Please use this identifier to cite or link to this item:
http://hdl.handle.net/10071/12883
Author(s): | Ferreira, N. B. |
Date: | 2016 |
Title: | Insights into portuguese stock market efficiency using DEA |
Volume: | XVII |
Pages: | 367-373 |
Event title: | 3rd International Conference on Business and Economics |
Reference: | Ferreira, N. B. (2016). Insights into portuguese stock market efficiency using DEA. The European Proceedings of Social and Behavioural Sciences. XVII, 367-373 |
ISSN: | 2357-1330 |
Keywords: | Data envelopment analysis PSI20 Efficiency Stock market portfolio |
Abstract: | US subprime crisis and the European sovereign debt crisis affected indiscriminately both the economic and the financial sectors giving rise to a bank run which made the survival of many other banks became uncertain, and by contagion the equity markets tumbled. In this context, this study runs a Data Envelopment Analysis model to analyse individual market return and net sales in light of the interest income, depreciation, cost of goods and employees. Using data from the largest companies of the Portuguese index stock market, the results showed that energy, communications and banking are the sectors more prevalent regarding revenue efficiency. |
Peerreviewed: | yes |
Access type: | Open Access |
Appears in Collections: | BRU-AC - Atas de congresso/Proceedings (organização, edição literária, ...) |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
32_Beci2016.pdf | 716,16 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.