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Investment Transactions and Capital Structure Among U.S. Commercial Banks: The Tarp Factor.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Investment Transactions and Capital Structure Among U.S. Commercial Banks: The Tarp Factor./
Author:	Hyatt, Ann Marie.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2020,
Description:	128 p.
Notes:	Source: Dissertations Abstracts International, Volume: 81-10, Section: A.
Contained By:	Dissertations Abstracts International81-10A.
Subject:	Business administration. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=27740491
ISBN:	9781658483803

Investment Transactions and Capital Structure Among U.S. Commercial Banks: The Tarp Factor.
Hyatt, Ann Marie.

Investment Transactions and Capital Structure Among U.S. Commercial Banks: The Tarp Factor. - Ann Arbor : ProQuest Dissertations & Theses, 2020 - 128 p.

Source: Dissertations Abstracts International, Volume: 81-10, Section: A.

Thesis (Ph.D.)--Capella University, 2020.

This item must not be sold to any third party vendors.

This study answers the research question by examining the extent to which the TARP funds correlate between the number of investment transactions and debt to equity ratio among U.S. commercial banks. The motivation for this study arose from an interest in monetary policies that affect the balance sheets of U.S. commercial banks. This research employed a quantitative, nonexperimental, explanatory design using secondary data collected from publicly available sources. The population sample consisted of two groups of 30 banks that did and did not receive the TARP. Data were analyzed by quarters from 2004 through 2013, which resulted in a total sample size of 1,200. This period was chosen to capture periods before and after the TARP distribution. The measurement of the variables was developed using similar, scholarly studies within the field. The variable of debt-to-equity ratio was measured by dividing total debt by total equity. The variable of investment transactions was measured by observing the daily net transactions of each bank involved in the study. The researcher did a correlational analysis using Pearson r along with nonparametric test for statistical analysis. The results of the study indicated no statistically significant relationship between the variable of debt-to-equity ratio and the number of investment transactions before or after the TARP distribution; therefore, the null hypothesis was accepted. This study allowed the researcher to gain a better understanding of capital distributions within U.S. commercial banks and how it influences the bank balance sheets and the capital markets overall. Furthermore, the research filled the knowledge gap, specifically within the financial industry. This information can be used by banks to make capital structure decisions during periods of uncertainty. The researcher recommends further studies to include all the TARP participants.

ISBN: 9781658483803Subjects--Topical Terms:

1148568
Business administration.
Subjects--Index Terms:

TARP

Investment Transactions and Capital Structure Among U.S. Commercial Banks: The Tarp Factor.
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245 1 0 $a Investment Transactions and Capital Structure Among U.S. Commercial Banks: The Tarp Factor.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2020
300 $a 128 p.
500 $a Source: Dissertations Abstracts International, Volume: 81-10, Section: A.
500 $a Advisor: Witteman, Pamelyn.
502 $a Thesis (Ph.D.)--Capella University, 2020.
506 $a This item must not be sold to any third party vendors.
520 $a This study answers the research question by examining the extent to which the TARP funds correlate between the number of investment transactions and debt to equity ratio among U.S. commercial banks. The motivation for this study arose from an interest in monetary policies that affect the balance sheets of U.S. commercial banks. This research employed a quantitative, nonexperimental, explanatory design using secondary data collected from publicly available sources. The population sample consisted of two groups of 30 banks that did and did not receive the TARP. Data were analyzed by quarters from 2004 through 2013, which resulted in a total sample size of 1,200. This period was chosen to capture periods before and after the TARP distribution. The measurement of the variables was developed using similar, scholarly studies within the field. The variable of debt-to-equity ratio was measured by dividing total debt by total equity. The variable of investment transactions was measured by observing the daily net transactions of each bank involved in the study. The researcher did a correlational analysis using Pearson r along with nonparametric test for statistical analysis. The results of the study indicated no statistically significant relationship between the variable of debt-to-equity ratio and the number of investment transactions before or after the TARP distribution; therefore, the null hypothesis was accepted. This study allowed the researcher to gain a better understanding of capital distributions within U.S. commercial banks and how it influences the bank balance sheets and the capital markets overall. Furthermore, the research filled the knowledge gap, specifically within the financial industry. This information can be used by banks to make capital structure decisions during periods of uncertainty. The researcher recommends further studies to include all the TARP participants.
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