The Size Distribution of US Banks and Credit Unions
Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
Fersiynau electronig
Dogfennau
- PDB4608-00.pdf
Llawysgrif awdur wedi’i dderbyn, 586 KB, dogfen-PDF
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 wreiddiol | Saesneg |
---|---|
Tudalennau (o-i) | 139-156 |
Cyfnodolyn | International Journal of the Economics of Business |
Cyfrol | 21 |
Rhif y cyfnodolyn | 1 |
Dynodwyr Gwrthrych Digidol (DOIs) | |
Statws | Cyhoeddwyd - 6 Chwef 2014 |
Cyfanswm lawlrlwytho
Nid oes data ar gael