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Interest Rate Sensitivity Of Bank Stock Returns: Specification Effects And Structural Changes

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  • Srinivas R. Akella
  • Su-Jane Chen

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  • Srinivas R. Akella & Su-Jane Chen, 1990. "Interest Rate Sensitivity Of Bank Stock Returns: Specification Effects And Structural Changes," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(2), pages 147-154, June.
    • Handle: RePEc:bla:jfnres:v:13:y:1990:i:2:p:147-154
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1990.tb00544.x
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    References listed on IDEAS

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    1. James R. Booth & Dennis T. Officer, 1985. "Expectations, Interest Rates, And Commercial Bank Stocks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(1), pages 51-58, March.
    2. Giliberto, Michael, 1985. "Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(1), pages 123-126, March.
    3. Lynge, Morgan J. & Zumwalt, J. Kenton, 1980. "An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(3), pages 731-742, September.
    4. Flannery, Mark J & James, Christopher M, 1984. "The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions," Journal of Finance, American Finance Association, vol. 39(4), pages 1141-1153, September.
    5. Fogler, H Russell & John, Kose & Tipton, James, 1981. "Three Factors, Interest Rate Differentials and Stock Groups," Journal of Finance, American Finance Association, vol. 36(2), pages 323-335, May.
    6. William L. Scott & Richard L Peterson, 1986. "Interest Rate Risk And Equity Values Of Hedged And Unhedged Financial Intermediaries," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(4), pages 325-329, December.
    7. Lloyd, William P. & Shick, Richard A., 1977. "A Test of Stone's Two-Index Model of Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(3), pages 363-376, September.
    8. Don M. Chance & William R. Lane, 1980. "A Re-Examination Of Interest Rate Sensitivity In The Common Stocks Of Financial Institutions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 49-55, March.
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