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Growth and Earnings Persistence in Banking Firms: A Dynamic Panel Investigation

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Author Info
Choudhry Tanveer Shehzad ()
Jakob de Haan ()
Bert Scholtens ()

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Abstract

This paper investigates (i) whether growth and profitability persist in banking firms, (ii) whether the level and volatility of growth and profitability are bank-size dependent, and (iii) the relationship between growth and profitability of a bank. Using a dynamic panel model estimated by GMM for a mixed sample of more than 1500 banks from 65 countries, we find no evidence of persistence in bank growth. However, our findings suggest significant persistence in bank profitability. Moreover, our results show that the growth and profitability dynamics of banks based in OECD countries differ from those of banks in non-OECD countries.

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Publisher Info
Paper provided by CESifo Group Munich in its series CESifo Working Paper Series with number CESifo Working Paper No. 2772.

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Date of creation: 2009
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Handle: RePEc:ces:ceswps:_2772

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Related research
Keywords: bank size; bank earnings; earnings volatility; bank risk; Gibrat’s law;

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Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
L25 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - Firm Performance

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This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.
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This page was last updated on 2009-12-1.


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