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Showing results 1 to 10 of approximately 75.
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Journal Article
The persistence of bank profits: what the stock market implies
Levonian, Mark E.
(1994)
This paper examines the speed with which abnormal economic profits vanish in the U.S. banking industry. A model is developed to infer expected speeds of profit adjustment from stock market and financial accounting data, deriving the rate of adjustment that is most consistent with observed cross-sectional relationships between bank stock prices and profitability. The model allows for the possibility that reported accounting income may be a biased and noisy signal of economic profit. Estimation is performed using generalized nonlinear least squares on a pooled series of cross sections. The ...
Economic Review
Journal Article
Bank security prices and market discipline
Kwan, Simon H.
(2002)
FRBSF Economic Letter
Conference Paper
The effect of new capital issues on the prices of holding company shares
Brown, Donald M.; Isberg, Steven C.
(1987)
Proceedings
, Paper 179
Conference Paper
Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns
Unal, Haluk; Kane, Edward J.
(1987)
Proceedings
, Paper 171
Working Paper
Bank foreign lending, mandatory disclosure rules and the reaction of bank stock prices to the Mexican debt crisis
Smirlock, Michael; Kaufold, Howard
(1986)
Working Papers
, Paper 86-14
Working Paper
Returns to bidders and targets in the acquisition process: evidence from the banking industry
Wolken, John D.; Hannan, Timothy H.
(1989)
Finance and Economics Discussion Series
, Paper 64
Working Paper
Changes in interstate banking laws: the impact on shareholder wealth
Schweitzer, Robert; Fields, M. Andrew; Black, Harold A.
(1988)
Working Papers
, Paper 88-16
Journal Article
Bank stock performance since the 1970s
Beebe, Jack
(1985-01)
Economic Review
, Issue Win
, Pages 5-18
Journal Article
Owners versus managers: who controls the bank?
Mester, Loretta J.
(1989-05)
Business Review
, Issue May
, Pages 13-23
Conference Paper
Equity and bond market signals as leading indicators of bank fragility
Gropp, Reint; Vulpes, Giuseppe; Vesala, Jukka M.
(2002)
We analyse the ability of equity market-based distances-to-default and subordinated bond spreads to signal a material weakening in banks' financial condition. Using option pricing, we show that both indicators are complete and unbiased indicators of bank fragility. We empirically test these properties using a sample of EU banks. Two different econometric models are estimated: a series of logit-models, which were estimated for different time-leads, and a proportional hazard model. We find support in favour of using both the distance-to-default and spread as leading indicators of bank ...
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