Using a simulation model, the study examines the impact to states and national BHCs if allowed greater participation in securities (segmented into securities brokerage and investment banking), insurance (brokerage, life insurance underwriting, and property-casualty underwriting), or real estate (segmented into five industries ranging from brokerage to development). Utilizing accounting earnings...

We examine the effects of the Securities and Exchange Commission (SEC)-mandated temporary suspension of short-sale price tests for a set of Pilot securities. While shortselling activity increases both for NYSEand Nasdaq-listed Pilot stocks, returns and volatility at the daily level are unaffected. NYSE-listed Pilot stocks experience more symmetric trading patterns and a slight increase in sprea...

In this paper we examine whether variation in investors’ demand for risky assets is associated with recoveries on defaulted debt securities. Our examination is motivated by the prediction of standard portfolio separation theorems that an increase in aggregate investor risk aversion is associated with a decrease in the demand for the market portfolio of risky assets. Motivated by this prediction...

This study examines the effect of regulatory policy on efficiency under prudential framework among banks listed in the Iranian Securities and Exchange Organization over the period 2003 to 2015. Arellano-Bond estimation method has been patronized to investigate the effect of regulatory policies on efficiency. Results indicate that regulatory policy indicator indexing reserve requirement on inves...

Management is trying to maximize your rewards and that means in terms of net profit, return on investment (performance) or other accounting measures and also by trying to Making positive changes in the prices of corporate securities to be done. In other words, the maximum managers Their interests are trying to improve corporate performance and the improvement of the capital Investors will be aw...

Pairs trading is a comparative-value form of statistical arbitrage designed to exploit temporary random departures from equilibrium pricing between two shares. However, the strategy is not riskless. Market events as well as poor statistical modeling and parameter estimation may all erode potential profits. Since conventional loss limiting trading strategies are costly, a preferable situation is...

The study was conducted to analyze the risk on common stock of commercial bank in Nepal and understand risks movements relation market. main objective any investor market is maximize profit reduce risk. paper helps know snapshot various statistical tools be used analysis return stocks. based conceptual research so papers written from 2002 2021 have been reviewed. It found that are measure like ...

High-utility pattern mining is an important data mining task having wide applications. It consists of discovering patterns generating a high profit in databases. Recently, the task of high-utility sequential pattern mining has emerged to discover patterns generating a high profit in sequences of customer transactions. However, a well-known limitation of sequential patterns is that they do not p...

in this paper, an ABC (artificial bee’s colony algorithm) is proposed to address the profit based unit commitment problem under deregulation. The PBUC problem is one of the major tasks for a power producer and is a highly complex, multi constrained non linear optimization problem. Some of the recently developed algorithms like GA, PSO, BBO, ACO etc. that are available to solve this complex prob...