This document evaluates interest margin determinants in the Russian banking sector with a specific focus on the bank ownership structure. Employing a unique bank-level data covering Russia’s entire banking sector for the 1999-2007 period, we discover that the impact of a number
Momentum profitability concentrates in high information uncertainty and high credit risk firms and is virtually nonexistent otherwise. This paper rationalizes such momentum interactions in equilibrium asset pricing. In our paradigm, dividend growth is mean reverting, expected dividend growth is stochastic and highly
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