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The near-collapse of LTCM, US financial stock returns, and the fed
8 references·10 citing·50 second hop
The near-collapse of LTCM, US financial stock returns, and the fed (2004)The near-collapse of LTCM, US financial s…U.S. Banks, Crises, and Bailouts: From Mexico to LTCM (2000)U.S. Banks, Crises, and Bailo…Risk management lessons from Long‐Term Capital Management (2000)Risk management lessons from …Hedge Funds and the Collapse of Long-Term Capital Management (1999)Hedge Funds and the Collapse …Contagion and competitive intra-industry effects of bankruptcy announcements (1992)Contagion and competitive int…The Losses Realized in Bank Failures (1991)The Losses Realized in Bank F…An Examination of the Impact of the Garn-St. Germain Depository Institutions Act of 1982 on Commercial Banks and Savings and Loans (1990)An Examination of the Impact …Additions to bank loan-loss reserves (1990)Additions to bank loan-loss r…Stock Market Reaction to Regulatory Action in the Continental Illinois Crisis (1986)Stock Market Reaction to Regu…Market reaction to the COVID-19 pandemic: evidence from emerging markets (2021)Market reaction to the COVID-…Risk and risk management of spillover effects: Evidence from the literature (2020)Risk and risk management of s…The impact of spillover effects from operational risk events: a model from a portfolio perspective (2019)The impact of spillover effec…Spillover effects in the European financial services industry from internal fraud events (2019)Spillover effects in the Euro…A new approach to measure systemic risk: A bivariate copula model for dependent censored data (2019)A new approach to measure sys…Did Investors Herd during the Financial Crisis? Evidence from the US Financial Industry (2017)Did Investors Herd during the…What Factors Drive Systemic Risk during International Financial Crises? (2013)What Factors Drive Systemic R…The Impact of Major Events from the Recent FinancialCrisis on Credit Default Swaps (2011)The Impact of Major Events fr…The failure of Lehman Brothers and its impact on other financial institutions (2011)The failure of Lehman Brother…Financial Sector Integration and Information Spillovers: Effects of Operational Risk Events on U.S. Banks and Insurers (2007)Financial Sector Integration …Estimating betas from nonsynchronous data (1977)Measuring the Effects of Regulation with Stock Price Data (1985)On cross-sectional analysis in accounting research (1987)The limitations of market value accounting and a more realistic alternative (1991)Dividend Policy and Signaling by Insurance Companies (1993)Forecasting required loan loss reserves (1993)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Managerial discretion and optimal financing policies (1990)Is the Risk of Bankruptcy a Systematic Risk? 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References

  • 1992Contagion and competitive intra-industry effects of bankruptcy announcements920 cited
  • 1991The Losses Realized in Bank Failures416 cited
  • 2000Risk management lessons from Long‐Term Capital Management388 cited
  • 1999Hedge Funds and the Collapse of Long-Term Capital Management270 cited
  • 1990An Examination of the Impact of the Garn-St. Germain Depository Institutions Act of 1982 on Commercial Banks and Savings and Loans170 cited
  • 1986Stock Market Reaction to Regulatory Action in the Continental Illinois Crisis155 cited
  • 2000U.S. Banks, Crises, and Bailouts: From Mexico to LTCM137 cited
  • 1990Additions to bank loan-loss reserves76 cited

Cited by

  • 2021Market reaction to the COVID-19 pandemic: evidence from emerging markets88 cited
  • 2011The failure of Lehman Brothers and its impact on other financial institutions42 cited
  • 2019A new approach to measure systemic risk: A bivariate copula model for dependent censored data37 cited
  • 2007Financial Sector Integration and Information Spillovers: Effects of Operational Risk Events on U.S. Banks and Insurers36 cited
  • 2017Did Investors Herd during the Financial Crisis? Evidence from the US Financial Industry32 cited
  • 2020Risk and risk management of spillover effects: Evidence from the literature

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19 cited
  • 2013What Factors Drive Systemic Risk during International Financial Crises?19 cited
  • 2019Spillover effects in the European financial services industry from internal fraud events18 cited
  • 2011The Impact of Major Events from the Recent FinancialCrisis on Credit Default Swaps15 cited
  • 2019The impact of spillover effects from operational risk events: a model from a portfolio perspective13 cited