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A Reconsideration of the Risk Sensitivity of U.S. Banking Organization Subordinated Debt Spreads: A Sample Selection Approach
16 references·7 citing·51 second hop
A Reconsideration of the Risk Sensitivity of U.S. Banking Organization Subordinated Debt Spreads: A Sample Selection Approach (2004)A Reconsideration of the Risk Sensitivity…An Empirical Analysis of Stock and Bond Market Liquidity (2004)An Empirical Analysis of Stoc…Market Liquidity and Trading Activity (2001)Market Liquidity and Trading …Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence (1998)Using Market Information in P…Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades (1998)Learning from the Behavior of…Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Evidence of Bank Market Disci…The role of capital in financial institutions (1995)The role of capital in financ…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Theory of Capital Structure (1991)The Theory of Capital Structu…Liquidity, Maturity, and the Yields on U.S. Treasury Securities (1991)Liquidity, Maturity, and the …The Stock Market and Investment (1990)The Stock Market and Investme…Bank Insolvency Risk and the Market for Large Certificates of Deposit (1988)Bank Insolvency Risk and the …The Choice Between Equity and Debt: An Empirical Study (1982)The Choice Between Equity and…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…Determinants of Risk Premiums on Corporate Bonds (1959)Determinants of Risk Premiums…Market discipline, regulation and banking effectiveness: Do measures matter? 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(2012)The relationship between return and market value of common stocks (1981)Continuous Auctions and Insider Trading (1985)Asset pricing and the bid-ask spread (1986)Market liquidity as a sentiment indicator (2004)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Firms, Contracts, and Financial Structure (1995)What Do We Know about Capital Structure? Some Evidence from International Data (1995)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1991The Theory of Capital Structure4,371 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 1998Learning from the Behavior of Others: Conformity, Fads, and Informational Cascades1,916 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 2001Market Liquidity and Trading Activity1,555 cited
  • 1982The Choice Between Equity and Debt: An Empirical Study1,103 cited
  • 1995The role of capital in financial institutions987 cited
  • 2004An Empirical Analysis of Stock and Bond Market Liquidity900 cited
  • 1996Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991691 cited
  • 1990The Stock Market and Investment691 cited
  • 1998Using Market Information in Prudential Bank Supervision: A Review of the U.S. Empirical Evidence674 cited
  • 1988Bank Insolvency Risk and the Market for Large Certificates of Deposit567 cited
  • 1991Liquidity, Maturity, and the Yields on U.S. Treasury Securities503 cited

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  • 1959Determinants of Risk Premiums on Corporate Bonds460 cited
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    • 2011Subordinated Debt, Market Discipline, and Bank Risk56 cited
    • 2010Enhancing market discipline in banking: The role of subordinated debt in financial regulatory reform52 cited
    • 2013Funding advantage and market discipline in the Canadian banking sector43 cited
    • 2021Market discipline, regulation and banking effectiveness: Do measures matter?35 cited
    • 2008Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets29 cited
    • 2017Determinants of European bank risk during financial crisis27 cited
    • 2006Market discipline in international banking regulation: Keeping the playing field level27 cited