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Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms

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Cited by:

  1. Galloway, Tina M. & Lee, Winson B. & Roden, Dianne M., 1997. "Banks' changing incentives and opportunities for risk taking," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 509-527, April.
  2. Chami, Ralph & Cosimano, Thomas F., 2010. "Monetary policy with a touch of Basel," Journal of Economics and Business, Elsevier, vol. 62(3), pages 161-175, May.
  3. Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020. "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 417-433, July.
  4. Robert A. Eisenbeis & Simon H. Kwan, 1996. "An analysis of inefficiencies in banking: a stochastic cost frontier approach," Economic Review, Federal Reserve Bank of San Francisco, pages 16-26.
  5. Dmytro Holod & Joe Peek, 2013. "The value to banks of small business lending," Working Papers 13-7, Federal Reserve Bank of Boston.
  6. Sherrick, Bruce J. & Irwin, Scott H. & Forster, D. Lynn, 1990. "Nonstationarity Of Soybean Futures Price Distributions: Option-Based Evidence," Illinois Agricultural Economics Staff Paper 244666, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
  7. Başak Tanyeri, 2010. "Financial Transparency and Sources of Hidden Capital in Turkish Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 37(1), pages 25-43, February.
  8. Asli Demirgüč-Kunt & Edward J. Kane & Haluk Unal, 1990. "Capital positions of Japanese banks," Proceedings 293, Federal Reserve Bank of Chicago.
  9. Nikhil Varaiya & David Ely, 1997. "Assessing the Resolution of Insolvent Thrift Institutions post FIRREA: The Impact of Resolution Delays," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(3), pages 255-282, June.
  10. Joseph P. Hughes & William W. Lang & Choon-Geol Moon & Michael S. Pagano, 2004. "Managerial Incentives and the Efficiency of Capital Structure in U.S. Commercial Banking," Departmental Working Papers 200401, Rutgers University, Department of Economics.
  11. Padmaja Kadiyala, 2000. "The Relation Between The Magnitude Of Growth Opportunities And The Duration Of Equity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(3), pages 285-310, September.
  12. Entrop, O. & von la Hausse, L. & Wilkens, M., 2017. "Looking beyond banks’ average interest rate risk: Determinants of high exposures," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 204-218.
  13. Jongmoo Jay Choi & Elyas Elyasiani, 1996. "Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks," Center for Financial Institutions Working Papers 96-53, Wharton School Center for Financial Institutions, University of Pennsylvania.
  14. DeGennaro, Ramon P. & Thomson, James B., 1995. "Anticipating bailouts: The incentive-conflict model and the collapse of the Ohio deposit guarantee fund," Journal of Banking & Finance, Elsevier, vol. 19(8), pages 1401-1418, November.
  15. Gorton, Gary & Rosen, Richard, 1995. "Corporate Control, Portfolio Choice, and the Decline of Banking," Journal of Finance, American Finance Association, vol. 50(5), pages 1377-1420, December.
  16. Friesen, Geoffrey C. & Swift, Christopher, 2009. "Overreaction in the thrift IPO aftermarket," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1285-1298, July.
  17. Ying Yan, 1998. "The FDICIA and bank CEOs' pay-performance relationship: an empirical investigation," Working Papers (Old Series) 9805, Federal Reserve Bank of Cleveland.
  18. Hesna Genay, 1998. "Assessing the condition of Japanese banks: how informative are accounting earnings?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 22(Q IV), pages 12-34.
  19. Bhanu Balasubramnian & Ajay A. Palvia & Dilip K. Patro, 2019. "Can the Book-to-Market Ratio Signal Banks’ Earnings and Default Risk? Evidence Around the Great Recession," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(2), pages 119-143, October.
  20. Jongmoo Choi & Elyas Elyasiani, 1997. "Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 267-286, October.
  21. Peter A. Brous & Keith Leggett, 1996. "Wealth Effects Of Enforcement Actions Against Financially Distressed Banks," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(4), pages 561-577, December.
  22. Elijah Brewer & William Jackson, 2000. "Requiem for a Market Maker: The Case of Drexel Burnham Lambert and Junk Bonds," Journal of Financial Services Research, Springer;Western Finance Association, vol. 17(3), pages 209-235, September.
  23. Mohd Halim Kadri & Juyati Mohd Amin & Zarina Abu Bakar, 2020. "Investment Property, Cost Model, Fair Value Model and Value Relevance: Evidence From Malaysia," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(3), pages 115-124, June.
  24. Emeka T. Nwaeze, 1998. "Regulation and the Valuation Relevance of Book Value and Earnings: Evidence from the United States," Contemporary Accounting Research, John Wiley & Sons, vol. 15(4), pages 547-573, December.
  25. Carow, Kenneth A. & Cox, Steven R. & Roden, Dianne M., 2004. "Mutual holding companies: Evidence of conflicts of interest through disparate dividends," Journal of Banking & Finance, Elsevier, vol. 28(2), pages 277-298, February.
  26. Ramon P. DeGennaro & James B. Thomson, 1992. "Capital forbearance and thrifts: an ex post examination of regulatory gambling," Working Papers (Old Series) 9209, Federal Reserve Bank of Cleveland.
  27. Brewer, Elijah & Deshmukh, Sanjay & Opiela, Timothy P., 2014. "Interest-rate uncertainty, derivatives usage, and loan growth in bank holding companies," Journal of Financial Stability, Elsevier, vol. 15(C), pages 230-240.
  28. English, William B. & Van den Heuvel, Skander J. & Zakrajšek, Egon, 2018. "Interest rate risk and bank equity valuations," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 80-97.
  29. Cooper, Michael J. & Jackson, William III & Patterson, Gary A., 2003. "Evidence of predictability in the cross-section of bank stock returns," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 817-850, May.
  30. Haluk Unal, 1997. "Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(3), pages 239-254, June.
  31. Bessler, Wolfgang & Nohel, Tom, 2000. "Asymmetric information, dividend reductions, and contagion effects in bank stock returns," Journal of Banking & Finance, Elsevier, vol. 24(11), pages 1831-1848, November.
  32. Kane, Edward J. & Min-Teh Yu, 1995. "Measuring the true profile of taxpayer losses in the S & L insurance mess," Journal of Banking & Finance, Elsevier, vol. 19(8), pages 1459-1477, November.
  33. Robert A. Eisenbeis & Gary D. Ferrier & Simon H. Kwan, 1999. "The informativeness of stochastic frontier and programming frontier efficiency scores: Cost efficiency and other measures of bank holding company performance," FRB Atlanta Working Paper 99-23, Federal Reserve Bank of Atlanta.
  34. Bharati, Rakesh & Nanisetty, Prasad & So, Jacky, 2006. "Dynamic gap transformations: Are banks asset - transformers or brokers? or both?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(1), pages 36-52, February.
  35. Anlong Li & Peter H. Ritchken & L. Sankarasubramanian & James B. Thomson, 1993. "Regulatory taxes, investment, and financing decision for insured banks," Working Papers (Old Series) 9303, Federal Reserve Bank of Cleveland.
  36. Dmytro Holod & Joe Peek & Gökhan Torna, 2024. "Relationship Lending: That Ship Has Not Sailed for Community Banks," Working Papers 24-5, Federal Reserve Bank of Boston.
  37. Shumaila Zeb & Abdul Rashid, 2019. "Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants," Risk Management, Palgrave Macmillan, vol. 21(4), pages 243-264, December.
  38. Elijah Brewer & William E. Jackson & James T. Moser, 2001. "The value of using interest rate derivatives to manage risk of U.S. banking organizations," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 25(Q III), pages 49-66.
  39. Catherine M. Schrand & Haluk Unal, 1995. "Hedging and Coordinated Risk Management: Evidence from Thrift Conversions," Center for Financial Institutions Working Papers 96-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
  40. Curi, Claudia & Lozano-Vivas, Ana, 2020. "Managerial ability as a tool for prudential regulation," Journal of Economic Behavior & Organization, Elsevier, vol. 174(C), pages 87-107.
  41. Ludwig Hausse & Martin Rohleder & Marco Wilkens, 2016. "Systemic interest rate and market risk at US banks," Journal of Business Economics, Springer, vol. 86(8), pages 933-961, November.
  42. Sotiris K. Staikouras, 2006. "Financial Intermediaries and Interest Rate Risk: II," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 15(5), pages 225-272, December.
  43. Lakshmi Balasubramanyan & James B. Thomson & Saeed Zaman, 2017. "Evidence of Forward-Looking Loan Loss Provisioning with Credit Market Information," Journal of Financial Services Research, Springer;Western Finance Association, vol. 52(3), pages 191-223, December.
  44. Nash, Robert C. & Sinkey Jr., Joseph F., 1997. "On competition, risk, and hidden assets in the market for bank credit cards," Journal of Banking & Finance, Elsevier, vol. 21(1), pages 89-112, January.
  45. Lumpkin, Stephen A. & O'Brien, James M., 1997. "Thrift stock returns and portfolio interest rate sensitivity," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 341-357, July.
  46. Guerry, Nicolas & Wallmeier, Martin, 2017. "Valuation of diversified banks: New evidence," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 203-214.
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