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Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets
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Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets (2015)Do stress tests matter? A study on the im…Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Event Study Testing with Cros…The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…Market evidence on the opaqueness of banking firms’ assets (2003)Market evidence on the opaque…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Firm-specific information and the correlation between individual stocks and bonds (1996)Firm-specific information and…Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Evidence of Bank Market Disci…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns (1992)The Specification and Power o…Nonparametric event study tests (1992)Nonparametric event study tes…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Measuring security price performance (1980)Measuring security price perf…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Using daily stock returns (1985)The Event Study Methodology Since 1969 (1998)The Adjustment of Stock Prices to New Information (2003)Testing Asymmetric-Information Asset Pricing Models (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Earnings Management During Import Relief Investigations (1991)Event Studies in Economics and Finance (1997)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Introductory Econometrics for Finance (2008)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Deposit Insurance, Risk, and Market Power in Banking (1988)Market discipline and deposit insurance (2004)Measuring Abnormal Bond Performance (2008)The Determinants of Bank Capital Structure (2010)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)The Economics of Structured Finance (2009)Corporate bond liquidity before and after the onset of the subprime crisis (2011)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Has Financial Development Made the World Riskier? (2005)Rethinking Bank Regulation: Till Angels Govern (2005)Has Finance Made the World Riskier? (2006)The cost of capital, corporation finance and the theory of investment (2008)
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References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1980Measuring security price performance3,330 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,008 cited
  • 1996Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991691 cited
  • 1992Nonparametric event study tests669 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 2010Event Study Testing with Cross-sectional Correlation of Abnormal Returns648 cited
  • 1992The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns470 cited

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1996
Firm-specific information and the correlation between individual stocks and bonds
411 cited
  • 2003Market evidence on the opaqueness of banking firms’ assets389 cited
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