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The existence of financial intermediaries is arguably an artifact of information asymmetry. Beyond simple financial transactions, financial intermediation provides a mechanism for information transmission, which can reduce the degree of information asymmetry and consequently increase market efficiency. During the process of information transmission, the bank is able to provide unique services in the production and exchange of information. Therefore, banks have comparative advantages in information production, transmission, and utilisation. This book provides an overview of commercial banking and includes empirical methods in banking such risk and bank performance, capital regulation, bank competition and foreign bank entry, bank regulation on bank performance, and capital adequacy and deposit insurance.
deposit insurance --- capital adequacy --- bank risk --- foreign bank entry --- bank competition --- H-statistics --- pooled regression --- dynamic panel models --- risk-taking behavior --- banks --- efficiency --- data envelopment analysis --- Asia-Pacific --- regulations --- bank capital --- meta-analysis --- Bayesian model-averaging --- capital regulation --- competition --- Indian banking sector --- panel data --- revenue diversification --- bank risks --- bank performance --- net interest income --- non-interest income --- risks --- capital
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Asset pricing, investment, and trading strategies are very important in finance. They are useful in various situations, for example, supporting the decision-making process of choosing investments; determining the asset-specific required rate of return on the investment; pricing derivatives for trading or hedging; getting portfolios from fixed incomes or bonds, stocks, and other assets; evaluating diverse portfolios; determining macroeconomic variables affecting market prices; calculating option prices; and incorporating features such as mean reversion and volatility, etc. They can also be applied in financial forecast for assets, portfolios, business projects.Understanding, modeling, and using various asset pricing models, investment models, and models for different trading strategies is paramount in many different areas of finance and investment, including banking, stocks, bonds, currencies, and related financial derivatives. Different asset pricing models, investment models, and models for different trading strategies also allow us to compare the performances of different variables through the analysis of empirical real-world data.This Special Issue on "Asset Pricing, Investment, and Trading Strategies” will be devoted to advancements in the theoretical development of various asset pricing models, investment models, and models for different trading strategies as well as to their applications.The Special Issue will encompass innovative theoretical developments, challenging and exciting practical applications, and interesting case studies in the development and analysis of various asset pricing models, investment models, and models for different trading strategies in finance and cognate disciplines.
quantile --- correlogram --- dependence --- predictability --- market efficiency --- state ownership --- risk-taking behavior --- investment --- Vietnam --- GMM --- nonlinearity --- trading strategy --- trade-offs --- transport operations --- competitiveness --- sustainability --- growth --- ARDL --- stock exchange --- capitalization --- turnover --- value traded --- agricultural commodity future prices --- extreme value --- NON-stationary Extreme Value Analysis (NEVA) --- Newton-optimal method --- high-frequency data --- market liquidity --- sovereign bonds --- spillover --- backwardation --- economic regimes --- momentum strategy --- systematic trading --- jumps identification --- swap variance --- integrated volatility --- realized volatility
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