Floros, Christos; Karpouzis, Efstathios; Daskalakis, … - In: Economies : open access journal 12 (2024) 7, pp. 1-11
This paper examines the market reaction to the European bank stress test announcement and results release events. Using event study methodology (calculating abnormal returns on a three-day period around the event dates), we find that the market reacts differently between the announcement event...