This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail."

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
O'Hara, Maureen
Shaw, Wayne
Abstract

This paper investigates the effect on bank equity values of the Comptroller of the Currency's announcement that some banks were "too big to fail" and that for those banks total deposit insurance would be provided. Using an event study methodology, the authors find positive wealth effects accruing to too-big-to-fail banks, with corresponding negative effects accruing to nonincluded banks. They demonstrate that the magnitude of these effects differed with bank solvency and size. The authors also show that the policy to which the market reacted was that suggested by the Wall Street Journal and not that actually intended by the Comptroller. Copyright 1990 by American Finance Association.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://links.jstor.org/sici?sici=0022-1082%28199012%2945%3A5%3C1587%3ADIAWET%3E2.0.CO%3B2-K&origin=repec
File Format: application/pdf
File Function: full text
Download Restriction: Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 45 (1990)
Issue (Month): 5 (December)
Pages: 1587-1600
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:bla:jfinan:v:45:y:1990:i:5:p:1587-1600

Contact details of provider:
Web page: http://www.afajof.org/
More information through EDIRC

Order Information:
Web: http://www.afajof.org/membership/join.asp

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Huberto M. Ennis & H.S. Malek, 2005. "Bank risk of failure and the too-big-to-fail policy," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 21-44. [Downloadable!]
  2. Arora, Seema, 2000. "Green and Competitive? Evidence from the Stock Market," Research Papers 1650, Stanford University, Graduate School of Business. [Downloadable!]
  3. John R. Hall & Thomas B. King & Andrew P. Meyer & Mark D. Vaughan, 2002. "Did FDICIA enhance market discipline on community banks? a look at evidence from the jumbo-CD market," Supervisory Policy Analysis Working Papers 2002-04, Federal Reserve Bank of St. Louis. [Downloadable!]
  4. Thorsten Beck & Asli Demirguc-Kunt & Ross Levine, 2005. "Bank Concentration and Fragility: Impact and Mechanics," NBER Working Papers 11500, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Ingo Walter & Elif Sisli, 2006. "The Asset Management Industry in Asia: Dynamics of Growth, Structure, and Performance," Working Papers 06-29, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
  6. Catherine M. Schrand & Haluk Unal, 1995. "Hedging and Coordinated Risk Management: Evidence from Thrift Conversions," Center for Financial Institutions Working Papers 96-05, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  7. William F. Bassett & Thomas Brady, 2002. "What drives the persistent competitiveness of small banks?," Finance and Economics Discussion Series 2002-28, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  8. Greg Caldwell, 2005. "Subordinated Debt and Market Discipline in Canada," Working Papers 05-40, Bank of Canada. [Downloadable!]
  9. Donald P. Morgan & Kevin J. Stiroh, 2005. "Too big to fail after all these years," Staff Reports 220, Federal Reserve Bank of New York. [Downloadable!]
  10. Mark J. Flannery & Kasturi P. Rangan, 2002. "Market forces at work in the banking industry: evidence from the capital buildup of the 1990s," Proceedings, Federal Reserve Bank of Chicago, issue May. [Downloadable!]
  11. anonymous, 1999. "Using subordinated debt as an instrument of market discipline," Staff Studies 172, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  12. Mark Spiegel & Nobuyoshi Yamori, 2001. "The impact of Japan's financial stabilization laws on bank equity values," Pacific Basin Working Paper Series 01-07, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
  13. Jan Bartholdy & Glenn Boyle & Roger Stover, 2004. "Deposit insurance and the stock market: evidence from Denmark," European Journal of Finance, Taylor and Francis Journals, vol. 10(6), pages 567-578, December. [Downloadable!] (restricted)
  14. Donald P. Morgan, 2002. "Rating Banks: Risk and Uncertainty in an Opaque Industry," American Economic Review, American Economic Association, vol. 92(4), pages 874-888, September. [Downloadable!]
Statistics
Access and download statistics

Did you know? RePEc data is maintained by each archive holder on its own website. Nothing is held centrally.

This page was last updated on 2008-11-26.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.