EconPapers    
Economics at your fingertips  
 

Bank size, market concentration, and bank earnings volatility in the US

Jakob de Haan () and Tigran Poghosyan

Journal of International Financial Markets, Institutions and Money, 2012, vol. 22, issue 1, 35-54

Abstract: We examine whether bank earnings volatility depends on bank size and the degree of concentration in the banking sector. Using quarterly data for non-investment banks in the United States for the period 2004Q1–2009Q4 and controlling for the quality of management, leverage, and diversification, we find that bank size reduces return volatility. The negative impact of bank size on bank earnings volatility decreases (in absolute terms) with market concentration. We also find that larger banks located in concentrated markets have experienced higher volatility during the recent financial crisis.

Keywords: Bank earnings volatility; Bank size; Market concentration; Financial crisis (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (41) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1042443111000436
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Bank Size, Market Concentration, and Bank Earnings Volatility in the US (2011) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:22:y:2012:i:1:p:35-54

Access Statistics for this article

Journal of International Financial Markets, Institutions and Money is currently edited by I. Mathur and C. J. Neely

More articles in Journal of International Financial Markets, Institutions and Money from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-11-19
Handle: RePEc:eee:intfin:v:22:y:2012:i:1:p:35-54