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Financial derivatives, opacity, and crash risk: Evidence from large US banks · Study

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ArticleFinancial derivatives, opacity, and crash risk: Evidence from large US banks

Michaël Dewally2012

Article2012

Financial derivatives, opacity, and crash risk: Evidence from large US banks

Michaël Dewally · Yingying Shao

77 citations·0/0 files stored·Journal of Financial Stability

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Banking stability, regulation, efficiency Corporate Finance and Governance Risk Management in Financial Firms

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References

1993The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems 1984Financial Intermediation and Delegated Monitoring 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?1985The Determinants of Firms' Hedging Policies 1993Risk Management: Coordinating Corporate Investment and Financing Policies 2005R2 around the world: New theory and new tests☆2009Opaque financial reports, R2, and crash risk☆1992A Modest Proposal for Improved Corporate Governance

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2014The use of financial derivatives and risks of U.S. bank holding companies 2016Social trust and foreign ownership: Evidence from qualified foreign institutional investors in China 2017Determinants of risk in the banking sector during the European Financial Crisis 2023Environmental engagement and stock price crash risk: Evidence from the European banking industry 2016The attenuation effect of social media: Evidence from acquisitions by large firms

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Year2012

Typearticle

Published2012-11-22

VenueJournal of Financial Stability

ISSN-L1572-3089

Languageen

Citations77

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.jfs.2012.11.001

openalex_workW2064938313

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2018

Derivative accounting and financial reporting quality: A review of the literature

2021Does economic policy uncertainty affect bank earnings opacity? Evidence from China

2018How does banking market power affect bank opacity? Evidence from analysts' forecasts