The banking industry plays a key role in the process of Taiwan’s economic development, and the structure of the financial system in Taiwan has turned from a controlled system into a liberalized one. In this paper, we employ the Malmquist productivity index approach, which is calculated from efficiency scores based on DEA linear programming technique, to measure the technical efficiency and prod...

The purpose of this study was to obtain empirical evidence regarding the effect financial leverage, firm size, and dividend payout ratio on systematic risk (beta) stocks with Covid-19 pandemic as a moderating variable. data used is secondary obtained from annual reports LQ-45 index companies listed Indonesia Stock Exchange during 2018-2022 period. analysis technique sub-group moderation. total ...

In this paper, we analyze and compare long-range power-law correlations of returns, absolute returns, squared returns, cubed returns and square waved returns for sixteen individual stocks from the block of energy sources of Chinese stock market and five stock indices (Shanghai Composite Index, Shenzhen Component Index, Dow Jones Industrial Average index, Nasdaq Composite Index, the Standard and...

In this paper, we focus on the efficiency performance of the Vietnamese commercial banks in terms of their efficiency change, productivity growth, and technological change during the period 2001–2003. We use a data envelopment analysis (DEA) model for this purpose. Productivity is measured using the Malmquist total factor productivity index. The panel data of 13 commercial banks in Vietnam are ...

This paper explores the impact of information disclosure and transparency on Vietnamese banks’ risk-taking by using Generalized Method Moments (GMM) approach with panel data 28 commercial banks from 2007 to 2019. A notable new contribution study is authors constructed a index for evaluate bank through this index. Research results show that more transparent complete discloses, safer is. Furtherm...

A portfolio is a combination of assets with desired rate return as well risks that can be minimized by spreading across different assets. The LQ45 index contains 45 companies whose shares have market capitalization and high level liquidity. population used in this study 7 banking stocks are on the index. This aims to develop an optimal using Markowitz Method Single Index Model, then compare res...

As an aggregate measure of the variations in individuals, the analysis of mobility provides a substantial and comprehensive perspective into the complexity of socio-economic systems. In this paper, we introduced the ranking mobility index to measure the ranking variations of the stocks in Chinese stock market over time. Using the daily data of 837 constituent stocks of the Shanghai A-Stock Comp...

In this paper, a heavy-tailed distribution approach is considered in order to explore the behavior of actual financial time series. We show that this kind of distribution allows to properly fit the empirical distribution of the stocks from S&P500 index. In addition to that, we explain in detail why the underlying distribution of the random process under study should be taken into account before...