Liquidity Risk and Bank Stock Returns

2017 ◽  
Author(s):  
Yasser Boualam ◽  
Anna Cororaton
Keyword(s):  
Stock Returns ◽  
Liquidity Risk ◽  
Bank Stock Returns ◽  
Bank Stock

Risiko Kredit, Likuiditas Dan Kecukupan Modal Terhadap Profitabilitas Berdampak Pada Return Saham

2017 ◽  
Vol 9 (2) ◽  
pp. 103-118
Author(s):  
Sesilya Kempa
Keyword(s):  
Credit Risk ◽  
Stock Returns ◽  
Liquidity Risk ◽  
Capital Adequacy ◽  
Bank Stock Returns ◽  
Negative Effect ◽  
Bank Stock ◽  
Relationship Of ◽  
The Relationship ◽  
Positive Effect

There are the problem of credit risk, liquidty risk and capital adequacy affecting the level of the bank performance. The study is aimed to find empirical evidence of the relationship of credit risk, liquidity risk and capital adequacy toward profitability and its impact to bank stock returns. This study uses causality approach with path analysis techniques to obtain results. The results showed that credit risk (NPL) has negative effect toward the profitability (ROA and ROE). While liquidity risk (LDR) has positive effect on ROA and capital adequacy (CAR) affects neghatively toward ROE. Furthermore, ROA negatively affects stock returns and ROE has positive effect on stock return.

Does Change in Ted Spread Impact Bank Stock Returns?

2021 ◽  
pp. jwm.2021.1.151
Author(s):  
Srinivas Nippani ◽  
Augustine C. Arize ◽  
D. K. Malhotra
Keyword(s):  
Stock Returns ◽  
Bank Stock Returns ◽  
Bank Stock

Market efficiency, the Mexican peso crisis, and the US bank stock returns

2000 ◽  
Vol 11 (1-2) ◽  
pp. 73-86 ◽  
Author(s):  
Osman Kilic ◽  
M.Kabir Hassan ◽  
David Tufte
Keyword(s):  
Market Efficiency ◽  
Stock Returns ◽  
The Us ◽  
Bank Stock Returns ◽  
Bank Stock ◽  
Mexican Peso

ESG Scores and Bank Performance During COVID-19

2022 ◽  
pp. 241-260
Author(s):  
Gamze Ozturk Danisman
Keyword(s):  
Stock Returns ◽  
Extended Period ◽  
Negative Influence ◽  
Policy Implications ◽  
European Countries ◽  
Time Period ◽  
Bank Stock Returns ◽  
Bank Stock ◽  
The Impact ◽  
Extended Time Period

This chapter examines the impact of ESG scores on bank stock returns as a response to the COVID-19 pandemic. The authors use a sample of 73 publicly listed banks from 15 developed European countries. They perform the analysis using two different periods that cover the pandemic: the first major wave period of COVID-19 (February-April 2020) and an extended period (February 2020-April 2021). The findings reveal the negative influence of the COVID-19 pandemic on bank stock returns during the first wave of the pandemic. They further find that, during the first wave, stock returns of banks with higher ESG scores were more resilient to the pandemic. However, when they use the extended time period (from February 2020-April 2021), the influence of both COVID-19 and ESG scores becomes insignificant. The chapter's findings have important policy implications during unprecedented crisis times such as COVID-19.

The sensitivity of bank stock returns to real estate

1996 ◽  
Vol 12 (2) ◽  
pp. 203-220 ◽  
Author(s):  
Ling T. He ◽  
F. C. Neil Myer ◽  
James R. Webb
Keyword(s):  
Real Estate ◽  
Stock Returns ◽  
Bank Stock Returns ◽  
Bank Stock

scholarly journals REAL ESTATE MARKET RISK IN BANK STOCK RETURNS: EVIDENCE FOR 15 EUROPEAN COUNTRIES

2016 ◽  
Vol 20 (2) ◽  
pp. 142-155 ◽  
Author(s):  
António Miguel MARTINS ◽  
Ana Paula SERRA ◽  
Francisco Vitorino MARTINS
Keyword(s):  
Real Estate ◽  
Stock Returns ◽  
Real Estate Market ◽  
European Countries ◽  
Market Conditions ◽  
High Exposure ◽  
The Real Estate ◽  
Real Estate Sector ◽  
Bank Stock Returns ◽  
Bank Stock

In countries with highly-developed financial systems bank portfolios have high exposure, directly or indirectly, to the real estate sector. Changes in the value of real estate can have a potentially significant impact on the default risk of banks and on their profitability as a result of high exposure to the real estate sector. This is especially critical during real estate crises, when bank losses tend to increase dramatically, placing the entire financial system at risk of collapse, as it was the case of the recent international subprime crisis. This article studies the sensitivity of bank stock returns to real estate returns in 15 European countries. The results indicate that bank stocks are sensitive to real estate market conditions. There is a positive relation between bank stock returns and real estate returns after controlling for general market conditions and interest rates changes.

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