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Liquidity And Bank Performance
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Liquidity And Bank Performance (2015)Liquidity And Bank PerformanceFinancial Reform and Economic Development in China (2013)Financial Reform and Economic…The Determinants of Commercial Bank Profitability in Sub-Saharan Africa (2009)The Determinants of Commercia…The Determinants of Commercial Bank Profitability in Sub-Saharan Africa (2009)The Determinants of Commercia…The impact of capital requirements on banks’ cost of intermediation and performance: The case of Egypt (2008)The impact of capital require…The determinants of banks' profits in Greece during the period of EU financial integration (2008)The determinants of banks' pr…Factors explaining the interest margin in the banking sectors of the European Union (2004)Factors explaining the intere…Financial Reform and Economic Development in China (2003)Financial Reform and Economic…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence (1999)Determinants of Commercial Ba…Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence (1999)Determinants of Commercial Ba…Private and Public Supply of Liquidity (1998)Private and Public Supply of …Determinants of European bank profitability: A note (1992)Determinants of European bank…Concentration and other determinants of bank profitability in Europe, North America and Australia (1989)Concentration and other deter…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*The determinants of net interest income in the Mexican banking system: an integrated modelThe determinants of net inter…Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS–DEA approach (2022)Financial stability, liquidit…The Impact of Liquidity Risk Management on the Financial Performance of Saudi Arabian Banks (2021)The Impact of Liquidity Risk …Liquidity risk and bank performance in Southeast Asian countries: a dynamic panel approach (2021)Liquidity risk and bank perfo…The determinants of liquidity of Indian listed commercial banks: A panel data approach (2019)The determinants of liquidity…The effects of Basel III liquidity regulations on banks’ profitability (2018)The effects of Basel III liqu…Liquidity Risk and Bank Performance: An Empirical Test for Tunisian Banks (2017)Liquidity Risk and Bank Perfo…Liquidity Management and Performance of Deposit Money Banks in Nigeria (1986 – 2011): An Investigation (2017)Liquidity Management and Perf…Diversification, bank performance and risk: have Tunisian banks adopted the new business model? (2017)Diversification, bank perform…PENGARUH DAN HUBUNGAN STRUKTUR ORGANISASI, BUDAYA ORGANISASI DAN SUMBER DAYA MANUSIA DENGAN KINERJA. Konteks: Bank Umum di Indonesia (2016)PENGARUH DAN HUBUNGAN STRUKTU…The Determinants of Bank Interest Margins: Theory and Empirical Evidence (1981)Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking (1997)Competition, concentration and their relationship: An empirical analysis of the banking industry (2002)What explains the low profitability of Chinese banks? (2009)Bank competition and financial stability in Asia Pacific (2013)The impacts of risk and competition on bank profitability in China (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)The Profit-Structure Relationship in Banking--Tests of Market-Power and Efficient-Structure Hypotheses (1995)The Relationship between Capital and Earnings in Banking (1995)Stock Market Development and Financing Choices of Firms (1996)Regulations, Market Structure, Institutions, and the Cost of Financial Intermediation (2004)The influence of monetary policy on bank profitability (2017)Efficiency of financial institutions: International survey and directions for future research (1997)Determinants of Banks’ Profitability: Evidence from EU 27 Banking Systems (2015)The determinants of bank profitability: empirical evidence from European banking sector (2016)Econometric Analysis of Panel Data (2021)Contestable Markets and the Theory of Industry Structure (1982)Debt Maturity Structure and Liquidity Risk (1991)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Default and Renegotiation: A Dynamic Model of Debt (1998)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The profitability of european banks: a cross‐sectional and dynamic panel analysis (2004)Factors influencing the profitability of domestic and foreign commercial banks in the European Union (2006)Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)How does foreign entry affect domestic banking markets? (2001)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1999Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence1,871 cited
  • 1998Private and Public Supply of Liquidity1,821 cited
  • 1992Determinants of European bank profitability: A note1,296 cited
  • 1989Concentration and other determinants of bank profitability in Europe, North America and Australia1,263 cited
  • 2004Factors explaining the interest margin in the banking sectors of the European Union864 cited
  • 2008The determinants of banks' profits in Greece during the period of EU financial integration637 cited
  • 1999Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence573 cited
  • 2009The Determinants of Commercial Bank Profitability in Sub-Saharan Africa410 cited
  • 2009The Determinants of Commercial Bank Profitability in Sub-Saharan Africa272 cited
  • 2003Financial Reform and Economic Development in China267 cited
  • 2013Financial Reform and Economic Development in China267 cited
  • n.d.The determinants of net interest income in the Mexican banking system: an integrated model

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252 cited
  • 2008The impact of capital requirements on banks’ cost of intermediation and performance: The case of Egypt249 cited
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    • 2017Liquidity Management and Performance of Deposit Money Banks in Nigeria (1986 – 2011): An Investigation68 cited
    • 2017Diversification, bank performance and risk: have Tunisian banks adopted the new business model?60 cited
    • 2019The determinants of liquidity of Indian listed commercial banks: A panel data approach60 cited
    • 2017Liquidity Risk and Bank Performance: An Empirical Test for Tunisian Banks58 cited
    • 2018The effects of Basel III liquidity regulations on banks’ profitability52 cited
    • 2022Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS–DEA approach47 cited
    • 2021Liquidity risk and bank performance in Southeast Asian countries: a dynamic panel approach38 cited
    • 2021The Impact of Liquidity Risk Management on the Financial Performance of Saudi Arabian Banks37 cited
    • 2016PENGARUH DAN HUBUNGAN STRUKTUR ORGANISASI, BUDAYA ORGANISASI DAN SUMBER DAYA MANUSIA DENGAN KINERJA. Konteks: Bank Umum di Indonesia1 cited