An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016
This study examines the determinants of bank profitability based on a sample of 45 listed commercial banks which including 5 large state-owned commercial banks, 9 joint-equity commercial banks, 22 urban commercial banks and 9 rural commercial banks during the period from 2011 to 2016 in China. The m...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2018
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| Online Access: | https://eprints.nottingham.ac.uk/53650/ |
| _version_ | 1848798968111169536 |
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| author | LIU, YANG |
| author_facet | LIU, YANG |
| author_sort | LIU, YANG |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | This study examines the determinants of bank profitability based on a sample of 45 listed commercial banks which including 5 large state-owned commercial banks, 9 joint-equity commercial banks, 22 urban commercial banks and 9 rural commercial banks during the period from 2011 to 2016 in China. The method for this study is the two-step System Generalized Method of Moments (SGMM) which is applied to estimate the dynamic panel data regression model. Moreover, the variables are divided into bank-specific variables and macroeconomic variables. To be specific, the bank-specific variables are from various aspects, i.e., bank size, liquidity, asset quality, capital adequacy and insolvency risk. The macroeconomic variables are the real interest rate, unemployment rate and inflation. The final results show different impacts from different determinants. |
| first_indexed | 2025-11-14T20:28:12Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-53650 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:28:12Z |
| publishDate | 2018 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-536502022-03-10T14:37:06Z https://eprints.nottingham.ac.uk/53650/ An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016 LIU, YANG This study examines the determinants of bank profitability based on a sample of 45 listed commercial banks which including 5 large state-owned commercial banks, 9 joint-equity commercial banks, 22 urban commercial banks and 9 rural commercial banks during the period from 2011 to 2016 in China. The method for this study is the two-step System Generalized Method of Moments (SGMM) which is applied to estimate the dynamic panel data regression model. Moreover, the variables are divided into bank-specific variables and macroeconomic variables. To be specific, the bank-specific variables are from various aspects, i.e., bank size, liquidity, asset quality, capital adequacy and insolvency risk. The macroeconomic variables are the real interest rate, unemployment rate and inflation. The final results show different impacts from different determinants. 2018-09-04 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/53650/1/4307563%20YANG%20LIU%20DISSERTATION.pdf LIU, YANG (2018) An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016. [Dissertation (University of Nottingham only)] China commercial banks bank profitability SGMM |
| spellingShingle | China commercial banks bank profitability SGMM LIU, YANG An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016 |
| title | An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016 |
| title_full | An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016 |
| title_fullStr | An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016 |
| title_full_unstemmed | An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016 |
| title_short | An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016 |
| title_sort | empirical analysis on the determinants of chinese commercial banks's profitability during the period 2011-2016 |
| topic | China commercial banks bank profitability SGMM |
| url | https://eprints.nottingham.ac.uk/53650/ |