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Risk and return in banking: evidence from bank stock returns

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  • Jonathan A. Neuberger
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    File URL: http://www.frbsf.org/publications/economics/review/1991/91-4_18-30.pdf
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    Bibliographic Info

    Article provided by Federal Reserve Bank of San Francisco in its journal Economic Review.

    Volume (Year): (1991)
    Issue (Month): Fall ()
    Pages: 18-30

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    Handle: RePEc:fip:fedfer:y:1991:i:fall:p:18-30

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    Related research

    Keywords: Bank stocks ; Risk ; Bank holding companies;

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    Cited by:
    1. Jonathan A. Neuberger, 1992. "Bank holding company stock risk and the composition of bank asset portfolios," Economic Review, Federal Reserve Bank of San Francisco, pages 53-62.
    2. Beverly Hirtle, 1997. "Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure," Journal of Financial Services Research, Springer, vol. 12(2), pages 243-266, October.
    3. Mark E. Levonian, 1991. "Have large banks become riskier? recent evidence from option markets," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 3-17.
    4. Alan C. Hess & Kirati Laisathit, 1996. "A Market-Based Risk Classification of Financial Institutions," Center for Financial Institutions Working Papers 96-37, Wharton School Center for Financial Institutions, University of Pennsylvania.
    5. Adjaoud, Fodil & Rahman, Abdul, 1996. "A note on the temporal variability of Canadian financial services stock returns," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 165-177, January.
    6. James Gilkeson & Sylvia Hudgins & Craig Ruff, 1997. "Testing the effectiveness of regulatory interest rate risk measurement," Journal of Economics and Finance, Springer, vol. 21(2), pages 27-37, June.
    7. Alan Hess & Kirati Laisathit, 1997. "A Market-based Risk Classification of Financial Institutions," Journal of Financial Services Research, Springer, vol. 12(2), pages 133-158, October.
    8. Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, J.K., 2008. "Accounting and capital market measures of risk: Evidence from Asian banks during 1998-2003," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 480-488, April.
    9. Faff, R. W. & Howard, P. F., 1999. "Interest rate risk of Australian financial sector companies in a period of regulatory change," Pacific-Basin Finance Journal, Elsevier, vol. 7(1), pages 83-101, February.
    10. Michael Isimbabi & Alan Tucker, 1997. "The market perception of banking industry risk: A multifactor analysis," Atlantic Economic Journal, International Atlantic Economic Society, vol. 25(1), pages 99-112, March.
    11. Pariyada Sukcharoensin, 2013. "Time-Varying Market, Interest Rate and Exchange Rate Risks of Thai Commercial Banks," Asian Academy of Management Journal of Accounting and Finance, Penerbit Universiti Sains Malaysia, vol. 9(1), pages 25-45.

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