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Stock Market Reaction to the Bank Liquidation in Japan: A Case for the Informational Effect Hypothesis

  • Nobuyoshi Yamori

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File URL: http://hdl.handle.net/10.1023/A:1008038419888
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Article provided by Springer in its journal Journal of Financial Services Research.

Volume (Year): 15 (1999)
Issue (Month): 1 (February)
Pages: 57-68

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Handle: RePEc:kap:jfsres:v:15:y:1999:i:1:p:57-68
Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=102934

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  1. Thomas F. Cargill & Michael M. Hutchison & Takatoshi Ito, 1996. "Deposit Guarantees And The Burst Of The Japanese Bubble Economy," Contemporary Economic Policy, Western Economic Association International, vol. 14(3), pages 41-52, 07.
  2. Larry D. Wall & David R. Peterson, 1989. "The effect of Continental Illinois' failure on the financial performance of other banks," Working Paper 89-9, Federal Reserve Bank of Atlanta.
  3. Gerald D. Gay & Stephen G. Timme & Kenneth Yung, 1991. "Bank Failure And Contagion Effects: Evidence From Hong Kong," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(2), pages 153-165, 06.
  4. Park, Sangkyun, 1991. "Bank failure contagion in historical perspective," Journal of Monetary Economics, Elsevier, vol. 28(2), pages 271-286, October.
  5. repec:aei:rpbook:52719 is not listed on IDEAS
  6. Aharony, Joseph & Swary, Itzhak, 1996. "Additional evidence on the information-based contagion effects of bank failures," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 57-69, January.
  7. Pettway, Richard H., 1976. "The Effects of Large Bank Failures upon Investors' Risk Cognizance in the Commercial Banking Industry," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(03), pages 465-477, September.
  8. Gay, Gerald D & Timme, Stephen G & Yung, Kenneth, 1991. "Bank Failure and Contagion Effects: Evidence from Hong Kong," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(2), pages 155-65, Summer.
  9. Karafiath, Imre & Glascock, John, 1989. "Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square," The Financial Review, Eastern Finance Association, vol. 24(1), pages 123-34, February.
  10. Swary, Itzhak, 1986. "Stock Market Reaction to Regulatory Action in the Continental Illinois Crisis," The Journal of Business, University of Chicago Press, vol. 59(3), pages 451-73, July.
  11. Aharony, Joseph & Swary, Itzhak, 1983. "Contagion Effects of Bank Failures: Evidence from Capital Markets," The Journal of Business, University of Chicago Press, vol. 56(3), pages 305-22, July.
  12. Karafiath, Imre, 1994. "On the Efficiency of Least Squares Regression with Security Abnormal Returns as the Dependent Variable," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(02), pages 279-300, June.
  13. Benveniste Lawrence M. & Singh Manoj & Wilhelm Jr. , William J., 1993. "The Failure of Drexel Burnham Lambert: Evidence on the Implications for Commercial Banks," Journal of Financial Intermediation, Elsevier, vol. 3(1), pages 104-137, October.
  14. Maynes, Elizabeth & Rumsey, John, 1993. "Conducting event studies with thinly traded stocks," Journal of Banking & Finance, Elsevier, vol. 17(1), pages 145-157, February.
  15. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
  16. Sangkyun Park, 1991. "Bank failure contagion in historical perspective," Research Paper 9103, Federal Reserve Bank of New York.
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