Bank income structure and risk an empirical analysis of vietnam commercial banks

Statistical Methods of Valuation and Risk Assessment: Empirical Analysis of Equity Markets and Hedge Fund Strategies

... insight and extend our understanding of hedge fund risks to a wide range of equity oriented hedge fund strategies They characterised the risk exposures of hedge funds using buy -and- hold and option-based ... detailed analysis of hedge fund risks and returns is also important from the standpoint of asset pricing theory Understanding the hedge fund risks exposures is also a key feature to the design of optimal ... Value-atRisk and related measures of risk (expected shortfall, volatility) for major equity market indices using standard methods as well as the most recent state -of- the-art methods The analysis of the risk...

chordia, sarkar and subrahmanyam -an empirical analysis of stock and bond market liquidity

... Chordia and Subrahmanyam (1995) for a simple model of how spread levels depend on inventory The direction of market movements could also trigger asymmetric e®ects on liquidity However, the market ... stock market tick size change from 1/8 to 1/16 was introduced on June 14, 1997, because this e®ect had an immediate and permanent impact on the stock market spread (see Chordia, Roll, and Subrahmanyam, ... weighted stock market return and the Lehman aggregate bond index return are signi¯cantly positively correlated with order °ow We have run our forecasting regressions with and without the market...

Temi di discussione: An empirical analysis of national differences in the retail bank interest rates of the euro area doc

... PICCININI AN EMPIRICAL ANALYSIS OF NATIONAL DIFFERENCES IN THE RETAIL BANK INTEREST RATES OF THE EURO AREA by Massimiliano Affinito * and Fabio Farabullini* Abstract The availability of new ... for the national factors influencing the level of interest rates The final section summarizes our findings The data and a descriptive analysis of the cross-country dispersion of bank interest rates ... these factors play a role even in the degree of integration of euro area bank interest rates: this is the argument of the next sections The determinants of national differences in euro area bank...

an empirical analysis of stock and bond market liquidity

... Goetzmann, W., and M Massa, 2002, Daily momentum and contrarian behavior of index fund investors, Journal of Financial and Quantitative Analysis 37, 375-389 Greenspan, A., 1999, Risk, liquidity, and ... News and Bond Prices: Evidence from U.S Treasury Market, forthcoming, Journal of Financial and Quantitative Analysis Ball, C., and T Chordia, 2001, True Spreads and Equilibrium Prices, Journal of ... stance of the Fed can a®ect liquidity by altering the terms of margin borrowing and alleviating borrowing constraints of dealers, and also consider the idea that fund °ows into stock and bond markets...

An empirical analysis of the relationship between audit committee multiple directorships and financial reporting quality

... Reproduced with permission of the copyright owner Further reproduction prohibited without permission Reproduced with permission of the copyright owner Further reproduction prohibited without ... permission Reproduced with permission of the copyright owner Further reproduction prohibited without permission Reproduced with permission of the copyright owner Further reproduction prohibited without ... permission Reproduced with permission of the copyright owner Further reproduction prohibited without permission Reproduced with permission of the copyright owner Further reproduction prohibited without...

schmuck - financial distress and corporate turnaround; an empirical analysis of the automotive supplier industry (2013)

... Financial Distress and Corporate Turnaround Martin Schmuck Financial Distress and Corporate Turnaround An Empirical Analysis of the Automotive Supplier Industry Martin Schmuck TU München ... situations of financial distress in the international automotive supplier industry 12 It is based on the analysis of managerial, operational, financial, and asset restructuring of 194 publicly listed automotive ... collection and analysis of empirical data and careful examination of patterns in the data to understand and explain the phenomena of interest.93 The empirical strategy chosen accords with the research...

beasley - 1996 - an empirical analysis of the relation between the board of director composition and financial statement fraud

... of Director Composition and Financial Statement Fraud 451 TABLE Matching of Fraud Firms and No -Fraud Firms ($ in thousands) Fraud- Firms Mean [Median] (Standard Deviation) No -Fraud Firms Mean ... subject to JSTOR Terms and Conditions Beasley- Board of Director Composition and Financial Statement Fraud 447 (2) they understand the importance of decision control, and (3) they can work with such ... has examined board of director composition in the context of financial statement fraud The relation between board of director composition and occurrences of financial statement fraud is particularly...

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samaha and dahawy - 2011 - an empirical analysis of cg structures and voluntary corporate disclosure in egyptian

... sub-index Social and environmental 50 reporting sub-index Financial review sub-index 60 Research and development 100 sub-index Employee information sub-index 50 Future prospects sub-index 50 Information ... help investors who are interested in investing in Egypt in understanding the Egyptian corporate governance and disclosure environment This study extends academic research by comparing findings ... IAS/IFRS, financial reporting and corporate governance mechanisms, audit procedures and methodologies, financial reporting on the internet and the implementation of accounting information systems in...

Tài liệu An Empirical Analysis of Political Activity in Hollywood pptx

... paper complements that line of research by examining the political leanings of another important media industry, Hollywood films Previous literature on political activity in Hollywood has primarily ... Due to political circumstance, Bradley chose not run in 1992, but did eventually run in 2000, and received a substantial amount of financial support from Hollywood, as shown in the analysis of that ... dominance of left -of- center political contributions in Hollywood These results are substantially consistent with previous surveys Prindle and Endersby (1993) find that 49% of Hollywood “opinion...

Inside the Crisis - An Empirical Analysis of Banking Systems in Distress ppt

... assess whether the behavior of the variables of interest changes following a banking crisis compared to the pre -crisis period, we examine whether in the crisis year and in each of the three aftermath ... reports of significant depositor runs, at the level of non-performing loans (at the peak of the crisis) , and at the costs of the bailout The baseline sample for the present study includes 36 banking ... Korea,Malaysia, andthe Philippinesin 1998 .In Thailand,large banks benefitingfrom deposit flight from small banks in the immediateaftermathof the crisis increasedtheir liquidityinstead of expandingtheir loan...

Spamalytics: An Empirical Analysis of Spam Marketing Conversion docx

... problem However, with each anti -spam innovation spammers adapted in kind and, while the resulting co-evolution has not signiﬁcantly changed the spam problem, it has changed how spam is purveyed For ... there has been signiﬁcant effort in modeling spam economics and understanding the value proposition from the spammer’s point of view Rarely spammers talk about ﬁnancial aspects of their activities ... employs an economic cost model of spam, comparing the success of several anti -spam strategies Goodman and Rounthwaite construct a more complex model, aimed at deriving the cost factors for sending spam, ...

An Empirical Analysis of Street-Level Prostitution doc

... Generalizability of Lab Behavior to the Field.” Canadian Journal of Economics 40(2): 347-370 Levitt, Steven, and Sudhir Venkatesh 2000 An Economic Analysis of a Drug-Selling Gang's Finances." Quarterly ... estimates, a woman working as a prostitute would expect an annual average of a dozen incidents of violence and 300 instances of unprotected sex Our data also shed light on questions of pricing and bargaining ... 60, and for day of the week is Monday Standard errors in parentheses * significant at 10%; ** significant at 5%; *** significant at 1% Table 6: Determinants of Price by Category of (1) (2) Manual...

EVALUATING THE IMPACTS OF AUCTION BIDDING RESTRICTIONS ON CONSUMER SURPLUS AND BEHAVIORS AN EMPIRICAL STUDY OF ONLINE PENNY AUCTIONS

... with an optimal combination of penny auction settings that can maximize either seller profit or consumer surplus Table 2-1 : Comparison of Penny Auction and eBay Auction Penny Auction eBay Auction ... final auction price is a double-edged sword On one hand, low auction prices attract bidders to participate in this type of auctions On the other hand, in each penny auction, there can be only one ... number of participants and so on There are ten types of penny auctions, each having special auctions settings Among the ten auction types, normal auction and free auction take up the majority, which...

The impact of development on the export quality of a country an empirical analysis of chinese imports

... Nigeria Malta Rwanda Sao Tome and PrincipeNorway Poland Senegal Romania Sweden Switzerland Estonia Latvia Lithuania Georgia Armenia Azerbaijan Belarus Kazakhstan Kyrgyzstan Ecuador Grenada Guatemala ... Israel Japan Jordan Kuwait Laos Lebanon Macau Malaysia Maldives Mongolia Nepal Oman Pakistan Philippines Qatar Saudi Arabia Singapore Sri Lanka Syria Thailand Turkey UAE Yemen Vietnam China Taiwan ... Uzbekistan Canada Slovenia USA Croatia Bermuda Czech Republic Australia Slovakia Fiji Macedonia Bosnia-Herzegovina Vanuatu Antigua and Barbuda New Zealand Papua New Guinea Argentina Solomon Islands...

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