An empirical study of determinants of market response to initial operational loss events disclosure: Evidence from US bank and non-bank financial institutions
This dissertation investigates the determinants of impact of operational risk events on the stock market behaviour of affected US bank and non-bank financial insitutions over period from 2010:Q1 to 2014:4. Firstly, I conduct event study methodology to estimate abnormal market returns of affected ba...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2015
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| Online Access: | https://eprints.nottingham.ac.uk/29961/ |