An Event Study Analysis of American Bank Holding Company Equity Returns upon Basel III Announcement
This study examines the trading activity of a large cross section of American bank holding companies upon various sub-events associated with the introduction of Basel III. An event study methodology was applied to various sub-composite portfolios, as determined by regulatory capitalization and lever...
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| Format: | Others |
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Scholarship @ Claremont
2016
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| Online Access: | http://scholarship.claremont.edu/cmc_theses/1402 http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=2396&context=cmc_theses |