Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125423441> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W3125423441 endingPage "114" @default.
- W3125423441 startingPage "99" @default.
- W3125423441 abstract "Abstract We propose a market-valued capital ratio as an indicator to gauge the riskiness of banks. In particular, we examine the cross-sectional relation between the market-valued capital ratio and stock returns of listed Japanese banks. It is found that banks with lower market-valued capital ratios have had higher returns on average than banks with higher market-valued capital ratios. However, we show that this negative relation between market-valued capital ratio and average stock returns could essentially be attributed to differences in exposure to risk factors. The market-valued capital ratio appears to proxy for sensitivity to common risk factors in bank stock returns. We also relate the cross-sectional variation in market-valued capital ratios to systematic patterns in relative profitability by showing that low market-valued capital ratio signals persistently poor profitability. Finally, we provide evidence to show that the market-valued capital ratio can indeed serve as a strong predictive indicator for bank’s share performance during the financial crisis in the late 1990s, even after controlling for a variety of other traditional risk measures." @default.
- W3125423441 created "2021-02-01" @default.
- W3125423441 creator A5083551981 @default.
- W3125423441 date "2011-04-01" @default.
- W3125423441 modified "2023-09-27" @default.
- W3125423441 title "Capital ratios and the cross-section of bank stock returns: Evidence from Japan" @default.
- W3125423441 cites W1520529072 @default.
- W3125423441 cites W1995834279 @default.
- W3125423441 cites W2019153903 @default.
- W3125423441 cites W2019947408 @default.
- W3125423441 cites W2020232147 @default.
- W3125423441 cites W2060541747 @default.
- W3125423441 cites W2095604999 @default.
- W3125423441 cites W2101310722 @default.
- W3125423441 cites W2104795328 @default.
- W3125423441 cites W2108446661 @default.
- W3125423441 cites W2117729691 @default.
- W3125423441 cites W2127988127 @default.
- W3125423441 cites W2129556214 @default.
- W3125423441 cites W2159761692 @default.
- W3125423441 cites W3022716229 @default.
- W3125423441 cites W3121300545 @default.
- W3125423441 cites W3121886485 @default.
- W3125423441 cites W3122062459 @default.
- W3125423441 cites W3122394560 @default.
- W3125423441 cites W3123635356 @default.
- W3125423441 cites W3124943232 @default.
- W3125423441 cites W3125688476 @default.
- W3125423441 cites W3125948922 @default.
- W3125423441 cites W4232111244 @default.
- W3125423441 cites W4239200812 @default.
- W3125423441 cites W4242067316 @default.
- W3125423441 cites W4248239755 @default.
- W3125423441 doi "https://doi.org/10.1016/j.asieco.2010.12.003" @default.
- W3125423441 hasPublicationYear "2011" @default.
- W3125423441 type Work @default.
- W3125423441 sameAs 3125423441 @default.
- W3125423441 citedByCount "6" @default.
- W3125423441 countsByYear W31254234412014 @default.
- W3125423441 countsByYear W31254234412015 @default.
- W3125423441 countsByYear W31254234412019 @default.
- W3125423441 countsByYear W31254234412023 @default.
- W3125423441 crossrefType "journal-article" @default.
- W3125423441 hasAuthorship W3125423441A5083551981 @default.
- W3125423441 hasConcept C112698675 @default.
- W3125423441 hasConcept C144133560 @default.
- W3125423441 hasConcept C162324750 @default.
- W3125423441 hasConcept C166957645 @default.
- W3125423441 hasConcept C204036174 @default.
- W3125423441 hasConcept C205649164 @default.
- W3125423441 hasConcept C2780129039 @default.
- W3125423441 hasConcept C556758197 @default.
- W3125423441 hasConcept C73283319 @default.
- W3125423441 hasConceptScore W3125423441C112698675 @default.
- W3125423441 hasConceptScore W3125423441C144133560 @default.
- W3125423441 hasConceptScore W3125423441C162324750 @default.
- W3125423441 hasConceptScore W3125423441C166957645 @default.
- W3125423441 hasConceptScore W3125423441C204036174 @default.
- W3125423441 hasConceptScore W3125423441C205649164 @default.
- W3125423441 hasConceptScore W3125423441C2780129039 @default.
- W3125423441 hasConceptScore W3125423441C556758197 @default.
- W3125423441 hasConceptScore W3125423441C73283319 @default.
- W3125423441 hasIssue "2" @default.
- W3125423441 hasLocation W31254234411 @default.
- W3125423441 hasOpenAccess W3125423441 @default.
- W3125423441 hasPrimaryLocation W31254234411 @default.
- W3125423441 hasRelatedWork W1582019588 @default.
- W3125423441 hasRelatedWork W1582962718 @default.
- W3125423441 hasRelatedWork W1964819758 @default.
- W3125423441 hasRelatedWork W1977497738 @default.
- W3125423441 hasRelatedWork W1988513709 @default.
- W3125423441 hasRelatedWork W2003158774 @default.
- W3125423441 hasRelatedWork W2890602371 @default.
- W3125423441 hasRelatedWork W3121729327 @default.
- W3125423441 hasRelatedWork W3123252625 @default.
- W3125423441 hasRelatedWork W3124926528 @default.
- W3125423441 hasVolume "22" @default.
- W3125423441 isParatext "false" @default.
- W3125423441 isRetracted "false" @default.
- W3125423441 magId "3125423441" @default.
- W3125423441 workType "article" @default.