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Bond Market Transparency and Stock Price Crash Risk: Evidence from a Natural Experiment

https://doi.org/10.2308/tar-2019-0154
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Risk measurement when shares are subject to infrequent trading
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Firm-specific information and the correlation between individual stocks and bonds
inferredcites →https://doi.org/10.1016/j.finmar.2012.09.003openalex-snapshot
Trade and information in the corporate bond market
inferredcites →https://doi.org/10.1016/j.jacceco.2008.07.001openalex-snapshot
Sell-side debt analysts
inferredcites →https://doi.org/10.1016/j.jacceco.2011.04.002openalex-snapshot
The information content of annual earnings announcements and mandatory adoption of IFRS
inferredcites →https://doi.org/10.1016/j.jacceco.2015.12.003openalex-snapshot
Financial statement comparability and expected crash risk
inferredcites →https://doi.org/10.1016/j.jacceco.2017.05.002openalex-snapshot
When does the bond price reaction to earnings announcements predict future stock returns?
inferredcites →https://doi.org/10.1016/j.jbankfin.2014.02.013openalex-snapshot
Corporate social responsibility and stock price crash risk
inferredcites →https://doi.org/10.1016/j.jbankfin.2015.08.009openalex-snapshot
Short interest and stock price crash risk
inferredcites →https://doi.org/10.1016/j.jcorpfin.2019.101498openalex-snapshot
Short-sale constraints and stock price crash risk: Causal evidence from a natural experiment
inferredcites →https://doi.org/10.1016/j.jeconom.2020.09.006openalex-snapshot
Estimating dynamic treatment effects in event studies with heterogeneous treatment effects
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Difference-in-Differences with multiple time periods
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Difference-in-differences with variation in treatment timing
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Stock and bond market interaction: Does momentum spill over?
inferredcites →https://doi.org/10.1016/j.jfineco.2004.11.003openalex-snapshot
R2 around the world: New theory and new tests☆
inferredcites →https://doi.org/10.1016/j.jfineco.2005.10.002openalex-snapshot
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆
inferredcites →https://doi.org/10.1016/j.jfineco.2008.10.003openalex-snapshot
Opaque financial reports, R2, and crash risk☆
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Corporate tax avoidance and stock price crash risk: Firm-level analysis
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CFOs versus CEOs: Equity incentives and crashes
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Endogenous liquidity in credit derivatives
inferredcites →https://doi.org/10.1016/j.jfineco.2022.01.004openalex-snapshot
How much should we trust staggered difference-in-differences estimates?
inferredcites →https://doi.org/10.1016/s0165-4101(97)00014-1openalex-snapshot
The conservatism principle and the asymmetric timeliness of earnings1
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Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
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The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis
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The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1093/rfs/12.1.5openalex-snapshot
Market Transparency: Who Wins and Who Loses?
inferredcites →https://doi.org/10.1093/rfs/15.5.1325openalex-snapshot
The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
inferredcites →https://doi.org/10.1093/rfs/8.3.579openalex-snapshot
Consolidation, Fragmentation, and the Disclosure of Trading Information
inferredcites →https://doi.org/10.1093/rfs/hhl020openalex-snapshot
Transparency and Liquidity: A Controlled Experiment on Corporate Bonds
inferredcites →https://doi.org/10.1093/rfs/hhy031openalex-snapshot
The Relevance of Credit Ratings in Transparent Bond Markets
inferredcites →https://doi.org/10.1111/1475-679x.12185openalex-snapshot
Divergence of Cash Flow and Voting Rights, Opacity, and Stock Price Crash Risk: International Evidence
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Financial Reporting Opacity and Expected Crash Risk: Evidence from Implied Volatility Smirks
inferredcites →https://doi.org/10.1111/1911-3846.12050openalex-snapshot
The Timeliness of the Bond Market Reaction to Bad Earnings News
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Accounting Conservatism and Stock Price Crash Risk: Firm‐level Evidence
inferredcites →https://doi.org/10.1111/1911-3846.12217openalex-snapshot
CEO Overconfidence and Stock Price Crash Risk
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Stock price crash risk: review of the empirical literature
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Informed Trading in Corporate Bonds Prior to Earnings Announcements
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What Does the Corporate Bond Market Know?
inferredcites →https://doi.org/10.1111/j.1475-679x.2009.00333.xopenalex-snapshot
Initial Evidence on the Role of Accounting Earnings in the Bond Market
inferredcites →https://doi.org/10.1111/j.1475-679x.2009.00348.xopenalex-snapshot
The Informational Role of Bond Analysts
inferredcites →https://doi.org/10.1111/j.1475-679x.2010.00384.xopenalex-snapshot
Price Discovery and Dissemination of Private Information by Loan Syndicate Participants
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The Benefits of Financial Statement Comparability
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ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
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Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02695.xopenalex-snapshot
Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01240.xopenalex-snapshot
Corporate Bond Market Transaction Costs and Transparency
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101826openalex-snapshot
The Real Effects of Financial Markets
inferredcites →https://doi.org/10.1214/aoms/1177732676openalex-snapshot
The Method of Path Coefficients
inferredcites →https://doi.org/10.1257/aer.20151714openalex-snapshot
Information Spillovers in Asset Markets with Correlated Values
inferredcites →https://doi.org/10.1257/jep.22.2.217openalex-snapshot
Markets: Transparency and the Corporate Bond Market
inferredcites →https://doi.org/10.1287/mnsc.2017.2768openalex-snapshot
Financial Regulatory Reform After the Crisis: An Assessment
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Sociological Methodology 1980.
inferredcites →https://doi.org/10.2307/2491062openalex-snapshot
Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
inferredcites →https://doi.org/10.2308/accr-51381openalex-snapshot
Credit Derivatives and Analyst Behavior
inferredcites →https://doi.org/10.2308/tar-2019-0381openalex-snapshot
The Effect of Market Transparency on Corporate Disclosure: Evidence from the Observability of Bond Prices and Trading
inferredcites →https://doi.org/10.2308/tar-9505096112openalex-snapshot
Detecting Earnings Management.
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The Effect of Bond-Rating Changes on Bond Price Performance

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Predictive Information in Corporate Bonds for the Equity Premium
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