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 …

This paper attempts to investigate the impact of credit information sharing on bank-specific stock price crash risk …

We examine which traditional asset pricing variables together with bank-specific accounting variables explain the cross …-sectional variation of future bank stock returns, using a firm-level data of eight Asian countries. Our empirical evidence shows that … exchange rate risk, firm size, the book-to-market ratio, and the net income ratio are important in explaining future bank stock …

We use the German Crisis of 1931, a key event of the Great Depression, to study how depositors behave during a bank run …

supply factors, both for the whole 1993-2010 period and during periods of financial instability. Using bank-level panel data …

This paper examines bank credit growth in emerging markets before, during, and after the 2008-09 financial crisis using … bank-level data, focusing on the role of bank ownership. Credit growth by foreign banks lagged behind that of domestic …