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Evaluation of the event study in the case of mergers and acquisitions
Bîlteanu, Dragoș-George; Stancu, Irina - In: Theoretical and applied economics : GAER review 31 (2024) 1/638, pp. 295-312
Persistent link: https://www.econbiz.de/10014521052
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Beta risk and price synchronicity of bank acquirers' common stock following merger announcements
Bozos, Konstantinos; Koutmos, Dimitrios; Song, Wei - In: Journal of international financial markets, … 27 (2013), pp. 47-58
Persistent link: https://www.econbiz.de/10010411753
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Systematic risk shift and post-merger performance
Nguyen, Giang D. - In: International journal of economics and finance 7 (2015) 4, pp. 35-45
Persistent link: https://www.econbiz.de/10010515852
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Acquirer's performance in hot and cold merger markets : evidence of mispricing
Hajbaba, Amirhossein; Donnelly, Ray - In: Review of accounting & finance 12 (2013) 3, pp. 204-225
Persistent link: https://www.econbiz.de/10009788095
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Firm size effects on stock returns in mergers and acquisitions in Asian emerging markets
Ma, Jianyu; Chu, Yun; Beaves, Robert - In: International journal of business and systems research … 14 (2020) 4, pp. 398-410
Persistent link: https://www.econbiz.de/10012506073
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Taking Over the Size Effect : Asset Pricing Implications of Merger Activity
Easterwood, Sara; Netter, Jeffry M.; Paye, Bradley S.; … - 2022
We show that merger announcement returns account for virtually all of the measured size premium. An empirical proxy for … ex ante takeover exposure positively and robustly relates to cross-sectional expected returns. The relation between size … and expected returns becomes positive or insignificant, rather than negative, conditional on this takeover characteristic …
Persistent link: https://www.econbiz.de/10013293043
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Corporate Finance : Fundamentals of Value and Price
De Luca, Pasquale - 2023
This book on corporate finance systemically integrates firms' approach toward the market, the value fundamentals of investors, and the pricing dynamics of financial markets. The reader is first introduced to an illustration and analysis of some of the main models used in corporate finance and in...
Persistent link: https://www.econbiz.de/10013504681
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An analysis of merger-induced nonstationarity in market model parameters of acquiring firms
Shrieves, Ronald E. - In: Quarterly journal of business and economics : QJBE 29 (1990) 3, pp. 56-89
Persistent link: https://www.econbiz.de/10001100899
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Can acquisitions change firms'
Porrini, Patricia - In: The journal of high technology management research 26 (2015) 2, pp. 149-167
Persistent link: https://www.econbiz.de/10011419555
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Probability Weighting and Asset Prices : Evidence from Mergers and Acquisitions
Wang, Baolian - 2017
For mergers and acquisitions with a small failure probability, the average decline in target stock price if the deal fails is much larger than the average increase that accompanies deal success. Probability weighting implies that the deal failure probability of such target stocks will be...
Persistent link: https://www.econbiz.de/10012973524