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Market reactions to the ECB’s Comprehensive Assessment
7 references·4 citing·46 second hop
Market reactions to the ECB’s Comprehensive Assessment (2016)Market reactions to the ECB’s Comprehensi…The Information Value of the Stress Test (2014)The Information Value of the …Supervisors as information producers: Do stress tests reduce bank opaqueness? (2013)Supervisors as information pr…Falling Short of Expectations? Stress-Testing the European Banking System (2013)Falling Short of Expectations…Value Creation in Banking Through Strategic Alliances and Joint Ventures (2011)Value Creation in Banking Thr…The Information Value of the Stress Test and Bank Opacity (2010)The Information Value of the …Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Event Study Testing with Cros…Event Studies in Economics and Finance (1997)Event Studies in Economics an…European Banking Union and bank risk disclosure: the effects of the Single Supervisory Mechanism (2021)European Banking Union and ba…Centralised or decentralised banking supervision? Evidence from European banks (2020)Centralised or decentralised …Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment (2018)Bank to sovereign risk spillo…How Do Banks Adjust to Stricter Supervision? (2016)How Do Banks Adjust to Strict…Using daily stock returns (1985)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Transparency in the Financial System: Rollover Risk and Crises (2012)Information Management in Banking Crises (2015)On the Social Value of Accounting Objectivity in Financial Stability (2018)Valuation effects of security offerings and the issuance process (1986)The Unintended Consequences of the Launch of the Single Supervisory Mechanism in Europe (2017)Banking stress test effects on returns and risks (2020)The heat is on: A framework for measuring financial stress under disruptive energy transition scenarios (2021)Measuring Systemic Risk (2010)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Robustness, Validity and Significance of the ECB's Asset Quality Review and Stress Test Exercise (2014)The Euro's Savior? Assessing the ECB's Crisis Management Performance and Potential for Crisis Resolution (2015)Alliances and networks (1998)Firm size and the gains from acquisitions (2004)A Co-opetition-Based Approach to Value Creation in Interfirm Alliances (2013)Do joint ventures and strategic alliances create value for bondholders? (2015)The impact of bancassurance on efficiency and profitability of banks: Evidence from the banking industry in Taiwan (2017)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)How the Market Values Greenwashing? Evidence from China (2014)Protection of Trade Secrets and Capital Structure Decisions (2014)Carbon Risk and Corporate Capital Structure (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Transmission of Volatility between Stock Markets (1990)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Financial Contagion (2000)On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods (2022)Bank regulation and supervision: what works best? (2003)Bank governance, regulation and risk taking (2008)Effectiveness of macroprudential policies: Do stringent bank regulation and supervision matter? (2022)Reputation and imperfect information (1982)Mandatory Disclosure, Voluntary Disclosure, and Stock Market Liquidity: Evidence from the EU Bank Stress Tests (2013)Evaluating the information in the federal reserve stress tests (2016)Estimating the COVID-19 Cash Crunch: Global Evidence and Policy (2020)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Content Analysis: An Introduction to its Methodology. (1984)
this work references cited by second hop

References

  • 1997Event Studies in Economics and Finance4,623 cited
  • 2010Event Study Testing with Cross-sectional Correlation of Abnormal Returns648 cited
  • 2013Supervisors as information producers: Do stress tests reduce bank opaqueness?199 cited
  • 2014The Information Value of the Stress Test137 cited
  • 2010The Information Value of the Stress Test and Bank Opacity77 cited
  • 2011Value Creation in Banking Through Strategic Alliances and Joint Ventures51 cited
  • 2013Falling Short of Expectations? Stress-Testing the European Banking System51 cited

Cited by

  • 2018Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment35 cited
  • 2020Centralised or decentralised banking supervision? Evidence from European banks35 cited
  • 2021European Banking Union and bank risk disclosure: the effects of the Single Supervisory Mechanism28 cited
  • 2016How Do Banks Adjust to Stricter Supervision?25 cited

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