Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions
Minh Phuong Doan, Piet Sercu
| Year of publication: |
2021
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|---|---|
| Authors: | Doan, Minh-Phuong ; Sercu, Piet |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 77.2021, p. 1-10
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| Subject: | Event study | Almon distributed lag | Post-event reaction | Serial acquisitions | Übernahme | Takeover | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Ereignisstudie | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101854 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012806449