Using unique data on over-the-counter bank stock prices and balance sheet information we explore bank funding cost differentials using the risk-adjusted return gap between the largest and the smallest depository institutions. We find that the largest commercial bank stocks, ranked by market...

We investigate the role of bank regulatory reports in the information environments of banks. We find that: (1) Call Reports, but not FR Y-9Cs, elicit economically significant stock price and volume reactions when they are publicly released despite the fact that Call Reports usually follow...