Robert A. Weigand
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13 publications
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1852 downloads
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4740 views
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Organizational Diversity, Profits and Returns in U.S. Firms
Robert A. Weigand -
Does the Market P/E Ratio Revert Back to "Average"?
Robert A. Weigand , Robert IronsInvestment Management and Financial Innovations Volume 3, 2006 Issue #3
Views: 460 Downloads: 183 TO CITE -
An analysis of factors affecting ex-dividend day stock prices in global capital markets
J. Thomas Connelly , Larry Gorman , Piman Limpaphayom , Robert A. Weigand -
Measuring Alpha-Based Performance: Implications for Alpha-Focused Structured Products
Larry R. Gorman , Robert A. WeigandInvestment Management and Financial Innovations Volume 5, 2008 Issue #2
Views: 505 Downloads: 496 TO CITE -
US equities' heartbreaking performance is nothing new
Robert A. WeigandInvestment Management and Financial Innovations Volume 6, 2009 Issue #4 (cont.)
Views: 516 Downloads: 136 TO CITE -
The role of cross-sectional dispersion in active portfolio management
Larry R. Gorman , Steven G. Sapra , Robert A. WeigandInvestment Management and Financial Innovations Volume 7, 2010 Issue #3
Views: 575 Downloads: 284 TO CITE -
The financial performance of U.S. commercial banks 2001-2010
Robert A. Weigand , Robert Irons -
The relative valuation of US equities at bear market bottoms: a perspective on the equity risk premium
Robert A. Weigand , Robert IronsInvestment Management and Financial Innovations Volume 9, 2012 Issue #2 (cont.)
Views: 429 Downloads: 134 TO CITE -
Could US stocks be fairly-valued under the "new normal" paradigm?
Robert A. Weigand -
A tale of two banking systems: the performance of U.S. and European banks in the 21st century
Robert A. WeigandInvestment Management and Financial Innovations Volume 12, 2015 Issue #1 (cont. 1) pp. 146-162
Views: 501 Downloads: 171 TO CITE -
The performance and risk of banks in the U.S., Europe and Japan post-financial crisis
Robert A. Weigand doi: http://dx.doi.org/10.21511/imfi.13(4).2016.07Investment Management and Financial Innovations Volume 13, 2016 Issue #4 pp. 75-94
Views: 1369 Downloads: 661 TO CITEThe author compares the performance, growth, asset mix, risk, operational efficiency, profitability and capital holdings of the 20 largest banks in Japan, the U.S. and Europe from 2003-2015. Total revenue for each set of banks has declined by a full 20% since 2011. European banks are in a multiyear downward spiral, evidenced by dramatic declines in market capitalization, the book value of loans and total assets, and the level of deposits. Japanese bank performance is stagnant compared to Europe and the U.S. Both Japanese and European banks are particularly challenged by persistently lower net interest margins compared to U.S. banks.The percentage of impaired, restructured or nonperforming loans soared for U.S. and European banks post-crisis, but barely rose in Japan. All banks hold more Tier 1 capital than required by the Basel III accord, which has led to profound declines in their net profit margins and return on equity. Modeling the conditional volatility of U.S., Japanese and European banks provides evidence consistent with the idea that U.S. banks continue to exhibit a more robust post-crisis recovery, while Japanese and European banks continue to experience crisis-level conditions. Any evidence that Japanese and European banks have recovered from the financial crisis is fragile at best.
Keywords: commercial banking, bank capital, regulation, risk, stock returns, profits.
JEL Classification: G18, G21
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