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Potential Insolvency, Market Efficiency, and Bank Regulation of Large Commercial Banks
1 references·16 citing·47 second hop
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this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited

Cited by

  • 1990Market Discipline of Bank Risk: Theory and Evidence78 cited
  • 2002The Changing Relationship Between CAMEL Ratings and Bank Soundness during the Indonesian Banking Crisis68 cited
  • 2012The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress61 cited
  • 2007Equity market information, bank holding company risk, and market discipline53 cited
  • 2007Equity market data, bank failures and market efficiency48 cited
  • 2016Operational Risk Management in Financial Institutions: A Literature Review46 cited
  • 2002Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure44 cited
  • 2003Using Market Information to Help Identify Distressed Institutions: A Regulatory Perspective44 cited
  • 1991Do capital markets predict problems in large commercial banks36 cited
  • 2002Regulator Use of Market Data to Improve the Identification of Bank Financial Distress31 cited
  • 2004The market’s view on the probability of banking sector failure: cross-country comparisons28 cited
  • 2019Market Discipline in Regulation25 cited
  • 2015Do 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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25 cited
  • 2007Are Banking Systems in East Asia Stronger?*25 cited
  • 2019The risk-shifting value of payout: Evidence from bank enforcement actions19 cited
  • 2003El Análisis Discriminante en la Previsión de la Insolvencia en las Empresas de Seguros de no Vida19 cited