Evidence of predictability in the cross-section of bank stock returns

By Michael J. Cooper, W. Jackson, Gary A. Patterson. 2003

182 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b8cda6e90f6b560d587549ba3e745d8a2267da2a

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Citations in the corpus

Determinants of Bank Profitability in a Developing Economy: Empirical Evidence from the Philipinnes (2008, background): “Demirguc-Kunt and Huizinga (2001), and Bikker and Hu (2002) identifies possible cyclical movements in bank profitability i.”
Determinants of bank profitability in a developing economy: Empirical evidence from Bangladesh (2009, background): “Changes in credit risk may refl ect changes in the health of a bank’s loan portfolio (Cooper et al. 2003), which may affect the performance of the institution. Duca and McLaughlin (1990), among others, conclude that variations in bank profi tability are largely attributable to variations in credit r”
Determinants of bank profitability in the South Eastern European region (2008, background): “This implies that the banking sector in the SEE countries, in spite of the recent expansion, has still ample field for further financing the economies’ investment and growth needs, if macroeconomic and institutional stability is enhanced.”
Determinants of bank efficiency: evidence from a semi‐parametric methodology (2009, background): “Changes in credit risk may reflect changes in the health of a bank’s loan portfolio (see Cooper et al., 2003), which may affect the performance of the institution, since poor asset quality is the single most important cause of bank failures.”
The effect of credit risk, liquidity risk and bank capital on bank profitability: Evidence from an emerging market (2020, background): “Based on Cooper et al. (2003), fluctuations in credit risk can mirror changes in the health of the bank’s loan portfolio, which can distress bank performance.”