A Price Reversal Test of the Market Impact of the Trading Stock Valuation Adjustment

N. A. Sinclair
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N. A. Sinclair: University of Melbourne.

Australian Journal of Management, 1985, vol. 10, issue 1, 97-106

Abstract: A ‘price reversal’ test of the market impact of the abolition of the Trading Stock Valuation Adjustment (TSVA) is performed. The data are consistent with a price reversal having occurred under some experimental conditions.

Keywords: TSVA; MARKET EFFICIENCY (search for similar items in EconPapers)
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:sae:ausman:v:10:y:1985:i:1:p:97-106

DOI: 10.1177/031289628501000107

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