Earnings response coefficients of OECD banks: tests extended to include bank risk factors

We investigate two issues: Do share prices of banks in European markets respond to unexpected accounting earnings disclosures? Are share prices as well as unexpected earnings changes correlated with bank-relevant risk factors? Results reveal that bank share prices respond to unexpected earnings chan...

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Bibliographic Details
Main Authors: Syed Mohamed, Mohamed Ariff, Cheng, Fan Fah, Soh, Wei Ni
Format: Article
Language:English
Published: Elsevier 2013
Online Access:http://psasir.upm.edu.my/id/eprint/28260/1/Earnings%20response%20coefficients%20of%20OECD%20banks.pdf
http://psasir.upm.edu.my/id/eprint/28260/
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