An empirical study of determinants of market response to initial operational loss events disclosure: Evidence from US bank and non-bank financial institutions

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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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Bibliographic Details
Main Author:	Yibo, Wang
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Subjects:	operational risk event study cumulative abnormal return credit risk liquidity risk
Online Access:	https://eprints.nottingham.ac.uk/29961/

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