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The Market Value Impact of Operational Risk Events for U.S. Banks and Insurers
16 references·6 citing·48 second hop
The Market Value Impact of Operational Risk Events for U.S. Banks and Insurers (2005)The Market Value Impact of Operational Ri…Determinants of market reactions to restatement announcements (2003)Determinants of market reacti…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry (1996)Who Manages Risk? An Empirica…RETHINKING RISK MANAGEMENT (1996)RETHINKING RISK MANAGEMENTA Functional Perspective of Financial Intermediation (1995)A Functional Perspective of F…Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Why do NASDAQ Market Makers A…Environmental disclosures, regulatory costs, and changes in firm value (1994)Environmental disclosures, re…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…Nonparametric event study tests (1992)Nonparametric event study tes…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research (1987)Cross-Sectional Dependence an…Using daily stock returns (1985)Using daily stock returnsThe Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The stochastic behavior of co…On the Cost of Deposit Insurance When There Are Surveillance Costs (1978)On the Cost of Deposit Insura…Special Information and Insider Trading (1974)Special Information and Insid…Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies (2018)Business Complexity and Risk …Supporting strategic success through enterprise-wide reputation risk management (2016)Supporting strategic success …Enterprise Risk Management and Its Effect on Firm Value in Turkey (2016)Enterprise Risk Management an…Institutionalizing Operational Risk Management: An Empirical Study (2013)Institutionalizing Operationa…The Effect of Enterprise Risk Management Implementation on the Value of Companies Listed in the Nairobi Stock Exchange (2011)The Effect of Enterprise Risk…Analysis and Valuation of Insurance Companies (2011)Analysis and Valuation of Ins…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Time Series Analysis: Forecasting and Control (1977)Threshold heteroskedastic models (1994)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The distribution of realized stock return volatility (2001)Measuring security price performance (1980)The Event Study Methodology Since 1969 (1998)The Adjustment of Stock Prices to New Information (2003)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Testing Asymmetric-Information Asset Pricing Models (2012)Limited-dependent and qualitative variables in econometrics (1983)Managerial discretion and optimal financing policies (1990)Agency Costs, Risk Management, and Capital Structure (1998)The sensitivity of CEO wealth to equity risk: an analysis of the magnitude and determinants (1999)Founding family ownership and the agency cost of debt (2003)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)On financial contracting (1979)Optimal capital structure under corporate and personal taxation (1980)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Managerial incentives and risk-taking☆ (2005)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Why Firms Voluntarily Disclose Bad News (1994)Causes and Consequences of Earnings Manipulation: An Analysis of Firms Subject to Enforcement Actions by the SEC* (1996)A Review of the Earnings Management Literature and Its Implications for Standard Setting (1999)Corporate Governance and Accounting Scandals (2005)The impact of performance-based compensation on misreporting (2005)The Cost to Firms of Cooking the Books (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)The theory and practice of corporate finance: evidence from the field (2001)The Cash Flow Sensitivity of Cash (2004)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)The Relationship Between Corporate Philanthropy And Shareholder Wealth: A Risk Management Perspective (2005)A framework of sustainable supply chain management: moving toward new theory (2008)Environmental risk management and the cost of capital (2008)
this work references cited by second hop

References

  • 1985Using daily stock returns6,497 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 1996Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry1,432 cited
  • 2003Determinants of market reactions to restatement announcements1,259 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 1996RETHINKING RISK MANAGEMENT1,205 cited
  • 1994Environmental disclosures, regulatory costs, and changes in firm value782 cited
  • 1994Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?746 cited
  • 1992Nonparametric event study tests669 cited
  • 1987Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research548 cited
  • 1995A Functional Perspective of Financial Intermediation490 cited

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1978
On the Cost of Deposit Insurance When There Are Surveillance Costs
395 cited

Cited by

  • 2016Supporting strategic success through enterprise-wide reputation risk management91 cited
  • 2011Analysis and Valuation of Insurance Companies51 cited
  • 2018Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies42 cited
  • 2011The Effect of Enterprise Risk Management Implementation on the Value of Companies Listed in the Nairobi Stock Exchange38 cited
  • 2016Enterprise Risk Management and Its Effect on Firm Value in Turkey22 cited
  • 2013Institutionalizing Operational Risk Management: An Empirical Study20 cited