• No results found

to 20** c and 50*** d

In document Essays on Banking. (Page 40-45)

Petersen and Rajan (1994)

NSSBF 1987 ± 1,400 US small firms Bank deposits ± 2,250,000a HHI: 0.17a

% Total Debt / Assets Positive

36***

Petersen and Rajan (1995

NSSBF 1987 ± 1,400 US small firms Bank deposits ± 2,250,000a HHI: 0.17a

% Trade credit paid before due date Positive, especially for Young Firms

140*** to 280***,p ≤10 yrs: 175** to 740,r >10 yrs: 150* to 0r Cavalluzzo et al. (2002) NSSBF 1993 ± 2,600 US small firms Bank deposits ± 2,500,000a HHI: 0.14

Various credit availability measures

No effect overall but significant positive effects for African Americans and Females

Zarutskie (2004) SICTF 1987-1998 ± 250,000 US firms-years Bank deposits ± 2,250,000a HHI: 0.19

% Outside Debt / Assets Positive

19 to 77***

Scott and Dunkelberg (2001), Scott (2003) CBSB 1995 ± 2,000 US small firms Bank deposits ± 2,500,000a HHI: 0.19 No credit denial Positive + to +++e

Angelini et al. (1998) Survey 1995 2,232 Italian small firms

Bank loan Median: < 10,000

HHI: 0.42

Perceived Access to Credit No effect

0

Shikimi (2005)

JADE 2000-2002 28,622 Japanese small firms

Credit N/a CR3: 0.44 % Debt / Assets No effect 0

a Authors’ calculations or estimates. b For HHI increasing from 0.09 to 0.19. c Their models 2 and 5. CBSB: Credit, Banks and Small Business Survey collected by the National

Federation of Independent Business. d Coefficients in regressions for short-term loans in their models 3, 5, and 6. e Based on the COMPETITION variable, not on the HHICTY.

JADE: Japanese Accounts and Data on Enterprises. NSSBF: National Survey of Small Business Finance. p Linear approximation using their Table IV coefficients and

assuming that the mean HHI below 0.1 equals 0.05 and above 0.18 equals 0.59. r Linear approximation assuming that the mean HHI below 0.1 equals 0.05 and above 0.18

equals 0.59, based on means and medians in their Table V. SBIF: Chilean Supervisory agency of Banks and Financial Institutions. SICTF: Statistics of Income Corporate Tax Files. STB: Federal Reserve’s Survey of the Terms of Bank lending to business. yrs: years. 0: Included in the specifications but not significant. *** Significant at 1%, ** at 5%, * at 10%. +++ Positive and significant at 1%, ++ at 5%, + at 10%. ↔↔↔ Negative and significant at 1%, ↔↔ at 5%, ↔ at 10%.

Chapter 2

29

Table 2.6: Impact of Bank Equity Ownership

The table summarizes the results from studies on the impact of bank equity ownership on various measures, mainly firm performance. The first column lists the Paper citation on the first row and the Country affiliation of the related

firms on the second row. The second column reports the on the first row the data Source and Year and on the second

row the Sample size and an indication of Firm Size. The third column defines the Measure of the dependent variable.

The fourth column indicate the sign and significance of the Impact on Firm Performance of changes in the Bank Ownership. +++ Positive and significant at 1%, ++ at 5%, + at 10%. ↔↔↔ Negative and significant at 1%, ↔↔

at 5%, ↔ at 10%. 0: Included in the specifications but not significant. BB, BNB and NBB are dummy variables for banks as one of two largest shareholders (bank and bank; bank and no-bank; no-bank and bank).

Paper Country Source, Year

Sample, Firm Size Measure

Impact on Dependent

Variable Gorton and Schmid (2000) Germany 1975 + 1986

283 + 280 large Market-to-book of equity +++ Lehmann and Weigand (2000) Germany 1991-1996

361 ROA ++

Edwards and Nibler (2000) Germany 1992

156 large Market-to-book of equity ++ Meyer and Prilmeier (2007) Germany 1997-2006

92 large

(Banks’ Sale of Firms’ Stake)

on Abnormal Returns

+++ Pawlina and Renneboog (2005) UK 1992-1998

985 listed Investment-cash flow sensitivity ↔ Van Overfelt et al. (2006) Belgium 1905-1909

569 large Market-to-book of equity, ROA 0 Suzuki and Wright (1985) Japan, 1974-1978

56 listed Firm does not default 0 Hoshi et al. (1990) Japan 1978-1985

125 listed

Investment, Sales 0 Gibson (1995) Japan 1992

1,355 listed Investment ‘weaker’ banks0/↔ for Morck and Nakamura (1999) Japan 1981-1987

383 large Various performance measures 0/↔ Morck et al. (2000) Japan 1986

373 large

Tobin’s Q ↔↔↔ Limpaphayom and Polwitoon

(2004)

Thailand 1990-1996 1,340

Tobin’s Q +++

Azofra-Palenzuela et al. (2007) Spain 1999-2002 142 listed

ROA BB: ↔↔

BNB: + NBB: +++ Franks and Mayer (2001) Germany 1989-1994

75 large

Board turnover + for poor performance

firms Agarwal and Elston (2001) Germany 1970-86

1,660 largest Operating income / Sales Cost of Credit Availability of Credit

0 + ↔ Garcia-Marco and Ocana (1999) Spain 1991-94

Corporate Governance: A Review of the Role of Banks

30

Table 2.7: Impact of Bank Control through Board Membership

The table summarizes the results from studies on the impact of banks as board members on different performance measures and/or credit conditions. The first column lists the Paper citation on the first row and the Country

affiliation of the related firms on the second row. The second column reports the on the first row the data Source and Year and on the second row the Sample size and an indication of Firm Size. The third column defines the Measure of

the dependent variable. The fourth column indicate the sign and significance of the Impact on Firm Performance of

changes in the Bank Ownership. +++ Positive and significant at 1%, ++ at 5%, + at 10%. ↔↔↔ Negative and

significant at 1%, ↔↔ at 5%, ↔ at 10%. 0: Included in the specifications but not significant. Paper Country Source, Year

Sample, Firm Size Measure Dependent VariableImpact on Byrd and Mizruchi

(2005)

U.S. 1980-1991 456 largest

Market equity / assets ↔↔

Sisli Ciamarra (2006) U.S. 2002 and 2004 403 listed Cost of Credit Availability of Credit ↔↔ +++ Van Overfelt et al.

(2006)

Belgium 1905-1909 569 large

Market-to-book of equity, ROA, St. Dev. of ROA

++ ↔↔ Agarwal and Elston

(2001)

Germany 1970-86 1,660 largest

Operating income / Sales Cost of Credit Availability of Credit

0 + ↔ Lehmann and Weigand

(2000) Germany 1991-1996 361 ROA ++ Dittmann et al. (2008) Germany 1994-2005 1,388 107 for banks large Tobin’s Q Management Compensation

Industry Bank Debt Bank Debt

Leverage

↔↔↔ ↔↔ for bankers with

equity ++ +++ for same bank/

↔↔↔ for other banks

0 Van Ees and Garretsen

(1994)

Netherlands 1985-1990

76 listed Investment-cash flow sensitivity nonaffiliated firms0 / +++ for Suzuki and Wright

(1985)

Japan, 1974-1978

56 listed Firm does not default 0 Gibson

(1995)

Japan 1992

1,355 listed Investment 0 ↔ for ‘weaker’ banks

Kaplan and Minton (1994)

Japan 1980-1988 119 large

Chapter 2

31 Table 2.8: Determinants of the Presence of Bankers on Board

The table summarizes the results from studies on the determinants of the presence of banks on the boards of firms. The first column lists the variable names. The other columns contain the results from the respective papers. The Paper citations are on the first row. The second row lists the Country and the third row the Sample Years. The fourth row reports the Number of Observations and the fifth row the Firm size. Other rows list the sign and significance levels of the coefficients on the independent variables as reported in the paper. +++ Positive and significant at 1%, ++ at 5%, + at 10%. ↔↔↔ Negative and significant at 1%, ↔↔ at 5%, ↔ at 10%. 0: Included in the specifications but not significant.

Paper Kaplan and Minton (1994) Morck and Nakamura (1999) Gorton and Schmid (2000) Dittmann et al. (2008) Santos and Rumble (2006) Kroszner and Strahan (2001) Byrd and Mizruchi (2005)

Country Japan Japan Germany Germany U.S. U.S. U.S.

Sample Years 1980-1988 1981-87 1975 + 1986 1994-2005 2000 1992 1980-1991 Number of

Observations 933 2,371 138 107 for banks 1,388 27,051 430 456

Firm size Large Large Large Large Large Large Large

Measure Probability of

bank appointment bank appointment Probability of Fraction of board seats held by banks

Fraction of board seats held by

banks

Presence of a bank

on board Presence of a bank on board Presence and Number of bankers on board Relation Scope + Firm Size ↔ 0 ++ +++ 0 Growth 0 ↔ +++ 0 Profitability ↔↔ ↔↔ + Stock return ↔↔↔ Tobin’s Q 0 Risk 0 ++/↔↔ ↔↔ Cash Flow ↔ 0 Intangibility ↔↔ ↔↔↔ 0 Debt 0 + 0 Bank Debt +++ +++ 0 Short-Term Debt ↔↔ 0 Bank Debt by Largest Lender ++ Group member 0 Concentration of Ownership/ or Control Rights 0 0 Board size ++ ↔ +++ Bank Equity Control

Rights +++ 0

Chapter 3

In document Essays on Banking. (Page 40-45)