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Determinants and Shareholder Wealth Effects of the Sales Method in M&A

Schlingemann, Frederik P. - 2015

We analyze the sales method for a sample of 575 acquisitions announced between 1998 and 2012 and find that targets choose auctions to maximize the target takeover premium through greater competition and to relax their financial constraints. Auctions, compared to negotiated deals, are associated...

Persistent link: https://www.econbiz.de/10013031644

A hidden markov model approach to information-based trading : theory and applications

Yin, Xiangkang; Zhao, Jing - In: Journal of applied econometrics 30 (2015) 7, pp. 1210-1234

Persistent link: https://www.econbiz.de/10011431764

Price dynamics of individual stocks : jumps and information

Xiao, Yuewen; Zhao, Jing - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012485357

Does program trading contribute to excess comovement of stock returns?

Li, Mingyi; Yin, Xiangkang; Zhao, Jing - In: Journal of empirical finance 59 (2020), pp. 257-277

Persistent link: https://www.econbiz.de/10012437986

Informed trading around earnings announcements in Australia

Le, Anh; Yin, Xiangkang; Zhao, Jing - In: Pacific-Basin finance journal 58 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012231067

Does average skewness matter? : evidence from the Taiwanese stock market

Li, Mingyi; Onishchenko, Olena; Zhao, Jing - In: Pacific-Basin finance journal 62 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012491937

Information-based trading and information propagation: evidence from the exchange traded fund market

Xu, Liao; Xu, Lu; Zhao, Jing; Zhao, Yang - In: International review of financial analysis 70 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012317397

Investor heterogeneity and anchoring-induced momentum

Oniščenko, Olena; Zhao, Jing; Kongahawatte, Sampath; … - In: Journal of behavioral and experimental finance 42 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014547946

The capitalization effect of imputation credits on expected stock returns

Le, Anh; Yin, Xiangkang; Zhao, Jing - In: Abacus : a journal of accounting, finance and business … 58 (2022) 3, pp. 523-566

Persistent link: https://www.econbiz.de/10013396052

Limited investor attention and biased reactions to information : evidence from the COVID-19 pandemic

Xu, Liao; Zhang, Xuan; Zhao, Jing - In: Journal of financial markets 62 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014226728