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Capital market liberalization and systemic risk of non-financial firms: Evidence from Chinese Stock Connect scheme
16 references·0 citing·57 second hopsampled
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2010New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index5,574 cited
  • 2005The Theory of Bank Risk Taking and Competition Revisited2,097 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2000Capital Market Liberalization, Economic Growth, and Instability1,416 cited
  • 2010SRISK: A Conditional Capital Shortfall Measure of Systemic Risk662 cited
  • 2014Product Market Competition in a World of Cross Ownership: Evidence from Institutional Blockholdings641 cited
  • 2017Supply chain disruption propagation: a systemic risk and normal accident theory perspective411 cited
  • 2014Connected Stocks374 cited
  • 2014The Effects of Regulatory Scrutiny on Tax Avoidance: An Examination of SEC Comment Letters329 cited
  • 2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk309 cited
  • 2020CEOs' hometown connections and access to trade credit: Evidence from China285 cited
  • 2015Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis266 cited
  • 2017Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions239 cited
  • 2012

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Efficiency and Stability of a Financial Architecture with Too Interconnected to Fail Institutions
177 cited
  • 2015Systematic Risk in Supply Chain Networks163 cited
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