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Bank capital ratios, asset growth, and the stock market

Author

Listed:
  • Richard Cantor
  • Ronald Johnson

Abstract

In recent quarters, the capital strength of the U.S. banking system has been improving rapidly in response to both regulatory pressures and business incentives. This article examines the different methods by which individual bank holding companies have increased their capital ratios and the relative rewards garnered by these strategies in the stock market.

Suggested Citation

  • Richard Cantor & Ronald Johnson, 1992. "Bank capital ratios, asset growth, and the stock market," Quarterly Review, Federal Reserve Bank of New York, issue Aut, pages 10-24.
  • Handle: RePEc:fip:fednqr:y:1992:i:aut:p:10-24:n:v.17no.3
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    File URL: http://www.newyorkfed.org/research/quarterly_review/1992v17/v17n3article2.pdf
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    Citations

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    Cited by:

    1. John H. Boyd & Mark Gertler, 1993. "U.S. Commercial Banking: Trends, Cycles, and Policy," NBER Chapters,in: NBER Macroeconomics Annual 1993, Volume 8, pages 319-377 National Bureau of Economic Research, Inc.
    2. Kim, Myung-Sun & Kross, William, 1998. "The impact of the 1989 change in bank capital standards on loan loss provisions and loan write-offs," Journal of Accounting and Economics, Elsevier, vol. 25(1), pages 69-99, February.
    3. Akhigbe, Aigbe & Madura, Jeff & Marciniak, Marek, 2012. "Bank capital and exposure to the financial crisis," Journal of Economics and Business, Elsevier, vol. 64(5), pages 377-392.
    4. Cooper, Michael J. & Jackson, William III & Patterson, Gary A., 2003. "Evidence of predictability in the cross-section of bank stock returns," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 817-850, May.

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