Table of contents
Evaluating the productive efficiency and performance of US commercial banks
Richard S. Barr, Kory A. Killgo, Thomas F. Siems, Sheri ZimmelReviews previous research on the efficiency and performance of financial institutions and uses Siems and Barr’s (1998) data envelopment analysis (DEA) model to evaluate the…
Changing UK stock market sector and sub‐sector volatilities, 1968‐2000
Angela Black, Roger Buckland, Patricia FraserPoints out that the decline in international economic differentials makes country effects less important and sector effects more important in managing equity funds; but that there…
Speed of share price adjustment to information
Dennis Chan, M. AriffBuilds on the work of Damodaran (1993) and Brisley and Theobald (19967) on measuring the speed with which stock markets convert information into price changes by using a simpler…
Calculating abnormal returns in event studies: controlling for non‐synchronous trading and volatility clustering in thinly traded markets
Per Bjarte SolibakkeReviews previous research based on event study methodology, pointing out that events can influence returns in many ways, and applies the method to a sample of mergers and…
Trading systems designed by genetic algorithms
Laura Núñez‐LetamendiaOutlines the development of genetic algorithms (GA), explains how they generate solutions to problems and applies four GA models incorporating different factors (e.g. risk…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson