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This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data … on 37 countries from 1996-2007, we find that bank stocks are more aligned with the whole market (1) during the financial … insurance; and (4) in countries that have lower bank-level disclosure. The results hold for both emerging and developed economy …
Persistent link: https://www.econbiz.de/10012981203
This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data … on 37 countries from 1996-2007, we find that bank stocks are more aligned with the whole market (1) during the financial … insurance; and (4) in countries that have lower bank-level disclosure. The results hold for both emerging and developed economy …
Persistent link: https://www.econbiz.de/10012148150
This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data … on 37 countries from 1996–2007, we find that bank stocks are more aligned with the whole market (1) during the financial … insurance; and (4) in countries that have lower bank-level disclosure. The results hold for both emerging and developed economy …
Persistent link: https://www.econbiz.de/10010945107
Persistent link: https://www.econbiz.de/10009526858
This paper attempts to investigate the impact of credit information sharing on bank-specific stock price crash risk …
Persistent link: https://www.econbiz.de/10012926760
We examine intra-market return comovement within each of 33 economies' stock exchanges from 1995 through 2013 using a model-free comovement gauge. We find that the stability of international macroeconomic trilemma policies, the number of crises, and the extent of turnover overshadow the...
Persistent link: https://www.econbiz.de/10012971251
We examine intra-market return comovement within each of 33 economies' stock exchanges from 1995 through 2013 using a model-free comovement gauge. We find that the stability of international macroeconomic trilemma policies, the number of crises, and the extent of turnover overshadow the...
Persistent link: https://www.econbiz.de/10012950743
In this study, we use bank loan information to construct proxies for corporate transparency and examine whether these … bank loans of all publicly listed firms on the Shenzhen Stock Exchange, covering January 2008 to June 2013. We find that …
Persistent link: https://www.econbiz.de/10013272640
Persistent link: https://www.econbiz.de/10013065970
Persistent link: https://www.econbiz.de/10013053461