Results 101 to 110 of about 1,122,986 (135)

Exchange rate movements and the stock returns of U.S. commercial banks

Journal of Business Research, 1991
Abstract This article investigates the correlation between exchange rates and the stock returns of a portfolio of commercial banks. The results provide some evidence that bank stocks are, on average, sensitive to foreign exchange rate movements. The results also suggest significant cross-sectional variation in the sensitivity of bank stock returns to
John M. Harris, M. Wayne Marr, Michael F. Spivey   +2 more
openaire   +1 more source

The Impact of Exchange Rate Movements on Stock Returns: Evidence from Commercial Banks in Sri Lanka

SSRN Electronic Journal, 2020
Foreign exchange rate is the price of the local currency stated in terms of another currency. Exchange rate movements is a crucial cause which creates risk in banking institutions. This paper investigates the impact of exchange rate movements on stock returns of commercial banks listed in Colombo Stock Exchange.
A. W. M. S. S. C. Bandara, P. M. C. Thilakarathne   +1 more
openaire   +1 more source

The effect of the Federal Reserve interest rate policies on the returns of commercial banks stocks

Journal of Financial Services Marketing, 2007
This study uses a sample of 272 banks to examine the effect of the Federal Reserve's interest rate change on the banks’ stocks. For that purpose, two events of change in interest rate were selected. The event s tudy is used to determine abnormal returns, which are then explained by a set of financial strategies in a multiple regression model.
F Phillip Ghazanfari, Henry Charles Rogers, Paul Sarmas   +2 more
openaire   +1 more source

An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach

The Journal of Financial and Quantitative Analysis, 1980
Several recent studies of the capital asset pricing model were designed to improve the understanding of the pricing of capital assets by expanding the singlefactor market model to include macroeconomic information, industry influences and individual firm characteristics. Stone [20] has offered another means of expanding the market model.
Morgan J. Lynge, J. Kenton Zumwalt
openaire   +1 more source

RELATIVE RATES OF RESOURCE RETURNS FOR ONTARIO COMMERCIAL FARMS ‐ A FARM TO NONFARM COMPARISON, 1971–1974

Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 1977
This study examines the rates of return to resources in commercial agriculture in Ontario relative to the rates of return that similar resources could expect to earn in the nonfarm sector. Farm returns, which are defined to include net farm income plus capital gains to farm real estate, are measured for a selected group of Ontario farms over a four ...
George L. Brinkman, Jack A. Gellner
openaire   +1 more source

Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model

Journal of Financial Services Research, 1991
This article develops and tests a random coefficient two-index model for commercial bank stock returns which controls for the time-varying interest rate sensitivity caused by a bank's changing maturity profile. Using a sample of 51 actively traded commercial banks, the seemingly unrelated regression results provide evidence that commercial bank stock ...
openaire   +1 more source

Determinants of the Rate of Return on Commercial Bank Assets, 1933-1998 [PDF]

, 1999
This empirical study seeks to identify, for the period 1933-1998, determinants of the rate of return on bank assets (ROA). The study finds that the ROA has been an increasing function of the interest rate yield on bank loans to the private sector, the growth rate of real GDP, and the percentage of deposits covered by federal deposit insurance.
openaire  

Determinants of the Rate of Return on Commercial Bank Assets in the United States, 1959-1998 [PDF]

, 2000
This exploratory note empirically investigates determinants of the annual percentage rate of return on commercial bank assets over the period 1959-1998. The findings indicate that this rate of return has been an increasing function of the average annual interest rate yield on three-year U.S.
openaire  

Price Levels, Exchange Rates, Interest Rates and Return on Equity of Commercial Banks in Nigeria: The Moderating Effect of Bank Competitiveness

2022
The study sought to establish the moderating effect of bank competitiveness on the relationship between price levels, exchange rates, interest rates and return on equity of commercial banks in Nigeria. This paper originates from the PhD Thesis of the author.
openaire   +1 more source

Financial Feasibility of Opaque Envelopes in ECBC Complaint Energy Efficient Indian Commercial Buildings: An Approach for Maximising the Internal Rate of Return

Proceedings of the 4th International Conference on Finance, Economics, Management and IT Business, 2022
Pranav Kishore, Stuthi Shetty, Bysani Sathwik, Nandhini Selvam, Vaibhav Jain, Pradeep Kini   +5 more
openaire   +1 more source