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On Becoming an O-SII (“Other Systemically Important Institution”)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*23,066 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 1985Using daily stock returns6,710 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,603 cited
  • 1980Measuring security price performance3,330 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 2006Political Connections and Corporate Bailouts2,576 cited
  • 2016CoVaR2,406 cited
  • 1995Time-Varying World Market Integration2,280 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 2012Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts

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