The Size Distribution of US Banks and Credit Unions

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygl

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Dangosydd eitem ddigidol (DOI)

This study examines the firm size distribution of US banks and credit unions. A truncated lognormal distribution describes the size distribution, measured using assets data, of a large population of small, community-based commercial banks. The size distribution of a smaller but increasingly dominant cohort of large banks, which operate a high-volume low-cost retail banking model, exhibits power-law behaviour. There is a progressive increase in skewness over time, and Zipf's Law is rejected as a descriptor of the size distribution in the upper tail. By contrast, the asset size distribution of the population of credit unions conforms closely to the lognormal distribution .
Iaith wreiddiolSaesneg
Tudalennau (o-i)139-156
CyfnodolynInternational Journal of the Economics of Business
Cyfrol21
Rhif y cyfnodolyn1
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - 6 Chwef 2014

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