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Title: :  A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE
PaperId: :  7042
Published in:   International Journal Of Advance Research And Innovative Ideas In Education
Publisher:   IJARIIE
e-ISSN:   2395-4396
Volume/Issue:    Volume 3 Issue 6 2017
DUI:    16.0415/IJARIIE-7042
Licence: :   IJARIIE is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

Author NameAuthor Institute
Dr. P. ARUN PRAKASHBANNARI AMMAN INSTITUTE OF TECHNOLOGY
Ms. B. SAVITHASRI KRISHNA ADITHYA COLLEGE OF ARTS AND SCIENCE, COIMBATORE

Abstract

Finance
Bank Stocks Returns, Profitability Determinants, Panel Data Regression Analysis, Cointegration and Granger Causality test
This study investigates the dynamic nexus between commercial banks stock returns and banking sectoral profitability indicators for the period 2004-2005 to 2014-2016. The study aims to find the association between banks stock returns and institutional specific factors with the help of econometrics tools such as Panel Unit Root Test Analysis, Panel Johansen Fisher Panel Cointegration Test, Granger Casualty and Panel Data Regression (Random Effect Model). The analytical results revealed the long term relationship between bank stocks return and profitability determinants of commercial banks listed in during the study period. It is found that all the profitability variables are cointegrated with bank stocks return of commercial banks. It is also observed from the results that exogenous variables such as Return on Assets (ROA), Return on Equity (ROE), Operating Profits to Total Assets (OPTA), Deposits to Total Liabilities (DPTL), Return on Advances (ROAD), Secured Advances to Total Advances (SATAD), Non-Performing Assets to Total Assets (NPATA) and Repo Rate (RR) have prodigious effect in determining the movement of bank stocks return of listed commercial banks.

Citations

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IJARIIE Dr. P. ARUN PRAKASH, and Ms. B. SAVITHA. "A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE" International Journal Of Advance Research And Innovative Ideas In Education Volume 3 Issue 6 2017 Page 774-785
MLA Dr. P. ARUN PRAKASH, and Ms. B. SAVITHA. "A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE." International Journal Of Advance Research And Innovative Ideas In Education 3.6(2017) : 774-785.
APA Dr. P. ARUN PRAKASH, & Ms. B. SAVITHA. (2017). A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE. International Journal Of Advance Research And Innovative Ideas In Education, 3(6), 774-785.
Chicago Dr. P. ARUN PRAKASH, and Ms. B. SAVITHA. "A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE." International Journal Of Advance Research And Innovative Ideas In Education 3, no. 6 (2017) : 774-785.
Oxford Dr. P. ARUN PRAKASH, and Ms. B. SAVITHA. 'A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE', International Journal Of Advance Research And Innovative Ideas In Education, vol. 3, no. 6, 2017, p. 774-785. Available from IJARIIE, http://ijariie.com/AdminUploadPdf/A_Multivariate_Panel_Data_Analysis_on_Nexus_between_Banks_Stock_Returns_and_Institutional_Specific_Profitability_Determinants_of_Commercial_Banks_listed_in_BSE_ijariie7042.pdf (Accessed : 02 February 2018).
Harvard Dr. P. ARUN PRAKASH, and Ms. B. SAVITHA. (2017) 'A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE', International Journal Of Advance Research And Innovative Ideas In Education, 3(6), pp. 774-785IJARIIE [Online]. Available at: http://ijariie.com/AdminUploadPdf/A_Multivariate_Panel_Data_Analysis_on_Nexus_between_Banks_Stock_Returns_and_Institutional_Specific_Profitability_Determinants_of_Commercial_Banks_listed_in_BSE_ijariie7042.pdf (Accessed : 02 February 2018)
IEEE Dr. P. ARUN PRAKASH, and Ms. B. SAVITHA, "A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE," International Journal Of Advance Research And Innovative Ideas In Education, vol. 3, no. 6, pp. 774-785, Nov-Dec 2017. [Online]. Available: http://ijariie.com/AdminUploadPdf/A_Multivariate_Panel_Data_Analysis_on_Nexus_between_Banks_Stock_Returns_and_Institutional_Specific_Profitability_Determinants_of_Commercial_Banks_listed_in_BSE_ijariie7042.pdf [Accessed : 02 February 2018].
Turabian Dr. P. ARUN PRAKASH, and Ms. B. SAVITHA. "A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE." International Journal Of Advance Research And Innovative Ideas In Education [Online]. volume 3 number 6 (02 February 2018).
Vancouver Dr. P. ARUN PRAKASH, and Ms. B. SAVITHA. A Multivariate Panel Data Analysis on Nexus between Banks Stock Returns and Institutional Specific Profitability Determinants of Commercial Banks listed in BSE. International Journal Of Advance Research And Innovative Ideas In Education [Internet]. 2017 [Cited : 02 February 2018]; 3(6) : 774-785. Available from: http://ijariie.com/AdminUploadPdf/A_Multivariate_Panel_Data_Analysis_on_Nexus_between_Banks_Stock_Returns_and_Institutional_Specific_Profitability_Determinants_of_Commercial_Banks_listed_in_BSE_ijariie7042.pdf
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