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Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock and Corporate Bond Markets
16 references·4 citing·51 second hopsampled
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2008The Cost to Firms of Cooking the Books1,315 cited
  • 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
  • 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
  • 1992Contagion and competitive intra-industry effects of bankruptcy announcements920 cited
  • 2007Inter-firm linkages and the wealth effects of financial distress along the supply chain☆757 cited
  • 1992Nonparametric event study tests669 cited
  • 2009The Determinants of Credit Default Swap Premia663 cited
  • 2008Measuring Abnormal Bond Performance655 cited
  • 2010Event Study Testing with Cross-sectional Correlation of Abnormal Returns648 cited
  • 1993The Reputational Penalty Firms Bear from Committing Criminal Fraud555 cited
  • 2009Shareholder-Initiated Class Action Lawsuits: Shareholder Wealth Effects and Industry Spillovers421 cited
  • 2009Undeserved Loss: The Spread of Legitimacy Loss to Innocent Organizations in Response to Reported Corporate Deviance

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419 cited
  • 2017The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China380 cited
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    • 2025European sustainability reporting standards: An assessment of requirements and preparedness of EU companies54 cited
    • 2023Cultural norms and corporate fraud: Evidence from the Volkswagen scandal19 cited
    • 2020Risk and risk management of spillover effects: Evidence from the literature19 cited
    • 2025Building long-term value: A practical guide to integrating ESG into business strategies11 cited