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18. Column (2) and (4) are only for year 2008. As a sort of placebo test, in column (5) and (6) we run the same regressions for the pre-crisis period of year 2006 and year 2007. Detailed definitions of each variable can be found in the Appendix. ***, ** and * represent significance levels at %, 5% and 10% respectively using robust standard errors with t-statistics given in parentheses.
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19. Column (2) uses the Fama-French 3-factor (the domestic market, SMB and HML factor) adjusted abnormal returns. Column (3) uses the Fama-French 4-factor (the domestic market, SMB, HML and momentum factors) adjusted abnormal returns. We use 2003-2007 as the training period to estimate factor loadings. All the independent variables are taken at the end of year 2007. In column (1) and (4), the variable of interest is the foreign bank-affiliated ownership. In column (2)-(3) and column (5)-(6), we decompose foreign bank-affiliated ownership into high lending relationship ownership and low lending relationship ownership. Industry fixed-effects at two-digit SIC level and country fixed effects are included in all specifications. The standard errors are always clustered at the firm level. ***, ** and * represent significance levels at 1%, 5% and 10% respectively using robust standard errors with t-statistics given in parentheses.
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20. Columns (1) and (3) are for the crisis period from 2008 to 2009. Column (2) and (4) are only for year 2008. As a sort of placebo test, in column (5) and (6) we run the same regressions for the pre-crisis period of year 2006 and year 2007. Detailed definitions of each variable can be found in the Appendix. ***, ** and * represent significance levels at %, 5% and 10% respectively using robust standard errors with t-statistics given in parentheses.
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21. Columns (1)-(3) report the results during the crisis period of year 2008 and year 2009. Columns (4)-(6) focus on the pre-crisis period of year 2006 and year 2007. The control variables are the same as in Table V. Country × year and industry fixed effects are always included. For brevity, we only report the variables of interest.
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43. Negative stock return skewness: for any stock-year, it is calculated by taking the negative of the third moment of daily returns and dividing it by the standard deviation of daily returns raised to the third power (Chen et al, 2000). It is defined as: 3/2 3 2 3/2 ( ( 1) ) /(( 1)( 2)( ) ) it it it NCSKEW n n R n n R = − − − − ∑ ∑ .
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45. Panel A: Contemporaneous Returns In Panel A, we link the drop in foreign ownership with the contemporaneous cumulative average abnormal returns (CAAR) over the half year. All firm-level accounting variables on the right-hand side are taken at the beginning of the year. The pre-crisis period is from 2006 to 2007. The crisis period includes year 2008 and the first half year of 2009. Column (1) and column (4) are for the pre-crisis period. Column (2) and (5) are for the crisis period. Column (3) and (6) are for the period of year 2008. Industry fixed-effects at two-digit SIC level and country × year fixed effects are included in all specifications. The standard errors are always clustered at the firm level. ***, ** and * represent significance levels at 1%, 5% and 10% respectively using robust standard errors with t-statistics given in parentheses.
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52. Shleifer, A. and R. W. Vishny, 1997, The limits of arbitrage, Journal of Finance 52, 35-55.

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1. Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns. (2016). Nielsen, Caren Yinxia ; Nielsen, Caren Yinxia Guo, .
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2. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, Olivier.
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3. Anticipation of takeovers in stock and options markets. (2015). Lung, Pei Peter ; Lallemand, Justin ; Liu, Dehong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:39:y:2015:i:c:p:19-35.

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4. Fire Sales and Information Advantage: When Informed Investor Helps. (2015). Massa, Massimo ; Zhang, Lei.
   In: CEPR Discussion Papers.
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5. Insider Trading in the Bond Market: Evidence from Loan Sale Events. (2015). Massa, Massimo ; Schmidt, Daniel.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10446.

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6. The price impact of CDS trading. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
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   RePEc:zbw:cfrwps:1212r.

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7. Is proprietary trading detrimental to retail investors?. (2013). Fecht, Falko ; Karabulut, Yigitcan ; Hackethal, Andreas.
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   RePEc:zbw:bubdps:422013.

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8. The price impact of CDS trading. (2013). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
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   RePEc:zbw:bubdps:202013.

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9. An Analysis of CDS Market Liquidity by the Hawkes Process. (2013). Kato, Yasuyuki ; Sawaki, Tomochika ; Egami, Masahiko.
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10. Stock Prices and Stock Return Volatilities Implied by the Credit Market. (2013). Byström, Hans ; Bystrom, Hans.
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11. Laying off credit risk: Loan sales versus credit default swaps. (2013). Parlour, Christine A. ; Winton, Andrew.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:1:p:25-45.

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12. Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis. (2013). Lau, Chun-Sing ; Hui, Cho-Hoi ; Lo, Chi-Fai.
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13. Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads. (2013). Huizinga, Harry ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli.
    In: Journal of Banking & Finance.
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14. The network structure of the CDS market and its determinants. (2013). Vuillemey, Guillaume ; Peltonen, Tuomas ; Scheicher, Martin.
    In: Working Paper Series.
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15. The price impact of CDS trading. (2012). Gündüz, Yalin ; Gunduz, Yalin ; Trapp, Monika ; Nasev, Julia.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1212.

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16. Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Varotto, Simone ; Lazar, Emese ; Avino, Davide.
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17. Nonparametric HAC estimation for time series data with missing observations. (2012). Datta, Deepa ; Du, Wenxin.
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18. How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: Journal of International Money and Finance.
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19. Endogenous liquidity in credit derivatives. (2012). Qiu, Jiaping ; Yu, Fan.
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20. Sources of target stock price run-up prior to acquisitions. (2012). Brigida, Matthew ; Madura, Jeff.
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21. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. (2012). BORIO, Claudio ; Zhu, Haibin.
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22. Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis. (2012). Naifar, Nader.
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23. Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency. (2012). Wolff, Christian ; Rasmouki, Fanou ; Lehnert, Thorsten ; Jin, Xisong ; bekkour, lamia.
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24. Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011. (2011). Fong, Tom ; Hui, Cho-Hoi.
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25. Asymmetric convergence in US financial credit default swap sector index markets. (2011). Hammoudeh, Shawkat ; Yuan, Yuan ; Chen, Li-Hsueh.
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26. Do hedge funds trade on private information? Evidence from syndicated lending and short-selling. (2011). Nandy, Debarshi ; Massoud, Nadia ; Song, Keke ; Saunders, Anthony.
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27. Institutional stock trading on loan market information. (2011). Sun, Zheng ; Ivashina, Victoria.
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28. What explains default risk premium during the financial crisis? Evidence from Japan. (2011). Naifar, Nader.
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30. The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps. (2011). Lehnert, Thorsten ; Amadari, Maria Chiara ; Bekkour, Lamia.
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31. Are all Credit Default Swap Databases Equal?. (2010). Mayordomo, Sergio ; Pea, Juan Ignacio ; Schwartz, Eduardo S..
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32. More insiders, more insider trading: Evidence from private-equity buyouts. (2010). Acharya, Viral ; Johnson, Timothy C..
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33. The reaction of emerging market credit default swap spreads to sovereign credit rating changes. (2010). Ismailescu, Iuliana ; Kazemi, Hossein.
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34. Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005. (2010). Gex, Mathieu ; Coudert, Virginie.
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35. The information content of option-implied volatility for credit default swap valuation. (2010). Zhong, Zhaodong ; Cao, Charles ; Yu, Fan.
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36. Are all Credit Default Swap databases equal?. (2010). Mayordomo, Sergio ; Juan Ignacio Peña Sanchez de Rivera, ; Schwartz, Eduardo S..
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37. Are banks too big to fail or too big to save? International evidence from equity prices and CDS spreads. (2010). Huizinga, Harry ; Demirguc-Kunt, Asli.
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38. Credit Default Swaps and the Credit Crisis. (2010). Stulz, René.
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39. Credit Default Swaps and the Credit Crisis. (2009). Stulz, René.
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40. Has the CDS market lowered the cost of corporate debt?. (2009). santos, joao ; Ashcraft, Adam ; Santos, Joao A. C., .
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43. A value at risk analysis of credit default swaps. (2008). Raunig, Burkhard ; Scheicher, Martin.
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44. Credit derivatives and loan pricing. (2008). Wagner, Wolf ; Norden, Lars.
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45. How Much Do Banks Use Credit Derivatives to Hedge Loans?. (2008). Stulz, René ; Williamson, Rohan ; Minton, Bernadette.
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46. Investment Banks as Insiders and the Market for Corporate Control. (2008). Simonov, Andrei ; Massa, Massimo ; Bodnaruk, Andriy.
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47. Innovations in credit risk transfer: implications for financial stability. (2008). Duffie, Darrell.
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48. Credit Risk Transfer: To Sell Or To Insure. (2007). Thompson, James.
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49. Trading Credit Default Swaps via Interdealer Brokers. (2007). Gündüz, Yalin ; Gunduz, Yalin ; Ludecke, Torsten ; Uhrig-Homburg, Marliese.
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50. Has the credit derivatives swap market lowered the cost of corporate debt?. (2007). santos, joao ; Ashcraft, Adam.
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