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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
This study aims to examine the effect of the bank-specific and macroeconomic determinants of profitability for the … banking sector of Pakistan. To incorporate the issues of endogeneity, unobserved heterogeneity, and profit persistence, we … profitability of the banking sector in Pakistan. Capital adequacy helps the financial system to absorb any negative shock by …
Persistent link: https://www.econbiz.de/10012291759
This study examines the impact of credit rating announcement on stock returns of 22 banks rated by the Pakistan Credit …
Persistent link: https://www.econbiz.de/10012997395
The purpose of this paper is to assess whether listed banks in Ghana realised higher risk adjusted return than the Ghana Stock Exchange (GSE) All Share Index and also investigate whether listed banks offer portfolio diversification as part of investment portfolio. The study provides an insight...
Persistent link: https://www.econbiz.de/10013083924
an individual bank's loan loss provision ratio also depends on how far the bank allocates its loan portfolio towards …
Persistent link: https://www.econbiz.de/10012909612
We investigate whether sovereign bond holdings of European banks are determined by a risk-return trade-off. Using data between 2011 and 2018 for 75 European banks, we confirm that banks exhibited risk-taking behavior during the sovereign debt crisis, e.g., due to moral suasion. In the period...
Persistent link: https://www.econbiz.de/10012821286
The paper examines how loan portfolio diversification drives bank returns, mainly focusing on the conditioning roles of … increased sectoral loan portfolio diversification reduces bank returns, but not all banks are equally affected. Banks that … adopted a business model towards non-interest activities are hurt less from loan portfolio diversification, and bank market …
Persistent link: https://www.econbiz.de/10013183785
Using Indian bank-level data, we examine the cross-sectional returns predictability for banking stocks in view of the … model alongside bank-specific conditioning information in the form of asset quality variables, operational efficiency …
Persistent link: https://www.econbiz.de/10012023368
analysing the relationship between the bank risk and risk-adjusted returns. I find evidence of a significant negative …
Persistent link: https://www.econbiz.de/10014555768
This study examines the impact of credit rating announcement on stock returns of 22 banks rated by the Pakistan Credit …
Persistent link: https://www.econbiz.de/10013002179