SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly
9 references·16 citing·35 second hop
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low-Risk Anomaly (2015)Do Strict Capital Requirements Raise the …The Bankers' New Clothes (2014)The Bankers' New ClothesBetting against beta (2013)Betting against betaMaxing out: Stocks as lotteries and the cross-section of expected returns (2010)Maxing out: Stocks as lotteri…Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly (2010)Benchmarks as Limits to Arbit…Who Gambles in the Stock Market? (2009)Who Gambles in the Stock Mark…Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Stocks as Lotteries: The Impl…Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns (2008)Maxing Out: Stocks as Lotteri…High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)High idiosyncratic volatility…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks? (2022)Does macroprudential policy a…The Cross-Section of Bank Value (2021)The Cross-Section of Bank Val…Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market (2021)Leverage Regulation and Marke…Macroprudential policy and bank systemic risk (2020)Macroprudential policy and ba…GSIB Surcharges and Bank Lending: Evidence from U.S. Corporate Loan Data (2020)GSIB Surcharges and Bank Lend…The FinTech Opportunity (2019)The FinTech OpportunityShadow banking and financial regulation: A small-scale DSGE perspective (2019)Shadow banking and financial …Betting against correlation: Testing theories of the low-risk effect (2019)Betting against correlation: …Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions (2019)Bank capital (requirements) a…Post-Crisis Regulatory Reform in Banking: Address Insolvency Risk, Not Illiquidity! (2018)Post-Crisis Regulatory Reform…Market Reaction to Bank Liquidity Regulation (2018)Market Reaction to Bank Liqui…Financing as a supply chain: The capital structure of banks and borrowers (2018)Financing as a supply chain: …Why Does Fast Loan Growth Predict Poor Performance for Banks? (2017)Why Does Fast Loan Growth Pre…Strengthening and Streamlining Bank Capital Regulation (2017)Strengthening and Streamlinin…Understanding Bank Risk through Market Measures (2016)Understanding Bank Risk throu…Liquidity creation, regulatory capital, and bank profitability (2016)Liquidity creation, regulator…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme (2015)Dissecting Characteristics Nonparametrically (2017)Social Transmission Bias and Investor Behavior (2018)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)Advances in prospect theory: Cumulative representation of uncertainty (1992)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)CoVaR (2016)Measuring Systemic Risk (2016)Macroprudential policies, corporate governance and bank risk: Cross-country evidence (2019)Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak (2021)Systemic risk and the COVID challenge in the european banking sector (2021)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Expected Idiosyncratic Skewness (2009)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)The Cross-Section of Expected Stock Returns (1992)Religious beliefs, gambling attitudes, and financial market outcomes (2011)Behavioral Finance (2015)Manager sentiment and stock returns (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected Stock Returns and Variance Risk Premia (2009)Does Academic Research Destroy Stock Return Predictability? (2015)Replicating Anomalies (2018)Dissecting Anomalies with a Five-Factor Model (2015)A legal theory of finance (2013)Liquid-claim production, risk management, and bank capital structure: Why high leverage is optimal for banks (2014)A lost century in economics: Three theories of banking and the conclusive evidence (2015)
this work references cited by second hop

References

  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 2013Betting against beta2,027 cited
  • 2009Who Gambles in the Stock Market?1,808 cited
  • 2010Maxing out: Stocks as lotteries and the cross-section of expected returns1,631 cited
  • 2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,548 cited
  • 2008High idiosyncratic volatility and low returns: International and further U.S. evidence1,440 cited
  • 2010Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly770 cited
  • 2008Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns517 cited
  • 2014The Bankers' New Clothes329 cited

Cited by

  • 2020Macroprudential policy and bank systemic risk192 cited
  • 2016Liquidity creation, regulatory capital, and bank profitability178 cited
  • 2019Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions151 cited
  • 2021The Cross-Section of Bank Value144 cited
  • 2017Why Does Fast Loan Growth Predict Poor Performance for Banks?135 cited
  • 2021Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market

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

114 cited
  • 2019Betting against correlation: Testing theories of the low-risk effect107 cited
  • 2017Strengthening and Streamlining Bank Capital Regulation104 cited
  • 2016Understanding Bank Risk through Market Measures102 cited
  • 2018Financing as a supply chain: The capital structure of banks and borrowers98 cited
  • 2019The FinTech Opportunity88 cited
  • 2018Post-Crisis Regulatory Reform in Banking: Address Insolvency Risk, Not Illiquidity!80 cited
  • 2022Does macroprudential policy alleviate the adverse impact of COVID-19 on the resilience of banks?77 cited
  • 2020GSIB Surcharges and Bank Lending: Evidence from U.S. Corporate Loan Data76 cited
  • 2019Shadow banking and financial regulation: A small-scale DSGE perspective64 cited
  • 2018Market Reaction to Bank Liquidity Regulation63 cited