The 4 references with contexts in paper Eugene White, Frederic Mishkin (2002) “U.S.Stock Market Crashes and Their Aftermath: Implications for Monetary Policy” / RePEc:rut:rutres:200208

9
Calomiris, C.W., Hubbard, R.G. (1990). "Firm Heterogeneity, Internal Finance, and `Credit Rationing'", Economic Journal, 100, pp. 90-104.
Total in-text references: 1
  1. In-text reference with the coordinate start=5161
    Prefix
    A stock market crash when balance sheets are initially weak increases adverse selection in credit markets because net worth of firms falls to very low levels (or may even be negative) and no longer functions as good collateral for loans. As pointed out in
    Exact
    Calomiris and Hubbard (1990) and Greenwald and Stiglitz (1988),
    Suffix
    this worsens the adverse selection problem because the potential loss from loan defaults are higher, leaving the lender uncertain about whether a borrower is a poor credit risk. Uncertainty, which often accompanies a stock market crash in the form of increased volatility of asset prices, will also make it more difficult for lenders to screen out good from bad borrowers.

15
Greenwald, B., Stiglitz, J.E. (1988) "Information, Finance Constraints, and Business Fluctuations", in Kahn, M., and Tsiang, S.C. (eds) Oxford University Press, Oxford. 19
Total in-text references: 1
  1. In-text reference with the coordinate start=5161
    Prefix
    A stock market crash when balance sheets are initially weak increases adverse selection in credit markets because net worth of firms falls to very low levels (or may even be negative) and no longer functions as good collateral for loans. As pointed out in
    Exact
    Calomiris and Hubbard (1990) and Greenwald and Stiglitz (1988),
    Suffix
    this worsens the adverse selection problem because the potential loss from loan defaults are higher, leaving the lender uncertain about whether a borrower is a poor credit risk. Uncertainty, which often accompanies a stock market crash in the form of increased volatility of asset prices, will also make it more difficult for lenders to screen out good from bad borrowers.

17
Maisel, Sherman (1973) Managing the Dollar (New York: Norton).
Total in-text references: 1
  1. In-text reference with the coordinate start=68374
    Prefix
    A focus on financial instability also implies that central banks will respond to disruptions in the financial markets even if the stock market is not a major concern. For example, as described in
    Exact
    Maisel (1973),
    Suffix
    Brimmer (1989) and Mishkin (1991), the Fed responded aggressively to prevent a financial crisis after the Penn-Central bankruptcy in June 1970 without much concern for developments in the stock market even though it had an appreciable decline from its peak in late 1968.

30
20 Sprague, O. M. W., History of Crises Under the National Banking System (U.S. Government Printing Office: Washington, D.C., 1910).
Total in-text references: 2
  1. In-text reference with the coordinate start=28118
    Prefix
    Knickerbocker was then forced to suspend payment on October 22, creating a banking panic first in New York and then throughout the country. A nationwide suspension of specie payments to depositors quelled the panic and payments were not resumed until January 1908
    Exact
    (Sprague, 1910,
    Suffix
    Friedman and Schwartz, 1963, Mishkin, 1991, Wicker, 2000). The clearinghouses in New York and other cities began to issue clearinghouse loan certificates, a partial substitute for high power money, in late October 1907.

  2. In-text reference with the coordinate start=30129
    Prefix
    In March 1907, the price of Union Pacific shares, which were widely used to collateralize finance bills, fell by 50 points in less than two weeks. Then in June, New York City’s new bond offering of $29 million failed with only $2 million being purchased
    Exact
    (Sprague, 1910).
    Suffix
    In general, as seen in Figure 2, most of the increase in the spread occurred in advance of the banking panic, although there was a sharp increase in October and November. Once the stock market began to rebound, the risk premium started to decline, in advance of the economic recovery.