Size Anomalies in U.S. Bank Stock Returns: Size Anomalies in U.S. Bank Stock Returns

172 citations recorded by the source corpus.

Subfields: Finance

Citations in the corpus

Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions (2016, unknown): “…all, the negative relationship between the required capital ratio and credit supply should be more pronounced for small and risky banks given that in general the cost of capital is lower for larger and safer banks (Gandhi and Lustig (2015), Baker and Wurgler 18 (2015), and Kashyap et al. (2010)).”
Capital requirements, risk choice, and liquidity provision in a business-cycle model (2020, unknown): “The idea to interpret bank debt as such goes back to Gorton and Pennacchi (1990) and is also present in Gorton et al. (2012). That the demand for safe and liquid assets can have important e ects for the banking sector is at the center of Bernanke (2005) savings glut hypothesis and in other recent wo”