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 …
financial market including market efficiency, financial crisis, risk evaluation and crash …
Measuring the performance of the Indian banking industry: Data envelopment window analysis approach
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 …
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
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 …
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
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 …
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 …
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 …
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 …
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' …
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
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 …
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)
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 …
concern about how to improve water-use efficiency in agriculture. In turn, this has prompted …