.... Design/methodology/approach It was conducted during the European sovereign debt crisis, and this paper uses an event study methodology. This paper analyzes the average cumulative abnormal returns for different subsamples of banks. This paper compares the reactions of stockholders and bondholders...

... © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Brexit Dynamic conditional correlations Financial markets Financing policy Event studies G14 G15 G32 “The UK economy has entered a period of adjustment following the EU referendum...

.... Design/methodology/approach This study adopts a two-stage least squared model to examine the relation between ownership structure and bank performance, a series of rolling regressions to examine the monetary transmission and event studies to examine the market response to Baoshang Bank failure...

...: a) an event study analysis, to estimate and calculate abnormal returns (ARs) and cumulative abnormal returns (CARs) in the narrow windows of the merger announcement, b) buy and hold event study analysis, to estimate ARs in the wider window of the event, +50 to +230 days after the merger announcement and c...