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Orange County Bankruptcy: Financial Contagion in the Municipal Bond and Bank Equity Markets
16 references·2 citing·41 second hop
Orange County Bankruptcy: Financial Contagion in the Municipal Bond and Bank Equity Markets (2004)Orange County Bankruptcy: Financial Conta…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectFinancial Contagion (2000)Financial ContagionTransactions Costs and Capital Structure Choice: Evidence from Financially Distressed Firms (1997)Transactions Costs and Capita…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Interbank Lending and Systemic Risk (1996)Interbank Lending and Systemi…Contagion and competitive intra-industry effects of bankruptcy announcements (1992)Contagion and competitive int…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)Deposit Insurance and Wealth …Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…A nonparametric test for abnormal security-price performance in event studies (1989)A nonparametric test for abno…Using daily stock returns (1985)Using daily stock returnsThe Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)The Effect of Interest Rate C…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…Special Information and Insider Trading (1974)Special Information and Insid…Negative Externality of Fiscal Problems: Dissecting the Contagion Effect of Municipal Bankruptcy (2018)Negative Externality of Fisca…Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder (2008)Moral Hazard and Bail‐Out in …Foundations of Finance. (1977)Measuring security price performance (1980)The Event Study Methodology Since 1969 (1998)Does female board representation influence firm performance? The Danish evidence (2007)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)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)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)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)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)Stock return variances (1986)Mean reversion in stock prices (1988)Correlations in Price Changes and Volatility across International Stock Markets (1990)Emerging equity market volatility (1997)Trying to Explain Home Bias in Equities and Consumption (1999)A Rational Expectations Model of Financial Contagion (2002)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Systemic Risk and Stability in Financial Networks (2015)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)Competition and Financial Stability (2004)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1985Using daily stock returns6,497 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2000Financial Contagion3,393 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
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 1992Contagion and competitive intra-industry effects of bankruptcy announcements920 cited
  • 1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions771 cited
  • 1996Interbank Lending and Systemic Risk662 cited
  • 1990Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail"527 cited
  • 1997Transactions Costs and Capital Structure Choice: Evidence from Financially Distressed Firms

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482 cited

Cited by

  • 2008Moral Hazard and Bail‐Out in Fiscal Federations: Evidence for the German Länder61 cited
  • 2018Negative Externality of Fiscal Problems: Dissecting the Contagion Effect of Municipal Bankruptcy23 cited