Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model

M Arashi, MM Rounaghi - Future Business Journal, 2022 - Springer
The multi-fractal analysis has been applied to investigate various stylized facts of the
financial market including market efficiency, financial crisis, risk evaluation and crash …

Measuring the performance of the Indian banking industry: Data envelopment window analysis approach

S Akhtar, M Alam, MS Ansari - Benchmarking: An International Journal, 2022 - emerald.com
Purpose This study aims to empirically evaluate the performance of commercial banks
operating in India. Design/methodology/approach The efficiency of the commercial banks is …

Measuring technical efficiency of banks vis-à-vis demonetization: an empirical analysis of Indian banking sector using CAMELS framework

S Akhtar, M Alam, A Khan, M Shamshad - Quality & Quantity, 2023 - Springer
The present paper examines the banking industry's technical efficiency for the pre-and post-
demonetization period, using the case of India. A two-stage analysis has been employed …

CSR Contributions for environmental sustainability: A comparison of private banks in emerging market

T Chaudhuri, S Mitra, B Guha, S Biswas… - … in Management and …, 2023 - dmame-journal.org
Over the years corporate social responsibility (CSR) has become a source of competitive
advantage for firms including banks. CSR is one of the important aspects of a private bank's …

The efficiency of Indian banks: A DEA, Malmquist and SFA analysis with bad output

AH Dar, SK Mathur, S Mishra - Journal of Quantitative Economics, 2021 - Springer
In the recent years, the burgeoning non-performing assets (NPAs) have become a matter of
concern and scrutiny in India as the surge in NPAs impinge on the credit services of the …

Operational performance model for banks: a dynamic data envelopment approach

P Bangarwa, S Roy - Benchmarking: An International Journal, 2023 - emerald.com
Purpose Operational performance is critical for the banking sector for both managers and
other stakeholders as it strongly affects the overall performance of the banking system …

Efficiency of shadow banks in India and its drivers

N Bhattacharjee, AP Pati - Global Business Review, 2021 - journals.sagepub.com
With the growth of shadow banking (SB) across the globe, their importance as an inevitable
segment of the financial system is already established. Therefore, along with banking …

Do efficiencies really matter? Analysing the housing finance sector and deriving insights through data envelopment analysis

S Gopalkrishnan, SP Mohanty… - Cogent Economics & …, 2023 - Taylor & Francis
This study aims to assess the efficiency of housing finance companies operating in India by
applying Data Envelopment Analysis (DEA). We analyse 26 housing finance companies' …

Estimating performance efficiency of mining and extracting sectors using dea models: The case of jordan

JJ Jaber, F Beldjilali, AA Shehadeh… - …, 2022 - Wiley Online Library
In this study, we estimated the performance efficiency of the Jordanian mining and extracting
sector based on Data Envelopment Analysis (DEA). The utilized dataset includes 6 out of 15 …

Application of data envelopment analysis to evaluate investments in the modernization of collective management irrigation systems in Valencia (Spain)

M García-Mollá, R Puertas, C Sanchis-Ibor - Water Resources …, 2021 - Springer
Climate change and increased competition for water resources are generating growing
concern about how to improve water-use efficiency in agriculture. In turn, this has prompted …