Department of Finance
College Station, TX TX 77843-4218
Texas A&M University, Department of Finance
in Total Papers Downloads
in Total Papers Citations
Rank test, Abnormal returns, Event study, Standardized returns
stock prices, inflation
Value of Tax Shields, Capital Structure, Firm Valuation, Share Valuation
Asian financial crisis, cointegration, emerging stock markets, generalized impulse response analysis
Cost of levered equity, firm valuation, tax shields, discount rate for tax shields, risk of tax shields
Optimal capital structure, valuation, non-circularity, finite cash flows, perpetuities tax shield, cost of equity
Asset pricing, Bank stocks, Event studies, Regulatory policy
Mergers, bailout, X-efficiency, multinomial logit
Mergers, Bailout, X-efficiency, Multinomial logit
Foreign exchange risk, stock returns, asset pricing
foreign exchange risk, stock returns, asset pricing
house prices, inflation
optimal capital structure, valuation, non-circularity, finite cash flows, perpetuities tax shield, cost of equity
asset pricing, zero-beta CAPM, market volatility
Heterogeneity, X-efficiency, benchmarking, bank production
Efficient Portfolios, Diversification, Efficient Frontier, Market Risk
Small business lending, Banking, Profitability, Diversification
Business cycles, persistence, bank failures, liquidation, bankruptcy costs
Firm valuation, optimal capital structure, discount rate for tax shields
X-efficiency, scale, scope, distance, banking
Abnormal returns, Long-run event study, Standardized returns, IPOs, SEOs
Exchange Rate Exposure, Stock Returns, Cross-Country Industry Competition, Market Integration, Pre- and Post-euro
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2619668.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
exchange rate exposure; stock returns; cross-country industry competition; market integration; pre- and post-euro
Return dispersion, Momentum, Currency markets, Global economic risk
Bank megamergers, bank mergers, market power
Bank capital, banking crisis, financial condition, long-run event study, TARP
Currency index, Currency basket, Minimal variance, Numeraire, International 1nance, World money
total factor productivity, latent class, stochastic frontier, efficiency, growth
Euro exchange rates, martingale, nonlinear models, technical trading rule, forecasting evaluation
Abnormal return, Long-run event study, Characteristic normalization, Merger and acquisition, IPO, SEO, Dividend initiation
Return dispersion, anomalies, asset pricing
Bank credit, Asymmetric information, Credit hierarchy, Japanese banking
Self-organizing maps, systemic risk, trait recognition, bank condition
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: jori.
File name: 1468-5957.
failure prediction, early warning systems, bank failure
dynamics, inflation, interest rates, endogeneity, ex post and ex ante Fisher and Wicksell coefficients
CAPM, cross-sectional tests, expected returns, realized returns, simulation
banking, early warning system, financial condition, systemic risk, stress test
asset pricing, CAPM, cross-sectional tests, market beta
event studies, cross-correlation, abnormal returns, event-date clustering
stable common currency, open monetary economies, regime switching models, Mercosur, currency basket
Bank failure, economic output, Great Depression
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