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Bank opacity, systemic risk and financial stability
16 references·0 citing·32 second hop
Bank opacity, systemic risk and financial stability (2023)Bank opacity, systemic risk and financial…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …The Economics of Disclosure and Financial Reporting Regulation: Evidence and Suggestions for Future Research (2016)The Economics of Disclosure a…Measuring Systemic Risk (2016)Measuring Systemic RiskCoVaR (2016)CoVaREstimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)How to do Xtabond2: An Introd…Disclosure Practices, Enforcement of Accounting Standards, and Analysts' Forecast Accuracy: An International Study (2003)Disclosure Practices, Enforce…Bank regulation and supervision: what works best? (2003)Bank regulation and supervisi…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Essays on disclosure (2001)Essays on disclosureThe Economic Consequences of Increased Disclosure (2000)The Economic Consequences of …Corporate Disclosure Policy and Analyst Behavior. (1996)Corporate Disclosure Policy a…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Specification Tests in Econometrics (1978)Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)Why Firms Voluntarily Disclose Bad News (1994)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Initial conditions and moment restrictions in dynamic panel data models (1998)Strong boards, CEO power and bank risk-taking (2009)TOTAL FACTOR PRODUCTIVITY ESTIMATION: A PRACTICAL REVIEW (2010)Deriving the Pricing Power of Product Features by Mining Consumer Reviews (2011)Biases in Dynamic Models with Fixed Effects (1981)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure level and the cost of equity capital. (1997)How does financial reporting quality relate to investment efficiency? (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1996Corporate Disclosure Policy and Analyst Behavior.2,743 cited
  • 2007How to do Xtabond2: An Introduction to Difference and System GMM in Stata2,637 cited
  • 2001Essays on disclosure2,478 cited
  • 2016CoVaR2,395 cited
  • 2000The Economic Consequences of Increased Disclosure2,369 cited
  • 2003Bank regulation and supervision: what works best?2,360 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2016The Economics of Disclosure and Financial Reporting Regulation: Evidence and Suggestions for Future Research1,754 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2003Disclosure Practices, Enforcement of Accounting Standards, and Analysts' Forecast Accuracy: An International Study

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1,266 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
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