Results 211 to 220 of about 120,493 (246)
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The effect of the Federal Reserve interest rate policies on the returns of commercial banks stocks
Journal of Financial Services Marketing, 2007This 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 +2 more
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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
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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
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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
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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
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Journal of Multinational Financial Management, 2000
Abstract This paper examines the role of market, interest rate, and exchange rate risks in pricing a sample of the US Commercial Bank stocks by developing and estimating a multi-factor model under both unconditional and conditional frameworks. Three different econometric methodologies are used to conduct the estimations and testing. Estimations based
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Abstract This paper examines the role of market, interest rate, and exchange rate risks in pricing a sample of the US Commercial Bank stocks by developing and estimating a multi-factor model under both unconditional and conditional frameworks. Three different econometric methodologies are used to conduct the estimations and testing. Estimations based
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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.
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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 ...
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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 ...
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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.
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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.
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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.
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Proceedings of the 4th International Conference on Finance, Economics, Management and IT Business, 2022
Pranav Kishore +5 more
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Pranav Kishore +5 more
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