Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method
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- Musumeci, James J & Sinkey, Joseph F, Jr, 1990. "The International Debt Crisis, Investor Contagion, and Bank Security Returns in 1987: The Brazilian Experience," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(2), pages 209-20, May.
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- Madura, Jeff & White, Ann Marie & McDaniel, Wm R., 1991. "Reaction of British bank share prices to Citicorp's announced $3 billion increase in loan-loss reserves," Journal of Banking & Finance, Elsevier, vol. 15(1), pages 151-163, February.
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- Bruner, Robert F & Simms, John M, Jr, 1987. "The International Debt Crisis and Bank Security Returns in 1982," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(1), pages 46-55, February.
- Osman Kilic & David Tufte & M. Hassan, 1999. "The 1994–1995 Mexican Currency Crisis and U.S. Bank Stock Returns," Journal of Financial Services Research, Springer, vol. 16(1), pages 47-60, September.
- Cornell, Bradford & Shapiro, Alan C., 1986. "The reaction of bank stock prices to the international debt crisis," Journal of Banking & Finance, Elsevier, vol. 10(1), pages 55-73, March.
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