SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Responses of US equity market sectors to the Silicon Valley Bank implosion
12 references·10 citing·53 second hopsampled
Responses of US equity market sectors to the Silicon Valley Bank implosion (2023)Responses of US equity market sectors to …The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach (2022)The reaction of G20+ stock ma…Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2022)Rethinking financial contagio…Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis (2022)Impact of Russia-Ukraine war …Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine (2022)Heterogeneous impacts of wars…Accounting for financial stability: Bank disclosure and loss recognition in the financial crisis (2021)Accounting for financial stab…Did Congress trade ahead? Considering the reaction of US industries to COVID-19 (2020)Did Congress trade ahead? Con…The systemic risk of European banks during the financial and sovereign debt crises (2015)The systemic risk of European…The subprime credit crisis and contagion in financial markets (2010)The subprime credit crisis an…Reflections on Northern Rock: The Bank Run that Heralded the Global Financial Crisis (2009)Reflections on Northern Rock:…Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode (2009)Liquidity, Bank Runs, and Bai…A framework for assessing financial stability? (2006)A framework for assessing fin…A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach (1984)A Comparison of Event Study M…Media pressure, corporate governance structure, and disclosure quality (2024)Media pressure, corporate gov…Manage biodiversity risk exposure? (2024)Manage biodiversity risk expo…Too big to fail: The aftermath of Silicon Valley Bank (SVB) collapse and its impact on financial markets (2023)Too big to fail: The aftermat…The impact of the SVB collapse on global financial markets: Substantial but narrow (2023)The impact of the SVB collaps…Silicon Valley Bank bankruptcy and Stablecoins stability (2023)Silicon Valley Bank bankruptc…Public attention, sentiment and the default of Silicon Valley Bank (2023)Public attention, sentiment a…Did the collapse of Silicon Valley Bank catalyze financial contagion? (2023)Did the collapse of Silicon V…Deconstruction of ESG Impacts on US Corporate Bond Pricing: The Cost of Capital Benefits Across Industry Sectors (2023)Deconstruction of ESG Impacts…ChatGPT Informed Graph Neural Network for Stock Movement Prediction (2023)ChatGPT Informed Graph Neural…A high-frequency data dive into SVB collapse (2023)A high-frequency data dive in…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Systemic risk and bank size (2017)Why do some banks contribute more to global systemic risk? (2018)Systemic risk and the COVID challenge in the european banking sector (2021)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? (2012)Individual investor perceptions and behavior during the financial crisis (2012)Systemic Risk and Stability in Financial Networks (2013)Bank Runs, Deposit Insurance, and Liquidity (1983)The Limits of Arbitrage (1995)The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market (2011)A Model of Shadow Banking (2013)Is financial inclusion good for bank stability? International evidence (2017)Risk measurement when shares are subject to infrequent trading (1979)Measuring security price performance (1980)Using daily stock returns (1985)EVENT STUDY METHODS AND EVIDENCE ON THEIR PERFORMANCE (1995)Event studies: A methodology review (2010)Event Studies in Economics and Finance (1997)In Search of Attention (2011)COVID-19 and finance: Agendas for future research (2020)COVID-19, government policy responses, and stock market liquidity around the world: A note (2020)Market reactions to the arrival and containment of COVID-19: An event study (2020)Global Financial Crisis, Smart Lockdown Strategies, and the COVID-19 Spillover Impacts: A Global Perspective Implications From Southeast Asia (2021)Social Value of Public Information (2002)Incentives versus standards: properties of accounting income in four East Asian countries (2003)The Importance of Reporting Incentives: Earnings Management in European Private and Public Firms (2006)A Tale of Two Supervisors: Compliance with Risk Disclosure Regulation in the Banking Sector* (2021)CECL: Timely Loan Loss Provisioning and Bank Regulation (2022)Current Expected Credit Losses (CECL) Standard and Banks' Information Production (2022)A nonparametric test for abnormal security-price performance in event studies (1989)The Unprecedented Stock Market Reaction to COVID-19 (2020)Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective (2022)PORTFOLIO SELECTION* (1952)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 (2020)Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? (2021)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Measuring Geopolitical Risk (2022)The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach (2022)Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict (2023)Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models (2023)The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets (2022)What makes firms vulnerable to the Russia–Ukraine crisis? (2022)Are the European Union stock markets vulnerable to the Russia–Ukraine war? (2023)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2010The subprime credit crisis and contagion in financial markets654 cited
  • 2009Reflections on Northern Rock: The Bank Run that Heralded the Global Financial Crisis630 cited
  • 2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine522 cited
  • 1984A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach452 cited
  • 2022The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach377 cited
  • 2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic268 cited
  • 2020Did Congress trade ahead? Considering the reaction of US industries to COVID-19235 cited
  • 2022Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis212 cited
  • 2015The systemic risk of European banks during the financial and sovereign debt crises206 cited
  • 2021Accounting for financial stability: Bank disclosure and loss recognition in the financial crisis151 cited
  • 2009Liquidity, Bank Runs, and Bailouts: Spillover Effects During the Northern Rock Episode119 cited
  • 2006A framework for assessing financial stability?93 cited

Cited by

  • 2023Did the collapse of Silicon Valley Bank catalyze financial contagion?89 cited

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

2024
Manage biodiversity risk exposure?
81 cited
  • 2023Too big to fail: The aftermath of Silicon Valley Bank (SVB) collapse and its impact on financial markets73 cited
  • 2023The impact of the SVB collapse on global financial markets: Substantial but narrow71 cited
  • 2023Silicon Valley Bank bankruptcy and Stablecoins stability69 cited
  • 2023ChatGPT Informed Graph Neural Network for Stock Movement Prediction56 cited
  • 2024Media pressure, corporate governance structure, and disclosure quality30 cited
  • 2023Public attention, sentiment and the default of Silicon Valley Bank30 cited
  • 2023Deconstruction of ESG Impacts on US Corporate Bond Pricing: The Cost of Capital Benefits Across Industry Sectors24 cited
  • 2023A high-frequency data dive into SVB collapse22 cited