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DONALD P. MORGAN STAVROS PERISTIANI VANESSA SAVINO 《Journal of Money, Credit and Banking》2014,46(7):1479-1500
We investigate whether the “stress test,” the extraordinary examination of the 19 largest U.S. bank holding companies conducted by federal bank supervisors in 2009, produced useful information for the market. Using standard event study techniques, we find that the market had largely deciphered on its own which banks would have capital gaps before the stress test results were revealed, but that the market was informed by the size of the gap; given our proxy for the expected gap, banks with larger capital gaps experienced more negative abnormal returns. Our findings are consistent with the view that the stress tests produced valuable information about banks. 相似文献
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This study uses a longer time period and additional stocks to further investigate the weekend effect. We find consistently negative Monday returns (1) for the S & P Composite as early as 1928, (2) for Exchange-traded stocks of firms of all sizes, and (3) for actively traded over-the-counter (OTC) stocks. The OTC results are based on bid prices and therefore appear to reject specialist-related explanations. For the 30 individual stocks of the Dow Jones Industrial Index, the average correlation between Friday and Monday returns is positive and the highest of all pairs of successive days. The latter finding is inconsistent with fairly general measurement-error explanations. 相似文献
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DONALD E. LEWIS 《Australian economic papers》1983,22(41):259-279
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DONALD E. SEXTON 《The Journal of consumer affairs》1973,7(2):145-155
Chain store executives state that their prices are centrally determined and are therefore uniform within a metropolitan area. Consumer groups charge that prices in inner city chain stores are relatively higher. This study examines evidence relevant to this debate. 相似文献