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Does the Japanese Stock Market Price Bank-Risk? Evidence from Financial Firm Failures

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156 cited

1986Stock Market Reaction to Regulatory Action in the Continental Illinois Crisis155 cited

Cited by

2002Information and the market's perceptions of Japanese bank risk: Regulation, environment, and disclosure44 cited
2013Understanding the market reaction to shockwaves: Evidence from the failure of Lehman Brothers42 cited
2009Requiem for market discipline and the specter of TBTF in Japanese banking38 cited
2010Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks31 cited
2010Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies30 cited
2004Bank Risk Strategies and Cyclical Variation in Bank Stock Returns29 cited
2013Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks26 cited