Investor reactions to major events in the sub-prime mortgage crisis
Finance Research Letters（2022）
Abstract
•Investors price the information events leading to Lehman Brothers’ bankruptcy.•The closer the crisis, the more significant is the investor reaction.•Most negative investor reaction, FED announcement to lend to Fannie Mae Freddie Mac.
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Key words
Financial crisis,Lehman Brothers' Bankruptcy,Sub-prime Mortgage crisis
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