What drives EU banks' stock returns? Bank-level evidence using the dynamic dividend-discount model
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Citations
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Cited by:
- Eirini Andriopoulou & Panos Tsakloglou, 2015.
"Once Poor, Always Poor? Do Initial Conditions Matter? Evidence from the ECHP,"
Research on Economic Inequality, in: Measurement of Poverty, Deprivation, and Economic Mobility, volume 23, pages 23-70,
Emerald Group Publishing Limited.
- Panos TSAKLOGLOU & Eirini ANDRIOPOULOU, 2010. "Once Poor, Always Poor? Do Initial Conditions Matter? Evidence from the ECHP," EcoMod2010 259600164, EcoMod.
- Eirini Andriopoulou & Panagiotis Tsakloglou, 2011. "Once poor, always poor? Do initial conditions matter? Evidence from the ECHP," DEOS Working Papers 1127, Athens University of Economics and Business.
- Andriopoulou, Eirini & Tsakloglou, Panos, 2011. "Once Poor, Always Poor? Do Initial Conditions Matter? Evidence from the ECHP," IZA Discussion Papers 5971, Institute of Labor Economics (IZA).
- Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016.
"How the euro-area sovereign-debt crisis led to a collapse in bank equity prices,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 266-275.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2014. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 14/17, Division of Economics, School of Business, University of Leicester.
- Heather D. Gibson & Stephen G. Hall, & George S. Tavlas, 2015. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 15/13, Division of Economics, School of Business, University of Leicester.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015. "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics 15/25, Division of Economics, School of Business, University of Leicester.
- Salvatore Perdichizzi, 2017. "The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns," DISCE - Working Papers del Dipartimento di Economia e Finanza def059, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Kakhkharov, Jakhongir & Bianchi, Robert J., 2022. "COVID-19 and policy responses: Early evidence in banks and FinTech stocks," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
- Hiebert, Paul & Sydow, Matthias, 2009. "What drives returns to euro area housing? Evidence from a dynamic dividend-discount model," Working Paper Series 1019, European Central Bank.
- Ricci, Ornella, 2015. "The impact of monetary policy announcements on the stock price of large European banks during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 245-255.
- Schnatz, Bernd, 2006. "Is reversion to PPP in euro exchange rates non-linear?," Working Paper Series 682, European Central Bank.
- Antonio Sánchez Serrano, 2018. "EU banks after the crisis: sinners in the hands of angry markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(9), pages 24-51, May.
- Marie Ligocka, 2019. "The E?ect of Financial Ratios on the Stock Prices: Evidence from the Polish Stock Exchange," ACTA VSFS, University of Finance and Administration, vol. 13(1), pages 44-60.
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More about this item
Keywords
Bank stock return predictability; cash flow news.; panel VAR estimation; return decomposition;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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