SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Market response to policy initiatives during the global financial crisis
16 references·16 citing·35 second hopsampled
Market response to policy initiatives during the global financial crisis (2011)Market response to policy initiatives dur…The Econometrics of Financial Markets (2012)The Econometrics of Financial…This time is different: eight centuries of financial folly (2010)This time is different: eight…This Time Is Different (2009)This Time Is DifferentEconometrics 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)Econometrics of Event Studies…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The Econometrics of Event Studies (2004)The Econometrics of Event Stu…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Stock Prices, News, and Business Conditions (1993)Stock Prices, News, and Busin…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIValuation effects of security offerings and the issuance process (1986)Valuation effects of security…Using daily stock returns (1985)Using daily stock returnsMeasuring security price performance (1980)Measuring security price perf…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Corporate Forecasts of Earnin…A Black Swan in the Money MarketA Black Swan in the Money Mar…COVID‐19, ESG investing, and the resilience of more sustainable stocks: Evidence from European firms (2022)COVID‐19, ESG investing, and …The role of sustainability performance after merger and acquisition deals in short and long-term (2021)The role of sustainability pe…Banking Sector Performance during the COVID-19 Crisis (2020)Banking Sector Performance du…Global Financial Development Report 2019/2020: Bank Regulation and Supervision a Decade after the Global Financial Crisis (2019)Global Financial Development …Bank productivity growth and convergence in the European Union during the financial crisis (2016)Bank productivity growth and …Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News (2015)Jumps in High-Frequency Data:…Contagion and banking crisis – International evidence for 2007–2009 (2015)Contagion and banking crisis …The impact of monetary policy announcements on the stock price of large European banks during the financial crisis (2014)The impact of monetary policy…Depositors’ Perception of “Too-Big-to-Fail” (2014)Depositors’ Perception of “To…Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence (2013)Unconventional Monetary Polic…The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis (2013)The effect of monetary policy…Model-Free Volatility Indexes in the Financial Literature: A Review (2013)Model-Free Volatility Indexes…Global Financial Development Report 2013 (2012)Global Financial Development …Bank Dividends and Signaling to Information-Sensitive Depositors (2012)Bank Dividends and Signaling …Unconventional monetary policy had large international effects (2010)Unconventional monetary polic…Over The Cliff: From the Subprime to the Global Financial Crisis (2010)Over The Cliff: From the Subp…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)The European Sovereign Debt Crisis (2012)Populism and the economics of globalization (2018)Systemic Banking Crises Database II (2020)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)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)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Introductory Econometrics for Finance (2008)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)The arbitrage theory of capital asset pricing (1976)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Trust and Growth (2001)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Corporate Immunity to the COVID-19 Pandemic (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1985Using daily stock returns6,497 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2009This Time Is Different3,448 cited
  • 1980Measuring security price performance3,330 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 2010This time is different: eight centuries of financial folly1,776 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 1978Some anomalous evidence regarding market efficiency1,419 cited
  • 1986Valuation effects of security offerings and the issuance process1,213 cited
  • 2007Econometrics 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.841 cited
  • 1993Stock Prices, News, and Business Conditions675 cited
  • n.d.A Black Swan in the Money Market610 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2004
The Econometrics of Event Studies
606 cited

Cited by

  • 2012Global Financial Development Report 2013175 cited
  • 2015Contagion and banking crisis – International evidence for 2007–2009163 cited
  • 2015Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News153 cited
  • 2022COVID‐19, ESG investing, and the resilience of more sustainable stocks: Evidence from European firms147 cited
  • 2019Global Financial Development Report 2019/2020: Bank Regulation and Supervision a Decade after the Global Financial Crisis133 cited
  • 2014The impact of monetary policy announcements on the stock price of large European banks during the financial crisis117 cited
  • 2010Unconventional monetary policy had large international effects110 cited
  • 2010Over The Cliff: From the Subprime to the Global Financial Crisis109 cited
  • 2016Bank productivity growth and convergence in the European Union during the financial crisis90 cited
  • 2013The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis87 cited
  • 2020Banking Sector Performance during the COVID-19 Crisis87 cited
  • 2012Bank Dividends and Signaling to Information-Sensitive Depositors84 cited
  • 2021The role of sustainability performance after merger and acquisition deals in short and long-term74 cited
  • 2013Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence69 cited
  • 2014Depositors’ Perception of “Too-Big-to-Fail”69 cited
  • 2013Model-Free Volatility Indexes in the Financial Literature: A Review67 cited