The Impact of Bank Loan Announcements on Stock Liquidity
We examine the impact of bank loan announcements on stock liquidity. Using a comprehensive loan announcement sample over 14 years in Australia, we find that effective spreads and realized spreads of borrowers’ stocks fall after the announcements. The findings suggest these announcements send positiv...
| Main Authors: | Pham, Thu Phuong, Singh, Harminder, Vu, Van Hoang |
|---|---|
| Format: | Journal Article |
| Published: |
Elsevier
2023
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/90444 |
Similar Items
Aboriginal and Torres Strait Islander Australians and the Superannuation System
by: Dockery, Michael
Published: (2020)
by: Dockery, Michael
Published: (2020)
Analysis of stock price movement on Malaysian banking sector: using canslim method / Cyreenna Anak Jampi
by: Anak Jampi, Cyreenna
Published: (2018)
by: Anak Jampi, Cyreenna
Published: (2018)
Factors that influence non-muslims confidence towards islamic banking products / Maizurah Che Mohamad and Nurul Azureen Zulkifli
by: Che Mohamad, Maizurah, et al.
Published: (2014)
by: Che Mohamad, Maizurah, et al.
Published: (2014)
A logistic regression approach to compare the priority banking in CIMB preferred: A case study in Kuala Lumpur, Malaysia / Siti Nur Amirah Ab Aziz
by: Ab Aziz, Siti Nur Amirah
Published: (2015)
by: Ab Aziz, Siti Nur Amirah
Published: (2015)
Impact of merger and acquisition announcements on stock return, volatility and liquidity of acquirers: evidence from the Indian banking sector / Pinky Mal and Kapil Gupta
by: Mal, Pinky, et al.
Published: (2020)
by: Mal, Pinky, et al.
Published: (2020)
Linkage among selected western and asian stock markets / Noraini Aminudin
by: Aminudin, Noraini
Published: (2011)
by: Aminudin, Noraini
Published: (2011)
Outsourcing: Risks and Impact to Service Quality within European Investment Banks
by: Tomlinson, Michael J
Published: (2015)
by: Tomlinson, Michael J
Published: (2015)
Intellectual capital and financial performance of commercial banks in Malaysia / Emerline Carol Henry
by: Henry, Emerline Carol
Published: (2011)
by: Henry, Emerline Carol
Published: (2011)
Do 'Sin Stocks' deprive Islamic stock portfolios of diversification? Some insights from the Use of MGARCH-DCC
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2012)
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2012)
Do sin stocks deprive Islamic stock portfolios of diversification? some insights from the use of MGARCH-DCC
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2012)
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2012)
Economic forces and Islamic stock market: Empirical evidences from Malaysia
by: Mustafa, Siti Aisyah, et al.
Published: (2017)
by: Mustafa, Siti Aisyah, et al.
Published: (2017)
The effects of underwriters on the flotation costs of SEOs and the likelihood of investor participation in equity offerings
by: Kong, Zeyu
Published: (2015)
by: Kong, Zeyu
Published: (2015)
Analysis on loan procedures between Islamic banking and conventional banking at Koperasi Permodalan Felda Berhad (KPF) / Nur Fadillah Hassan Basri
by: Hassan Basri, Nur Fadillah
Published: (2010)
by: Hassan Basri, Nur Fadillah
Published: (2010)
An analysis on a strategic asset allocation: a case study on CIMB Wealth Advisors (CWA) conventional fund / Nurull Rashidah Ahmad Abzan
by: Ahmad Abzan, Nurull Rashidah
Published: (2011)
by: Ahmad Abzan, Nurull Rashidah
Published: (2011)
The factors that influence muslim investor to make gold investment / Nur Ameera Aireena Mustaffa
by: Mustaffa, Nur Ameera Aireena
Published: (2018)
by: Mustaffa, Nur Ameera Aireena
Published: (2018)
A study on Malaysia Building Society Berhad (MBSB): conventional housing loan versus Islamic housing loan / Azida Basri
by: Basri, Azida
Published: (2011)
by: Basri, Azida
Published: (2011)
Bank to pay RM 10,000 over failed ATM card
Published: (2009)
Published: (2009)
Moderating effect of non-performing loans on bank capitalisation, liquidity risk and risk governance to bank performance in Sub-Saharan Africa
by: Adamu, Yahaya
Published: (2022)
by: Adamu, Yahaya
Published: (2022)
Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices
by: Vun, Methew Kien Chung
Published: (2007)
by: Vun, Methew Kien Chung
Published: (2007)
CROSS-BANK IMPACT OF OPERATIONAL LOSS ANNOUNCEMENTS IN BANKS IN EMERGING AND DEVELOPING COUNTRIES
by: LE, THI ANH THU
Published: (2017)
by: LE, THI ANH THU
Published: (2017)
Impact of inclusion into and exclusion from the Shariah index on a stock price and Trading Volume: Event study approach
by: Kassim, Nawal Seif, et al.
Published: (2017)
by: Kassim, Nawal Seif, et al.
Published: (2017)
Impact of ownership concentration, industry and liquidity factors on momentum effect in Malaysia and Australia
by: Tan, Yeng May
Published: (2015)
by: Tan, Yeng May
Published: (2015)
The effect of GST announcement on stock market volatility:
evidence from intraday data
by: Haron, Razali, et al.
Published: (2019)
by: Haron, Razali, et al.
Published: (2019)
Financial Liberalization and Productivity among Commercial Banks and Regional Development Banks in Indonesia
by: Zuberi, Ma'mun
Published: (2003)
by: Zuberi, Ma'mun
Published: (2003)
Impact of loan sales towards asset risk of Malayan Banking Berhad / Sahidah Zakariah
by: Zakariah, Sahidah
Published: (2008)
by: Zakariah, Sahidah
Published: (2008)
Islamic structured investment: an example and critical analysis
by: Mustaffa Kamil, Nazrol Kamil
Published: (2019)
by: Mustaffa Kamil, Nazrol Kamil
Published: (2019)
Internal and external determinants
of non-performing loans in Malayan Banking Berhad /
Mohamad Azrul Azraf Mohamad Noor
by: Mohamad Noor, Mohamad Azrul Azraf
Published: (2018)
by: Mohamad Noor, Mohamad Azrul Azraf
Published: (2018)
The impact of IFSA 2013 to the mudarabah-based products
of Islamic Bank : a case study of Kenanga Investment Bank
Berhad / Nor Mimi Afifah Mohd Shakri
by: Mohd Shakri, Nor Mimi Afifah
Published: (2017)
by: Mohd Shakri, Nor Mimi Afifah
Published: (2017)
The performance of loan disbursement for micro financing at Bank Kerjasama Rakyat Batu Pahat / Siti Nurfaezah Mardi
by: Mardi, Siti Nurfaezah
Published: (2012)
by: Mardi, Siti Nurfaezah
Published: (2012)
Issue in Islamic equities: a literature survey
by: Masih, Mansur, et al.
Published: (2018)
by: Masih, Mansur, et al.
Published: (2018)
Is there a diversification “cost” of shari’ah compliance?
empirical evidence from Malaysian equities
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
Does the Malaysian sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2019)
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2019)
Innovation in Sukuk market: the case of Abu Dhabi perpetual Sukuk
by: Hasan, Aznan, et al.
Published: (2013)
by: Hasan, Aznan, et al.
Published: (2013)
Bank Rakyat ramal untung RM 33juta
Published: (2010)
Published: (2010)
Islamic equity market
by: Mustaffa Kamil, Nazrol Kamil
Published: (2012)
by: Mustaffa Kamil, Nazrol Kamil
Published: (2012)
Identification of macroeconomic determinants for diversification and investment strategy for Islamic unit trust funds in Malaysia
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2018)
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2018)
Growth and value effect on Jakarta Islamic Index: analysis towards performance of Sharia equity mutual fund
by: Rusmita, Sylva Alif, et al.
Published: (2019)
by: Rusmita, Sylva Alif, et al.
Published: (2019)
Islamic banking interest free banking scheme, Islamic concepts and comparison among the conventional bank / Mohd Fikri Ispal
by: Ispal, Mohd Fikri
Published: (1997)
by: Ispal, Mohd Fikri
Published: (1997)
Investment Opportunities in Emerging Markets:
A Case Study of India
by: Jain, Ridhima
Published: (2006)
by: Jain, Ridhima
Published: (2006)
Non-performing loans and bank efficiency of conventional and Islamic banks in OIC countries
by: Setiawan, Chandra
Published: (2012)
by: Setiawan, Chandra
Published: (2012)
Similar Items
-
Aboriginal and Torres Strait Islander Australians and the Superannuation System
by: Dockery, Michael
Published: (2020) -
Analysis of stock price movement on Malaysian banking sector: using canslim method / Cyreenna Anak Jampi
by: Anak Jampi, Cyreenna
Published: (2018) -
Factors that influence non-muslims confidence towards islamic banking products / Maizurah Che Mohamad and Nurul Azureen Zulkifli
by: Che Mohamad, Maizurah, et al.
Published: (2014) -
A logistic regression approach to compare the priority banking in CIMB preferred: A case study in Kuala Lumpur, Malaysia / Siti Nur Amirah Ab Aziz
by: Ab Aziz, Siti Nur Amirah
Published: (2015) -
Impact of merger and acquisition announcements on stock return, volatility and liquidity of acquirers: evidence from the Indian banking sector / Pinky Mal and Kapil Gupta
by: Mal, Pinky, et al.
Published: (2020)