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Cyberattacks and Impact on Bond Valuation
16 references·0 citing·47 second hop
Cyberattacks and Impact on Bond Valuation (2019)Cyberattacks and Impact on Bond ValuationCybersecurity breaches and cash holdings: Spillover effect (2019)Cybersecurity breaches and ca…Do firms underreport information on cyber-attacks? Evidence from capital markets (2018)Do firms underreport informat…Corporate Governance, Social Responsibility, and Data Breaches (2018)Corporate Governance, Social …The effect of data breach announcements beyond the stock price: Empirical evidence on market activity (2017)The effect of data breach ann…Bond market event study methods (2015)Bond market event study metho…Measuring Abnormal Bond Performance (2008)Measuring Abnormal Bond Perfo…Markets: Transparency and the Corporate Bond Market (2008)Markets: Transparency and the…Corporate Yield Spreads and Bond Liquidity (2007)Corporate Yield Spreads and B…Stock and bond market interaction: Does momentum spill over? (2004)Stock and bond market interac…The maturity of debt issues and predictable variation in bond returns (2003)The maturity of debt issues a…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Information Transfer among Internet Firms: The Case of Hacker Attacks (2003)Information Transfer among In…Equity Volatility and Corporate Bond Yields (2003)Equity Volatility and Corpora…The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis (2002)The Informational Efficiency …Firm-specific information and the correlation between individual stocks and bonds (1996)Firm-specific information and…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…Continuous Auctions and Insider Trading (1985)Stock Returns and the Term Structure (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)An Empirical Study of Bond Market Transactions (2000)Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS (2009)Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007 (2009)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Managerial incentives and risk-taking☆ (2005)What Matters in Corporate Governance? (2008)Cybersecurity Awareness and Market Valuations (2018)Cybersecurity Risk (2022)Pirates without borders: The propagation of cyberattacks through firms’ supply chains (2022)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)The Pricing of Options and Corporate Liabilities (1973)Environmental performance and the cost of debt: Evidence from commercial mortgages and REIT bonds (2019)Green Bonds, Corporate Performance, and Corporate Social Responsibility (2019)Is Carbon Risk Priced in the Cross Section of Corporate Bond Returns? (2020)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Limited-dependent and qualitative variables in econometrics (1983)The Illiquidity of Corporate Bonds (2011)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Do Shareholders Benefit from Green Bonds? (2018)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Latent liquidity: A new measure of liquidity, with an application to corporate bonds (2008)Initial Evidence on the Role of Accounting Earnings in the Bond Market (2009)Do hedge funds trade on private information? Evidence from syndicated lending and short-selling☆ (2010)Risk, Return, and Equilibrium: Empirical Tests (1973)Idiosyncratic Risk Matters! (2003)Measuring security price performance (1980)Using daily stock returns (1985)Regulatory pressure and fire sales in the corporate bond market (2011)Reaching for Yield in the Bond Market (2014)Climate Change News Risk and Corporate Bond Returns (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Determinants of corporate borrowing (1977)Are Firms Successful at Selective Hedging?* (2006)Bond Supply and Excess Bond Returns (2008)The cost of capital, corporation finance and the theory of investment (2008)Return Decomposition (2009)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The Credit Ratings Game (2009)The Economics of Structured Finance (2009)
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References

  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2003Equity Volatility and Corporate Bond Yields1,194 cited
  • 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
  • 2008Measuring Abnormal Bond Performance655 cited
  • 1996Firm-specific information and the correlation between individual stocks and bonds411 cited
  • 2003The maturity of debt issues and predictable variation in bond returns317 cited
  • 2018Do firms underreport information on cyber-attacks? Evidence from capital markets297 cited
  • 2002The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis293 cited
  • 2004Stock and bond market interaction: Does momentum spill over?240 cited
  • 2008Markets: Transparency and the Corporate Bond Market208 cited
  • 2003Information Transfer among Internet Firms: The Case of Hacker Attacks146 cited
  • 2018Corporate Governance, Social Responsibility, and Data Breaches106 cited
  • 2019Cybersecurity breaches and cash holdings: Spillover effect95 cited
  • 2017The effect of data breach announcements beyond the stock price: Empirical evidence on market activity

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95 cited
  • 2015Bond market event study methods88 cited
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