Market reaction to bank liquidity regulation
We measure market reactions to announcements concerning liquidity regulation, a key innovation in the Basel framework. Our initial results show that liquidity regulation attracts negative abnormal returns. However, the price responses are less pronounced when coinciding announcements concerning capi...
| Main Authors: | , , |
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| Format: | Article |
| Published: |
Cambridge University Press
2018
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| Online Access: | https://eprints.nottingham.ac.uk/52499/ |