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This study presents empirical evidence of market discipline, using a panel dataset of listed banks on the Karachi Stock Exchange. We construct multiple riskbased measures from the stock prices between 2004 and 2009 to determine whether an increase in the risk profile results in an increase in...
Persistent link: https://www.econbiz.de/10013218463
, all results of every bank are discussed separately. All these results display the diverse kinds of tendencies towards the … returns of the bank in the long and short term. Not even every currency is exposed to the highest exchange rate for all of the …
Persistent link: https://www.econbiz.de/10012835837
Pakistan. Two main hypotheses are constructed to achieve the objectives of study: i.e., (1) There exists a significant … relationship between the returns volatility in stock market and the banking performance, and (2) Bank size has a significant role … banks; and, the bank-size has a significant negative impact on volatility-performance relationship. Specifically, the …
Persistent link: https://www.econbiz.de/10012842994
were expected, feedback channels exist that result in losses. When comparing the stock price reaction of bank related … the bank's issuer rating and perceive that price effects are well anticipated before the actual announcement day. We …
Persistent link: https://www.econbiz.de/10013109041
attribute to the greater impact of a rating change of a US bank on the rest of the local economy. Finally, we report abnormal …
Persistent link: https://www.econbiz.de/10013075481
comprised of a key bank metric the deposit/credit ratio, income measures that include interest income/average working funds and …
Persistent link: https://www.econbiz.de/10012954777
In this study, we examine the options market reaction to bank loan announcements for the population of US firms with … traded options and loan announcements during 1996-2010. We get evidence on a significant options market reaction to bank loan …
Persistent link: https://www.econbiz.de/10012903492
A financial distress of company should be able anticipated smartly by its management to rerun the business without having any loss due to business failure. Thus, we need a model which could provide an early signal to company the probability of financial distress so that remedial efforts can be...
Persistent link: https://www.econbiz.de/10012942862
This paper explores the puzzle of inconsistent findings in regard to bank lending decisions and the negative response … to bank loan announcements in China. Using firm performance before and after the lending decisions, adjusted for the … some cases it is no longer related to bank loan size. Specifically, the positive relationship disappears for loans by …
Persistent link: https://www.econbiz.de/10012968435
. With the Reserve Bank of India (RBI) lowering interest rates following slower economic growth, bank share prices have risen … key drivers of the stock prices of India's largest public and private sector banks. Bank specific metrics were important … both banks, suggesting that bank share price appreciation could come at the expense of asset quality. Productivity measures …
Persistent link: https://www.econbiz.de/10012978963