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Bank capital, efficient market hypot...

Zia, Mujtaba.

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Bank capital, efficient market hypothesis, and bank borrowing during the financial crisis of 2007 and 2008.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Bank capital, efficient market hypothesis, and bank borrowing during the financial crisis of 2007 and 2008./
Author:	Zia, Mujtaba.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2014,
Description:	113 p.
Notes:	Source: Dissertation Abstracts International, Volume: 77-01(E), Section: A.
Contained By:	Dissertation Abstracts International77-01A(E).
Subject:	Banking. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3727315
ISBN:	9781339123509

Bank capital, efficient market hypothesis, and bank borrowing during the financial crisis of 2007 and 2008.
Zia, Mujtaba.

Bank capital, efficient market hypothesis, and bank borrowing during the financial crisis of 2007 and 2008. - Ann Arbor : ProQuest Dissertations & Theses, 2014 - 113 p.

Source: Dissertation Abstracts International, Volume: 77-01(E), Section: A.

Thesis (Ph.D.)--University of North Texas, 2014.

This item is not available from ProQuest Dissertations & Theses.

During the Great Recession of 2007 and 2008, liquidity and credit dried up, threatening the stability of financial institutions, particularly the banking firms. Traditional source of funds from the last resort, the Discount Window of the Federal Reserve System, failed to remedy the liquidity problem. To assuage the liquidity and credit problem, the Federal Reserve System established several emergency lending facilities and provided unprecedented amount of loans to the banking industry.

ISBN: 9781339123509Subjects--Topical Terms:

1557594
Banking.

Bank capital, efficient market hypothesis, and bank borrowing during the financial crisis of 2007 and 2008.
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245 1 0 $a Bank capital, efficient market hypothesis, and bank borrowing during the financial crisis of 2007 and 2008.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2014
300 $a 113 p.
500 $a Source: Dissertation Abstracts International, Volume: 77-01(E), Section: A.
500 $a Adviser: Imre Karafiath.
502 $a Thesis (Ph.D.)--University of North Texas, 2014.
506 $a This item is not available from ProQuest Dissertations & Theses.
520 $a During the Great Recession of 2007 and 2008, liquidity and credit dried up, threatening the stability of financial institutions, particularly the banking firms. Traditional source of funds from the last resort, the Discount Window of the Federal Reserve System, failed to remedy the liquidity problem. To assuage the liquidity and credit problem, the Federal Reserve System established several emergency lending facilities and provided unprecedented amount of loans to the banking industry.
520 $a Using a dataset published by Bloomberg LLP in the aftermaths of the financial crisis, which contains daily loan balances from the Fed, I conduct an event study to test whether financial markets are efficient in reflecting all public, anticipated and classified information in security prices.
520 $a The most important contribution of this dissertation to the finance discipline and literature is the investigation and analysis of the Fed's unprecedented loans to the banking industry during the Great Recession and the market reaction to it. The second major contribution of this study is the empirical test of strong form efficient market hypothesis, which has not been feasible due to legal data challenges.
520 $a This dissertation has other contributions to the finance discipline and banking research. First, I develop an algorithm for measuring the amount of borrowing by banks. Second, I introduce a new "loan balance" ratio to traditional list of bank financial ratios. Third, I use event study methodologies to allow for cross-correlation, heteroskedasticity and event inducedvariance change in studying US banks' performance during the Great Recession.
590 $a School code: 0158.
650 4 $a Banking. $2 bicssc $3 1557594
650 4 $a Finance. $3 542899
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710 2 $a University of North Texas. $3 1017396
773 0 $t Dissertation Abstracts International $g 77-01A(E).
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