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International loans and the risk-return behavior of commercial banks: Some evidence from the capital market

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  • So, Jacky C.
  • Nyerges, Richard T.

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  • So, Jacky C. & Nyerges, Richard T., 1995. "International loans and the risk-return behavior of commercial banks: Some evidence from the capital market," Global Finance Journal, Elsevier, vol. 6(2), pages 135-153.
    • Handle: RePEc:eee:glofin:v:6:y:1995:i:2:p:135-153
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    2. Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
    3. Eisenbeis, Robert A & Harris, Robert S & Lakonishok, Josef, 1984. "Benefits of Bank Diversification: The Evidence from Shareholder Returns," Journal of Finance, American Finance Association, vol. 39(3), pages 881-892, July.
    4. Jorion, Philippe & Schwartz, Eduardo, 1986. "Integration vs. Segmentation in the Canadian Stock Market," Journal of Finance, American Finance Association, vol. 41(3), pages 603-614, July.
    5. Errunza, Vihang & Losq, Etienne, 1985. "International Asset Pricing under Mild Segmentation: Theory and Test," Journal of Finance, American Finance Association, vol. 40(1), pages 105-124, March.
    6. Cho, D Chinhyung & Eun, Cheol S & Senbet, Lemma W, 1986. "International Arbitrage Pricing Theory: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 41(2), pages 313-329, June.
    7. Errunza, Vihang R & Senbet, Lemma W, 1981. "The Effects of International Operations on the Market Value of the Firm: Theory and Evidence," Journal of Finance, American Finance Association, vol. 36(2), pages 401-417, May.
    8. Stehle, Richard E, 1977. "An Empirical Test of the Alternative Hypotheses of National and International Pricing of Risky Assets," Journal of Finance, American Finance Association, vol. 32(2), pages 493-502, May.
    9. Black, Fischer, 1974. "International capital market equilibrium with investment barriers," Journal of Financial Economics, Elsevier, vol. 1(4), pages 337-352, December.
    10. Adler, Michael, 1981. "Investor Recognition of Corporation International Diversification: Comment," Journal of Finance, American Finance Association, vol. 36(1), pages 187-190, March.
    11. Marti G. Subrahmanyam & Stavros B. Thomadakis, 1980. "Systematic Risk and the Theory of the Firm," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 94(3), pages 437-451.
    12. Buser, Stephen A & Chen, Andrew H & Kane, Edward J, 1981. "Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital," Journal of Finance, American Finance Association, vol. 36(1), pages 51-60, March.
    13. Solnik, Bruno, 1983. "International Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 38(2), pages 449-457, May.
    14. Agmon, Tamir & Lessard, Donald R, 1977. "Investor Recognition of Corporate International Diversification," Journal of Finance, American Finance Association, vol. 32(4), pages 1049-1055, September.
    15. Lessard, Donald R, 1974. "World, National, and Industry Factors in Equity Returns," Journal of Finance, American Finance Association, vol. 29(2), pages 379-391, May.
    16. Stulz, Rene M, 1981. "On the Effects of Barriers to International Investment," Journal of Finance, American Finance Association, vol. 36(4), pages 923-934, September.
    17. Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February.
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    19. Shapiro, Alan C., 1982. "Risk in International Banking," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(5), pages 727-739, December.
    20. Walter, Ingo, 1981. "Country risk, portfolio decisions and regulation in international bank lending," Journal of Banking & Finance, Elsevier, vol. 5(1), pages 77-92, March.
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