1Baud,Nicolas,Antoine Frachot, Thierry Roncalli.Intemal Data,External Data and Consortium Data for Operational Risk Measurement:How to Pool Data Properly?[C].Working Paper,2002.
2Brown,S. J, J. B. Warner. Measuring Security Price Performance [J].Journal of Financial Economics,1980,(8).
3Brown,S. J, J. B. Warner. Using Daily Stock Return:The Case of Event Studies[J].Joumal of Financial Economies,1985,(14).
4Cagan,Penny. What Lies Beneath Operational Risk Issues Underlying the Subprime Crisis[J]. The RMA Journal,2008,(9).
5C.J.Corrado. A Nonparametric Test for Abnormal Security-price Performance in Event Studies[J].Journal of Financial Economics, 1989,(23 ).
6Solakoglu, M.Nihat, K.Ahmet Kose. Operational Risk and Stock Market Returns: Evidence from Turkey[A].Operational Risk Toward Basel II: Best Practices and Issues in Modeling, Management, and Regulation[C].Wiley Finance, 2008.
