References
- Corrado , C. J. 1989 . A nonparametric test for abnormal security-price performance in event studies . Journal of Financial Economics , 23 : 385 – 395 .
- Corrado , C. J. and Zivney , T. L. 1992 . The specification and power of the sign test in event study hypothesis tests using daily stock returns . Journal of Financial and Quantitative Analysis , 27 : 465 – 478 .
- Jayanti , S. V. and Whyte , A. M. 1996 . Global contagion effects of the Continental Illinois failure . Journal of International Financial Markets, Institutions and Money , 6 : 87 – 99 .
- Karafiath , I. and Glascock , J. 1989 . Intra-industry effects of a regulatory shift: capital market evidence from Penn Square . Financial Review , 24 : 123 – 134 .
- Park , S. 1991 . Bank failure contagion in historical perspective . Journal of Monetary Economics , 28 : 271 – 786 .
- Peavy , J. W. and Hempel , G. H. 1988 . The Penn Square bank failure: effect on commercial bank security returns - a note . Journal of Banking and Finance , 12 : 141 – 150 .
- Swary , I. 1986 . Stock market reaction to regulatory action in the Continental Illinois crisis . Journal of Business , 59 : 451 – 473 .
- Wall , L. D. and Peterson , D. R. 1990 . The effect of Continental Illinois' failure on the financial performance of other banks . Journal of Monetary Economics , 26 : 77 – 99 .
![Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.]({"type":"image" , "src" : "/sda/112446/MPU-L1EB.png"})