An empirical study of the interest rate sensitivity of commercial bank returns: A multi-index approach

MJ Lynge, JK Zumwalt - Journal of Financial and Quantitative …, 1980 - cambridge.org
Several recent studies of the capital asset pricing model were designed to improve the
understanding of the pricing of capital assets by expanding the singlefactor market model to …

[PDF][PDF] Commercial bank financial policies and their impact on market-determined measures of risk/BEBR No. 556

A Jahankhani, MJ Lynge - Faculty working papers; no. 556, 1979 - ideals.illinois.edu
This paper investigates the relationship between certain accounting measures that purport
to reflect a firm's risk and tx; o laarket-based measures of risk. The firms examined are …

[PDF][PDF] Total risk, systematic risk, and off-balance sheet risk for large commercial banks

MJ Lynge, CF Lee - BEBR faculty working paper; no. 1398, 1987 - ideals.illinois.edu
I. INTRODUCTION Commercial banks provide a variety of financial services to their customers.
A traditional view of banking is that most of these ser-vices impact on banks' balance …

Economies of scale and organization efficiency in banking

W Todhanakasem, MJ Lynge Jr… - Managerial and …, 1986 - Wiley Online Library
Previous studies attempting to assess economies of scale in banking firms have largely
relied upon cost functions. The profit‐function approach enjoys several important advantages …

Return, risk and cost of equity for stock s&l firms: theory and empirical results

CF Lee, MJ Lynge Jr - Real Estate Economics, 1985 - Wiley Online Library
This study examines the current deregulated environment for and the financial position of
savings and loan associations. It is argued that in a less regulated, more competitive …

[CITATION][C] Money supply announcement and stock prices

MJ Lynge - The journal of portfolio management, 1981 - jpm.pm-research.com
The following paper on the effect of weekly money supply announcements on a stock market
index was prepared in January 1980 using data for the period from January 1976 through …

Illinois and Midwest Banking: Change

MJ Lynge - Illinois Business Review, 1993 - search.proquest.com
Change is the watchword in Illinois and Midwest banking as the century comes to a close. A
visible sign of change in the structure of the banking industry is the decrease in the number …

[PDF][PDF] A cross-sectional investigation of the net interest margins of commercial banks

MJ Lynge - BEBR faculty working paper; no. 1293, 1986 - ideals.illinois.edu
Recent research investigating the interest rate risk exposure of cornfnerciai banks has
declared banks to be well hedged, ie they will be little af-fscted by changes in market rates of …

Are There Economies of Scope in US Commercial Banking?

CE Chang, MJ Lynge Jr - American Business Review, 1993 - search.ebscohost.com
The purpose of this study is to examine the existence of economies of scope in the production
of currently permissible banking services. This study is distinguished from previous studies …

Bank Financial Decision Analysis

MJ Lynge Jr - 1989 - JSTOR
We have taught an options-futures MBA course (a half semester on each) at Indiana University
since 1976. Over that time period we have reviewed and adopted numerous texts. It has …