Market reaction to bank liquidity regulation

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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...

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Bibliographic Details
Main Authors:	Bruno, Brunella, Onali, Enrico, Schaeck, Klaus
Format:	Article
Published:	Cambridge University Press 2018
Online Access:	https://eprints.nottingham.ac.uk/52499/

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