Concepedia

Bank herding and systemic risk

Jin Cai

Economic Systems · 2022 · 12 citations · 36 references

DOI

Concepts

References

36

Differences of Opinion and the Cross Section of Stock Returns

Karl B. Diether, Christopher J. Malloy, Anna Scherbina · The Journal of Finance · 2002 · 2.2K citations · Full text

, , +13

Measuring Systemic Risk

Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon et al. · Review of Financial Studies · 2016 · 1.8K citations · Full text

, , +17

Mutual Fund Herding and the Impact on Stock Prices

Russ Wermers · The Journal of Finance · 1999 · 1.7K citations

, , +11

SRISK: A conditional capital shortfall measure of systemic risk

Christian T. Brownlees, Robert F. Engle · IRIS - Institutional Research Information System (Libera Università Internazionale degli Studi Sociali Guido Carli) · 2017 · 1.3K citations

, , +16

Bank Liquidity Creation

Allen N. Berger, Christa H. S. Bouwman · Review of Financial Studies · 2009 · 1.3K citations

, , +11