Liquidity Creation and Trust
Jean-Loup Soula  1@  , Paul-Olivier Klein  2  , Jérémie Bertrand  3  
1 : LaRGE Research Center
EM Strasbourg Business School, Strasbourg University (LaRGE)
2 : Laboratoire de recherche en gestion et économie  (LARGE)  -  Site web
université de Strasbourg : EA2364
Pôle européen de gestion (PEGE) 61, avenue de la Forêt -Noire 67085 STRASBOURG CEDEX -  France
3 : École des hautes études commerciales du Nord (EDHEC)
École des hautes études commerciales du Nord (EDHEC)

The role of trust on liquidity creation is at the heart of banking theory. While Diamond and Dybvig (1983) argue for a positive effect of trust on deposits, which would result in more liquidity creation, Diamond and Rajan (2001) posit that it is because banks should elicit trust through a fragile capital structure that liquidity is created. From that perspective, excessive trust would undermine liquidity creation. We investigate the impact of a change in trust on liquidity creation. We employ Berger and Bouwman's (2009) liquidity creation measure and Gallup survey data to measure trust. Our results support a positive effect of trust on liquidity creation. This is especially the case when trust plays a crucial role, for small banks, state-chartered banks, and during economic downturn Our results are robust to alternative measures of trust and potential endogeneity concerns.


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