The June 1989 regulatory mandated Argentinean write-offs and US bank security returns: an empirical investigation

Article Abstract:

An analysis of the effects of the 20% mandatory write-off on Argentinean loans reveals that there is a semi-strong form of market efficiency and that there may be an investor-contagion effect. Banks were classified according to their exposure to the effects of the June 12, 1989 mandate that US banks write off 20% of their medium and long term loans to Argentina. The study also shows that the stock market adjusts quickly to new information and that stock market announcements do not always contain viable information.

Management, Loan loss reserves

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Sensitivity of bank equity returns to the level and volatility of interest rates

Article Abstract:

The effects of the level and volatility of interest rates on the equity returns of commercial banks is being studied using short-term, intermediate-term and long-term interest rates. Two models estimate the impact of contemporaneous and lagged interest rate volatility on returns on bank equity and add more contemporaneous macroeconomic variables. The inclusion of macroeconomic variables and their volatilities in bank equity return models is very relevant.

Analysis, Evaluation, Interest rates

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Managerial ownership, dividend and debt policy in the US banking industry

Article Abstract:

A study of insider holdings at 136 bank holding companies in the US reveals a negative relationship between the size of dividends and the levels of stock holdings by executives. Insider holdings showed no affect on firm quality or debt.

United States, Statistical Data Included, Research, Insider trading in securities, Insider trading (Securities)

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