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An empirical analysis of the operational losses of Australian banks
16 references·2 citing·41 second hop
An empirical analysis of the operational losses of Australian banks (2010)An empirical analysis of the operational …Operational Risk Management (2007)Operational Risk ManagementThe market value impact of operational loss events for US banks and insurers (2006)The market value impact of op…LDA at work: Deutsche Bank's approach to quantifying operational risk (2006)LDA at work: Deutsche Bank's …Capital and Risk: New Evidence on Implications of Large Operational Losses (2006)Capital and Risk: New Evidenc…The Market Value Impact of Operational Risk Events for U.S. Banks and Insurers (2005)The Market Value Impact of Op…The invention of operational risk (2005)The invention of operational …Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements (2005)Measuring Reputational Risk: …Capital and Risk: New Evidence on Implications of Large Operational Losses (2005)Capital and Risk: New Evidenc…Operational Risk: Regulation, Analysis and Management (2003)Operational Risk: Regulation,…Determinants of market reactions to restatement announcements (2003)Determinants of market reacti…Event Studies in Economics and Finance (1997)Event Studies in Economics an…The reputational penalty firms bear from committing criminal fraud (1996)The reputational penalty firm…The Reputational Penalty Firms Bear from Committing Criminal Fraud (1993)The Reputational Penalty Firm…Nonparametric event study tests (1992)Nonparametric event study tes…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Special Information and Insider Trading (1974)Special Information and Insid…Firm Value and the Impact of Operational Management (2018)Firm Value and the Impact of …Systemic operational risk (2017)Systemic operational riskMeasuring security price performance (1980)Using daily stock returns (1985)The journal of financial economics (1993)The Event Study Methodology Since 1969 (1998)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Corporate goodness and shareholder wealth (2014)The Adjustment of Stock Prices to New Information (1969)The Impact of Environmental Management on Firm Performance (1996)Introductory Econometrics for Finance (2008)Crime and Punishment: An Economic Approach (1968)The Role of Market Forces in Assuring Contractual Performance (1981)MARKET INCENTIVES FOR SAFE COMMERCIAL AIRLINE OPERATION (1988)Does the Market Value Environmental Performance? (2001)Measuring Corporate Social Performance: A Review (2010)Does it Pay to Be Good...And Does it Matter? A Meta-Analysis of the Relationship between Corporate Social and Financial Performance (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Capital markets research in accounting (2001)Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)Risk, Uncertainty and Profit (1921)The Logic of Practice (1990)Sorting Things Out (1999)Organizational Encounters with Risk (2005)Beyond Risk: Premediation and the Post-9/11 Security Imagination (2008)Organizing Risk: Discourse, Power, and “Riskification” (2015)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)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)The Determinants of Operational Risk in U.S. Financial Institutions (2011)Home-region orientation in international expansion strategies (2013)The impact of corporate reputation and reputation damaging events on financial performance: Empirical evidence from the literature (2015)After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)Aggregating risk capital, with an application to operational risk (2006)Practical methods for measuring and managing operational risk in the financial sector: A clinical study (2007)Efficient Capital Markets: II (1991)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)
this work references cited by second hop

References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 1991Event-study methodology under conditions of event-induced variance1,790 cited
  • 2003Determinants of market reactions to restatement announcements1,259 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 1992Nonparametric event study tests678 cited
  • 1993The Reputational Penalty Firms Bear from Committing Criminal Fraud555 cited
  • 1996The reputational penalty firms bear from committing criminal fraud434 cited
  • 2006The market value impact of operational loss events for US banks and insurers247 cited
  • 2005The invention of operational risk243 cited
  • 2003Operational Risk: Regulation, Analysis and Management134 cited
  • 2006Capital and Risk: New Evidence on Implications of Large Operational Losses134 cited
  • 2005Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements120 cited
  • 2007Operational Risk Management118 cited
  • 2006LDA at work: Deutsche Bank's approach to quantifying operational risk93 cited
  • 2005Capital and Risk: New Evidence on Implications of Large Operational Losses69 cited

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The Market Value Impact of Operational Risk Events for U.S. Banks and Insurers
57 cited

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  • 2017Systemic operational risk16 cited
  • 2018Firm Value and the Impact of Operational Management11 cited