Informational Value and Abnormal Stock Returns: An Event Study of EU-Wide Stress Tests from 2010 to 2018
(2023)
Thesis
Gauer, K. Informational Value and Abnormal Stock Returns: An Event Study of EU-Wide Stress Tests from 2010 to 2018. (Thesis). Edinburgh Napier University
Since the global financial crisis (2007-2009), supervisory stress testing has become increasingly important. Previous studies of banks’ abnormal stock returns in response to EU-wide stress test results have produced inconsistent and contradictory res... Read More about Informational Value and Abnormal Stock Returns: An Event Study of EU-Wide Stress Tests from 2010 to 2018.