Document Type

Article

Publication Date

4-2022

Abstract

We study how lines form in front of banks. In our model, depositors choose first the level of effort to arrive early at the bank and then whether or not to withdraw their deposit. We argue that the informational environment (i.e., the possibility of observing the action of others) affects the emergence of bank runs and should, therefore, influence the line formation. We test this prediction experimentally. While the informational environment has no effect on the line formation when we look at the average level of effort, our findings suggest that the reasons to arrive early at the bank varies across informational environment. Thus, expectations on the occurrence of bank run are key to explain the level of effort when depositors cannot observe the action of others. In this setting, depositors who expect a run arrive early at the bank to withdraw their funds. If actions can be observed, however, those who expect a run arrive early at the bank to keep their funds deposited. Depending on the informational environment, there are other factors (e.g., irrationality of depositors or loss aversion) that also explain the behavior of depositors.

Comments

ESI Working Paper 22-02

This paper later underwent peer review and was published as:

Kiss, H. J, Rodriguez-Lara, I., & Rosa-Garcia, A. (2022). Who withdraws first? Line formation during bank runs. Journal of Banking & Finance, 140, 106491. https://doi.org/10.1016/j.jbankfin.2022.106491

Share

COinS
 
 

To view the content in your browser, please download Adobe Reader or, alternately,
you may Download the file to your hard drive.

NOTE: The latest versions of Adobe Reader do not support viewing PDF files within Firefox on Mac OS and if you are using a modern (Intel) Mac, there is no official plugin for viewing PDF files within the browser window.