[HTML][HTML] Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: application to the Chinese banking industry

H Fukuyama, M Tsionas, Y Tan - European Journal of Operational …, 2023 - Elsevier
The current study contributes to the literature in efficiency analysis in two ways: 1) we build
on the existing studies in Dynamic Network Data Envelopment Analysis (DNDEA) by …

[HTML][HTML] Measuring multi-product banks' market power using the Lerner index

S Shaffer, L Spierdijk - Journal of banking & finance, 2020 - Elsevier
The aggregate Lerner index is a popular composite measure of multi-product banks' market
power, based on total assets as the single aggregate output factor. We show that the …

Size, efficiency, market power, and economies of scale in the African banking sector

SA Asongu, NM Odhiambo - Financial Innovation, 2019 - Springer
There is a growing body of evidence that interest rate spreads in Africa are higher for big
banks compared to small banks. One concern is that big banks might be using their market …

The impacts of market power on power grid efficiency: Evidence from China

X Yao, R Huang, K Du - China Economic Review, 2019 - Elsevier
Since 1980s, China has experienced a series of reforms to support the development of
electricity industry, and the latest one is in 2015. The essence of this new reform is to …

Mortgage loan demand and banks' operational efficiency

M Iosifidi, E Panopoulou, C Tsoumas - Journal of Financial Stability, 2021 - Elsevier
Using data for 6740 US banks from 1996 to 2016, we consider whether mortgage loan
demand is a key determinant of banks' cost efficiency and management quality. We estimate …

Estimating market power under a nonparametric analysis: evidence from the Chinese real estate sector

H Fukuyama, Y Tan - Or Spectrum, 2023 - Springer
The traditional Lerner index is limited in its capacity to estimate the level of competition in the
economic sector from the perspective that it mainly focuses on the overall level of market …

On the drivers of profitability in the banking industry in restructuring times: a Bayesian perspective

P Cruz-García, A Forte… - Applied Economic Analysis, 2020 - emerald.com
Purpose There is abundant literature analyzing the determinants of banks' profitability
through its main component: the net interest margin. Some of these determinants are …

Management estimation in banking

MD Delis, M Iosifidi, M Tsionas - European Journal of Operational Research, 2020 - Elsevier
We present and estimate a model of management practices as an unobserved (latent) input
in a standard production function of banks. We derive estimates of management at the bank …

Assessing microfinance institutions efficiency by radial and non-radial DEA approach

M Mohsin, Q Abbas, N Iqbal, R Iram - Pakistan Journal of Social …, 2019 - pjss.bzu.edu.pk
Abstract A conventional Data Envelopment Analysis (DEA) model has a lack of practical
applicability and consideration, and to measure social and financial efficiency due to …

A principal–agent approach for estimating firm efficiency: Revealing bank managerial behavior

L Kutlu, E Mamatzakis, MG Tsionas - Journal of International Financial …, 2022 - Elsevier
We consider agency-theory-based structural and reduced form models of bank performance.
In the structural models, we take into account the managerial decision-making processes …