메뉴 건너뛰기




Volumn 68, Issue 1, 2001, Pages 151-174

Interfirm stock price effects of asset-quality problems at first executive corporation

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0012219645     PISSN: 00224367     EISSN: None     Source Type: Journal    
DOI: 10.2307/2678135     Document Type: Article
Times cited : (9)

References (27)
  • 1
    • 0002495710 scopus 로고
    • Contagion effects of bank failures: Evidence from capital markets
    • Aharony, Joseph, and Itzhak Swary, 1983, Contagion Effects of Bank Failures: Evidence from Capital Markets, Journal of Business, 56(3): 305-322.
    • (1983) Journal of Business , vol.56 , Issue.3 , pp. 305-322
    • Aharony, J.1    Swary, I.2
  • 2
    • 0041043843 scopus 로고    scopus 로고
    • Catastrophic shocks in the property-liability insurance industry: Evidence on regulatory and contagion effects
    • Angbazo, Lazarus A., and Ranga Narayanan, 1996, Catastrophic Shocks in the Property-Liability Insurance Industry: Evidence on Regulatory and Contagion Effects, Journal of Risk and Insurance, 63(4): 619-637.
    • (1996) Journal of Risk and Insurance , vol.63 , Issue.4 , pp. 619-637
    • Angbazo, L.A.1    Narayanan, R.2
  • 3
    • 11544353791 scopus 로고    scopus 로고
    • The gains from takeover deregulation: Evidence from the end of interstate banking restrictions
    • Brook, Yaron, Robert Hendershott, and Darrell Lee, 1998, The Gains from Takeover Deregulation: Evidence From the End of Interstate Banking Restrictions, Journal of Finance, 53(6): 2185-2204.
    • (1998) Journal of Finance , vol.53 , Issue.6 , pp. 2185-2204
    • Brook, Y.1    Hendershott, R.2    Lee, D.3
  • 4
    • 84993661201 scopus 로고
    • More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies
    • Chandra, Ramesh, and Bala V. Balachandran, 1992, More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies, Journal of Finance, 47(5): 2055-2070.
    • (1992) Journal of Finance , vol.47 , Issue.5 , pp. 2055-2070
    • Chandra, R.1    Balachandran, B.V.2
  • 5
    • 0029690615 scopus 로고    scopus 로고
    • Deregulation in investment banking: Industry concentration following rule 415
    • Cornett, Marcia Millon, Wallace N. Davidson, III, and Nanda Rangan, 1996, Deregulation in Investment Banking: Industry Concentration Following Rule 415, Journal of Banking and Finance, 20(1): 85-113.
    • (1996) Journal of Banking and Finance , vol.20 , Issue.1 , pp. 85-113
    • Cornett, M.M.1    Davidson W.N. III2    Rangan, N.3
  • 7
    • 0000965128 scopus 로고
    • The collapse of first executive corporation: Junk bonds, adverse publicity, and the "run on the bank" phenomenon
    • DeAngelo, Harry, Linda DeAngelo, and Stuart C. Gilson, 1994, The Collapse of First Executive Corporation: Junk Bonds, Adverse Publicity, and the "Run on the Bank" Phenomenon, Journal of Financial Economics, 36(3): 287-336.
    • (1994) Journal of Financial Economics , vol.36 , Issue.3 , pp. 287-336
    • DeAngelo, H.1    DeAngelo, L.2    Gilson, S.C.3
  • 8
    • 0030188574 scopus 로고    scopus 로고
    • Perceptions and the politics of finance: Junk bonds and the regulatory seizure of first capital life
    • DeAngelo, Harry, Linda DeAngelo, and Stuart C. Gilson, 1996, Perceptions and the Politics of Finance: Junk Bonds and the Regulatory Seizure of First Capital Life, Journal of Financial Economics, 41(3): 475-511.
    • (1996) Journal of Financial Economics , vol.41 , Issue.3 , pp. 475-511
    • DeAngelo, H.1    DeAngelo, L.2    Gilson, S.C.3
  • 9
    • 85010390101 scopus 로고
    • Bank runs, deposit insurance and liquidity
    • Diamond, Douglas, and Phillip Dybvig, 1983, Bank Runs, Deposit Insurance and Liquidity, Journal of Political Economy, 91(3): 401-419.
    • (1983) Journal of Political Economy , vol.91 , Issue.3 , pp. 401-419
    • Diamond, D.1    Dybvig, P.2
  • 10
    • 0031067984 scopus 로고    scopus 로고
    • Information and contagion effects of bank loan-loss reserve announcements
    • Docking, Diane Scott, Mark Hirschey, and Elaine Jones, 1997, Information and Contagion Effects of Bank Loan-Loss Reserve Announcements, Journal of Financial Economics, 43(2): 219-239.
    • (1997) Journal of Financial Economics , vol.43 , Issue.2 , pp. 219-239
    • Docking, D.S.1    Hirschey, M.2    Jones, E.3
  • 11
    • 0011573120 scopus 로고
    • Announcements of asset-quality problems and contagion effects in the life insurance industry
    • Fenn, George W., and Rebel A. Cole, 1994, Announcements of Asset-Quality Problems and Contagion Effects in the Life Insurance Industry, Journal of Financial Economics, 35(2): 181-198.
    • (1994) Journal of Financial Economics , vol.35 , Issue.2 , pp. 181-198
    • Fenn, G.W.1    Cole, R.A.2
  • 12
    • 21344481592 scopus 로고
    • Junk bonds, life insurer insolvency, and stock market reactions: The case of first executive corporation
    • Fields, Joseph A., James B. Ross, Chinmoy Ghosh, and Keith B. Johnson, 1994, Junk Bonds, Life Insurer Insolvency, and Stock Market Reactions: The Case of First Executive Corporation, Journal of Financial Services Research, 8(2): 95-111.
    • (1994) Journal of Financial Services Research , vol.8 , Issue.2 , pp. 95-111
    • Fields, J.A.1    Ross, J.B.2    Ghosh, C.3    Johnson, K.B.4
  • 13
    • 84987480070 scopus 로고
    • Using dummy variables in the event methodology
    • Karafiath, Imre, 1988, Using Dummy Variables in the Event Methodology, Financial Review, 23(3): 351-357.
    • (1988) Financial Review , vol.23 , Issue.3 , pp. 351-357
    • Karafiath, I.1
  • 14
    • 84987490362 scopus 로고
    • Intra-industry effects of a regulatory shift: Capital market evidence from Penn Square
    • Karafiath, Imre, and John Glascock, 1989, Intra-Industry Effects of a Regulatory Shift: Capital Market Evidence From Penn Square, Financial Review, 24(1): 123-134.
    • (1989) Financial Review , vol.24 , Issue.1 , pp. 123-134
    • Karafiath, I.1    Glascock, J.2
  • 15
    • 0000907284 scopus 로고
    • The brazilian default announcement and the contagion effect hypothesis
    • Karafiath, Imre, Ross Mynatt, and Kenneth L. Smith, 1991, The Brazilian Default Announcement and the Contagion Effect Hypothesis, Journal of Banking and Finance, 15(3): 699-716.
    • (1991) Journal of Banking and Finance , vol.15 , Issue.3 , pp. 699-716
    • Karafiath, I.1    Mynatt, R.2    Smith, K.L.3
  • 16
    • 0040705102 scopus 로고
    • The capitalization and portfolio risk of insurance companies
    • Kopcke, Richard W., 1992, The Capitalization and Portfolio Risk of Insurance Companies, New England Economic Review, 1992(4): 43-57.
    • (1992) New England Economic Review , vol.1992 , Issue.4 , pp. 43-57
    • Kopcke, R.W.1
  • 17
    • 0003143402 scopus 로고
    • Contagion and competitive intra-industry effects of bankruptcy announcements: An empirical analysis
    • Lang, Larry H. P., and René M. Stulz, 1992, Contagion and Competitive Intra-Industry Effects of Bankruptcy Announcements: An Empirical Analysis, Journal of Financial Economics, 32(1): 45-60.
    • (1992) Journal of Financial Economics , vol.32 , Issue.1 , pp. 45-60
    • Lang, L.H.P.1    Stulz, R.M.2
  • 18
    • 0001038921 scopus 로고
    • The international debt crisis, investor contagion, and bank security returns in 1987: The Brazilian experience
    • Musumeci, James J., and Joseph F. Sinkey, Jr., 1990, The International Debt Crisis, Investor Contagion, and Bank Security Returns in 1987: The Brazilian Experience, Journal of Money, Credit and Banking, 22(2): 209-220.
    • (1990) Journal of Money, Credit and Banking , vol.22 , Issue.2 , pp. 209-220
    • Musumeci, J.J.1    Sinkey J.F., Jr.2
  • 19
    • 38249030720 scopus 로고
    • The Penn Square bank failure: Effect on commercial bank security returns - A note
    • Peavy, John W., III, and George H. Hempel, 1988, The Penn Square Bank Failure: Effect on Commercial Bank Security Returns - A Note, Journal of Banking and Finance, 12(1): 141-150.
    • (1988) Journal of Banking and Finance , vol.12 , Issue.1 , pp. 141-150
    • Peavy J.W. III1    Hempel, G.H.2
  • 20
    • 0001103119 scopus 로고
    • The impact of merger related regulations on the shareholders of acquiring firms
    • Schipper, Katherine, and Rex Thompson, 1983, The Impact of Merger Related Regulations on the Shareholders of Acquiring Firms, Journal of Accounting Research, 21(1): 184-221.
    • (1983) Journal of Accounting Research , vol.21 , Issue.1 , pp. 184-221
    • Schipper, K.1    Thompson, R.2
  • 21
    • 0000370978 scopus 로고
    • An approach to statistical inference in cross-sectional models with security abnormal returns as dependent variable
    • Sefcik, Stephan E., and Rex Thompson, 1986, An Approach to Statistical Inference in Cross-Sectional Models With Security Abnormal Returns as Dependent Variable, Journal of Accounting Research, 24(2): 316-334.
    • (1986) Journal of Accounting Research , vol.24 , Issue.2 , pp. 316-334
    • Sefcik, S.E.1    Thompson, R.2
  • 22
    • 0040705101 scopus 로고
    • The effects of best's rating changes on insurance company stock prices
    • Singh, Ajai K., and Mark L. Power, 1992, The Effects of Best's Rating Changes on Insurance Company Stock Prices, Journal of Risk and Insurance, 59(2): 310-317.
    • (1992) Journal of Risk and Insurance , vol.59 , Issue.2 , pp. 310-317
    • Singh, A.K.1    Power, M.L.2
  • 23
    • 0001347254 scopus 로고
    • Bank foreign lending, mandatory disclosure rules, and the reaction of bank stock prices to the mexican debt crisis
    • Smirlock, Michael, and Howard Kaufold, 1987, Bank Foreign Lending, Mandatory Disclosure Rules, and the Reaction of Bank Stock Prices to the Mexican Debt Crisis, Journal of Business, 60(3): 347-364.
    • (1987) Journal of Business , vol.60 , Issue.3 , pp. 347-364
    • Smirlock, M.1    Kaufold, H.2
  • 24
    • 0001303737 scopus 로고
    • Studying firm-specific effects of regulation with stock market data: An application to oil price regulation
    • Smith, R. T., M. Bradley, and G. Jarrell, 1986, Studying Firm-Specific Effects of Regulation With Stock Market Data: An Application to Oil Price Regulation, Rand Journal of Economics, 17(4): 467-489.
    • (1986) Rand Journal of Economics , vol.17 , Issue.4 , pp. 467-489
    • Smith, R.T.1    Bradley, M.2    Jarrell, G.3
  • 26
    • 84974276619 scopus 로고
    • Conditioning the return-generating process on firm-specific events: A discussion of event study methods
    • Thompson, Rex, 1985, Conditioning the Return-Generating Process on Firm-Specific Events: A Discussion of Event Study Methods, Journal of Financial and Quantitative Analysis, 20(2): 151-168.
    • (1985) Journal of Financial and Quantitative Analysis , vol.20 , Issue.2 , pp. 151-168
    • Thompson, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.