THE EFFECT OF MAJOR EVENTS ON BANK SHARE PRICE IN ROMANIA

The aim of this paper is to investigate three main events which have influenced Banca Transilvania’s stock price movements. This paper employs the event study methodology. The expected returns are computed by using two different models: Market Model and Capital Asset Pricing Model (CAPM). Our result...

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Bibliographic Details
Main Authors: Bogdan Capraru, Iulian Ihnatov, Nicu Sprincean
Format: Article
Language:deu
Published: University of Oradea 2016-07-01
Series:Annals of the University of Oradea: Economic Science
Subjects:
Online Access:http://anale.steconomiceuoradea.ro/volume/2016/n1/73.pdf