The Information Value of the Stress Test

By Donald P. Morgan, S. Peristiani, Vanessa Savino. 2014

185 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/c4d9a4ebe9a0930c19c884f1baed4e69d6b14e24

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. B. Hirtle
2. Mark J. Flannery
3. A. Kovner
4. V. Dang
5. Özde Öztekin
6. G. Schepens
7. Vahap Bülent Uysal

In Finance

1. B. Hirtle
2. Mark J. Flannery
3. A. Kovner
4. V. Dang
5. Özde Öztekin
6. G. Schepens
7. Robert M. Bushman
8. Vahap Bülent Uysal

Citations in the corpus

• Evaluating the Information in the Federal Reserve Stress Tests (2015, background): “(10) For instance, Morgan et al. (2014) found a significant association between abnormal returns and the difference between the expected and actual size of each BHC’s capital “gap” in the SCAP results.”
• Where the Risks Lie: A Survey on Systemic Risk (2017, unknown): “9 Nier et al. (2007) more generally consider the impact of a network’s connectivity on contagion. 10 Alternatively, Babus and Kondor (2013) consider an exogenous dealer network and endogenize the bilateral trading volume between the different dealers.”
• Thoughts on Financial Accounting and the Banking Industry (2014, unknown): “This is illustrated by the finding in Morgan et al. (2013) that the market had largely deciphered on its”