Citation map · Study

Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World

16 references·16 citing·48 second hopsampled

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1998Law and Finance17,902 cited
2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
1985Using daily stock returns6,497 cited
2003Earnings management and investor protection: an international comparison5,395 cited
2008Market Liquidity and Funding Liquidity5,007 cited
1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
2006Politically Connected Firms4,073 cited
2013Handbook of the Economics of Finance1,813 cited
1996Market microstructure and asset pricing: On the compensation for illiquidity in stock returns1,555 cited
1998Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.11,197 cited
2002

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

References

Cited by