alexandru Popa , Ildikó Schlotter

This paper offers new mathematical models to measure the most productive scale size (MPSS) of production systems with mixed structure networks (mixed of series and parallel). In the first property, we deal with a general multi-stage network…

综合经济学 · 经济学 2019-10-10 Saeed Assani , Jianlin Jiang , Ahmad Assani , Feng Yang

We build a 167-indicator comprehensive credit risk indicator set, integrating macro, corporate financial, bond-specific indicators, and for the first time, 30 large-scale corporate non-financial indicators. We use seven machine learning…

综合经济学 · 经济学 2025-09-24 Yanran Wu , Xinlei Zhang , Quanyi Xu , Qianxin Yang , Chao Zhang

This paper presents a sophisticated multi-day turnover quantitative trading algorithm that integrates advanced deep learning techniques with comprehensive cross-sectional stock prediction for the Chinese A-share market. Our framework…

计算工程、金融与科学 · 计算机科学 2025-06-10 Yimin Du