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    Bank CEO risk-taking incentives and bank lending quality

    We investigate how bank CEO risk-taking incentives (Vega) influence lending decisions. We find that Vega is negatively related to the cumulative abnormal returns around loan announcements for banks. Our evidence ...

    Rui-**ang Zhai, Po-Hsin Ho, Chih-Yung Lin… in Review of Quantitative Finance and Account… (2023)