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Bank Foreign Lending, Mandatory Disclosure Rules, and the Reaction of Bank Stock Prices to the Mexican Debt Crisis
6 references·16 citing·50 second hopsampled
Bank Foreign Lending, Mandatory Disclosure Rules, and the Reaction of Bank Stock Prices to the Mexican Debt Crisis (1987)Bank Foreign Lending, Mandatory Disclosur…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…On the Use of the Multivariate Regression Model in Event Studies (1985)On the Use of the Multivariat…Market Evidence on the Effective Maturity of Bank Assets and Liabilities (1984)Market Evidence on the Effect…The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms (1983)The Impact of Merger-Related …Market-Based Empirical Research in Accounting: A Review, Interpretation, and Extension (1982)Market-Based Empirical Resear…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis (2015)Tail risk and systemic risk o…A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis (2012)A Market-Based Measure of Cre…Too big to fail after FDICIA (2010)Too big to fail after FDICIADepositor Behavior under Macroeconomic Risk: Evidence from Bank Runs in Emerging Economies (2010)Depositor Behavior under Macr…Banking System Stability: A Cross-Atlantic Perspective (2005)Banking System Stability: A C…The value of banking relationships during a financial crisis: Evidence from failures of Japanese banks (2003)The value of banking relation…Does the Japanese Stock Market Price Bank-Risk? Evidence from Financial Firm Failures (2003)Does the Japanese Stock Marke…Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure (2002)Information and the market's …Stock market reactions to activity-based costing adoptions (1999)Stock market reactions to act…The market valuation effects of the Financial Institutions Reform, Recovery and Enforcement Act of 1989 (1992)The market valuation effects …The Brazilian default announcement and the contagion effect hypothesis (1991)The Brazilian default announc…BANK FAILURE AND CONTAGION EFFECTS: EVIDENCE FROM HONG KONG (1991)BANK FAILURE AND CONTAGION EF…The International Debt Crisis and Bank Loan-Loss-Reserve Decisions: The Signaling Content of Partially Anticipated Events (1990)The International Debt Crisis…Market Discipline of Bank Risk: Theory and Evidence (1990)Market Discipline of Bank Ris…Heterogeneous creditors and the market value of bank LDC loan portfolios (1990)Heterogeneous creditors and t…Change in market assessments of deposit-institution riskiness (1988)Change in market assessments …Determinants of corporate borrowing (1977)On financial contracting (1979)Measuring security price performance (1980)Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (1989)Shredded Reputation: The Cost of Audit Failure (2002)The Econometrics of Event Studies (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)An Intertemporal Capital Asset Pricing Model (1973)Systematic Interest-Rate Risk in a Two-Index Model of Returns (1974)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model (1991)Fixed-rate deposit insurance and risk-shifting behavior at commercial banks (1992)Impact of the 1988 Basle Accord on International Banks (1996)The market for corporate control (1983)Using daily stock returns (1985)Announcements of asset-quality problems and contagion effects in the life insurance industry (1994)Loan-loss provisions of commercial banks and adequate disclosure: A note (1994)Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation (1981)The US Dollar Shortage in Global Banking and the International Policy Response (2009)Banks' Risk Exposures (2015)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: II (1991)Bank Insolvency Risk and the Market for Large Certificates of Deposit (1988)Market Discipline in Regulating Bank Risk: New Evidence from the Capital Markets (1988)Prudential Regulation of the Financial System: A Functional Approach (1997)Analysis of proposals for a minimum subordinated debt requirement (2002)Depositors’ Assessment of Bank Riskiness in the Russian Federation (2007)The Variation of Certain Speculative Prices (1963)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Practical Volatility and Correlation Modeling for Financial Market Risk Management (2005)Extreme US stock market fluctuations in the wake of 9/11 (2008)EXTREME VALUE THEORY IN FINANCE: A SURVEY (2013)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Some economic determinants of time-series properties of earnings (1983)The Information Content of Annual Earnings Releases: A Trading Volume Approach (1986)Theory of rational option pricing (2005)Trading Volume Around Earnings Announcements and Other Financial Reports: Theory, Research Design, Empirical Evidence, and Directions for Future Research* (2011)Risk and return: The case of merging firms (1974)Special Information and Insider Trading (1974)Foundations of Finance. (1977)An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable (1986)MODELLING ABNORMAL RETURNS: A REVIEW ARTICLE (1992)Fast profits: Investor sentiment and stock returns during Ramadan (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1983The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms547 cited
  • 1985On the Use of the Multivariate Regression Model in Event Studies350 cited
  • 1982Market-Based Empirical Research in Accounting: A Review, Interpretation, and Extension305 cited
  • 1984Market Evidence on the Effective Maturity of Bank Assets and Liabilities153 cited

Cited by

  • 2005Banking System Stability: A Cross-Atlantic Perspective137 cited
  • 1988Change in market assessments of deposit-institution riskiness135 cited
  • 1990Market Discipline of Bank Risk: Theory and Evidence78 cited
  • 1990The International Debt Crisis and Bank Loan-Loss-Reserve Decisions: The Signaling Content of Partially Anticipated Events74 cited
  • 1991The Brazilian default announcement and the contagion effect hypothesis72 cited
  • 2010Depositor Behavior under Macroeconomic Risk: Evidence from Bank Runs in Emerging Economies65 cited
  • 1992The market valuation effects of the Financial Institutions Reform, Recovery and Enforcement Act of 198959 cited
  • 2003The value of banking relationships during a financial crisis: Evidence from failures of Japanese banks

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57 cited
  • 2010Too big to fail after FDICIA55 cited
  • 1999Stock market reactions to activity-based costing adoptions52 cited
  • 2012A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis51 cited
  • 2015Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis51 cited
  • 1991BANK FAILURE AND CONTAGION EFFECTS: EVIDENCE FROM HONG KONG47 cited
  • 1990Heterogeneous creditors and the market value of bank LDC loan portfolios47 cited
  • 2003Does the Japanese Stock Market Price Bank-Risk? Evidence from Financial Firm Failures44 cited
  • 2002Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure44 cited