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Are bank loans special? : evidence on the post-announcement performance of bank borrowers

Billett, Matthew T.; Flannery, Mark J.; Garfinkel, Jon A. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 733-751

Persistent link: https://www.econbiz.de/10003402902

Macroeconomic factors do influence aggregate stock returns

Flannery, Mark J.; Protopapadakis, Aris A. - In: The review of financial studies 15 (2002) 3, pp. 751-782

Persistent link: https://www.econbiz.de/10001688870

From T-bills to common stocks : investigating the generality of intra-week return seasonality

Flannery, Mark J. - In: The journal of finance : the journal of the American … 43 (1988) 2, pp. 431-450

Persistent link: https://www.econbiz.de/10001059358

The value of a government monitor for US banking firms

Flannery, Mark J.; Houston, Joel F. - In: Journal of money, credit and banking : JMCB 31 (1999) 1, pp. 14-34

Persistent link: https://www.econbiz.de/10001397738

Evaluating the information in the Federal Reserve stress tests

Flannery, Mark; Hirtle, Beverly J.; Kovner, Anna - 2015

We find evidence that the Federal Reserve stress tests (CCAR and DFAST) produce information about the stress-tested firms as well as other, non-stress-tested banking companies. Although standard event studies do not always show abnormal returns for the stress-tested sample on average, we argue...

Persistent link: https://www.econbiz.de/10011342852