In this paper we examine the issues involved for constructing a bank output price index for India. As well know, traditionally, the major part of banks’ revenue comes from their activities in relation to financial intermediation, though in recent years, banks are increasingly tending to provide many direct services. Thus, an ideal price index for banking services would cover prices of both dire...

For public investors, the return becomes appeal for investors to purchase and sell stocks in capital market. Fundamentally, their analysis, they must consider macroeconomic factors, i.e., foreign exchange, interest, inflation rates. This study investigates analyzes these factors as determinant of stock return. The intended is owned by Indonesian market-listed banks selected Kompas 100 Index con...

An economy like India, contributing comparatively higher growth opportunities than the developed economies USA. Foreign portfolio investments (FPI) are an imperative element of globalization world as it would largely affect domestic financial sectors in short run and genuine effect over long haul. India had opened up its to worldwide players during year 1991 through Liberalization, Privatizatio...

This study seeks to determine the impact of mergers on efficiency and productivity of commercial banks in Malaysia for the period from 1995 until 2005. The study uses a non-parametric approach, namely DEA, to estimate the efficiency scores and to construct the Malmquist productivity index. To enable this estimation, three bank inputs and outputs were used. Amongst the findings are that banks ex...

In this paper, the author analyzed the synthetic four dimensional evaluation index systems on risk of carbon finance in commercial banks in China. The analysis was conducted by means of an AHP-based Fuzzy Approach which builds a system analysis technique for multiple criteria decision making, and by market risk, credit risk, operational risk and project risk. The result show that evaluation ind...

The problem of finding patterns in financial time series has been tackled by systematic observations of trends, statistical analysis or the use of artificial intelligence techniques in trend analysis. These techniques are more for the discovering of patterns in data rather than the understanding of association relationships between the discovered patterns. As time series patterns often overlap ...

This study examines the productivity growth of the nationwide banks of China and a sample of city commercial, banks for the eleven years to 2007. Estimates of total factor productivity growth are constructed with appropriate confidence intervals, using a bootstrap method for the Malmquist index. The study adjusts for the quality of the output by accounting for the non-performing loans on the ba...

One key function of the Hong Kong Monetary Authority (HKMA) is to promote the stability and integrity of the financial system in Hong Kong. There are about 200 authorized institutions (AIs) in Hong Kong, many of which are deposit taking banks. The total assets of AIs as of June 2010 are about HKD 11 trillion, 6 times as large as the latest annual GDP of Hong Kong and about 60% of the total mark...

Index tracking aims to select portfolios that imitate the behavior of a stock index. A tracking strategy is referred to as partial when the tracking portfolio is solely formed by a subset of stocks, so enabling a substantial cost reduction in comparison with full tracking. Three criteria are usually employed in the literature when building the tracking portfolio: tracking error variance, excess...