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Does the organisational form of the target influence market reaction to acquisition announcements? : Australian evidence
Shams, Syed M. M.; Gunasekarage, Abeyratna; Colombage, … - In: Pacific-Basin finance journal 24 (2013), pp. 89-108
Persistent link: https://www.econbiz.de/10010346789
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Post-merger returns in frontier markets, or how we learned to stop worrying and love the acquirers
Zaremba, Adam; Szyszka, Adam; Płotnicki, Michał; … - In: Journal of business economics and management 19 (2018) 1, pp. 96-109
acquisitions (M&As). Using a unique sample from 23 frontier markets of almost 800 transactions conducted during the years 1992 to …
Persistent link: https://www.econbiz.de/10012174722
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Mergers and acquisitions (M&AS) by R&D intensive firms
Dutta, Shantanu; Kumar, Vinod - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 1-37
difficulties of a target by an R&D intensive firms and suggests that investor might be skeptical of such acquisitions and react …
Persistent link: https://www.econbiz.de/10011556072
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Cross-border acquisitions and shareholders’ wealth : the case of the Indian pharmaceutical sector
Wajid, Abdul; Sabiha, Anjim; Akhtar, Shakeb; Tabash, … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-17
Cross-border acquisitions by Indian companies have increased tremendously, especially during the last two decades, and …-border acquisitions and shareholders’ wealth in the Indian pharmaceutical sector. For this purpose, the data related to acquisitions were … current research prescribe that cross-border acquisitions have a positive and significant impact on shareholders’ wealth …
Persistent link: https://www.econbiz.de/10013471449
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Do announcement returns contain information about value creation?
Ben-David, Itzhak; Bhattacharya, Utpal; Jacobsen, Stacey - 2020
returns. Our results cast doubt on the usefulness of announcement returns as a measure of the value created in acquisitions …
Persistent link: https://www.econbiz.de/10012263196
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Risk and returns of Indian listed firms after demonetisation
Sureshkumar, Varsha; Balasubramanian, P. - In: Cogent economics & finance 9 (2021) 1, pp. 1-30
This paper aims to understand the impact of demonetisation on the returns of listed firms in the NSE, as well as changes to their corresponding industry level systematic risk. Firstly, this paper examined a larger sample of Indian listed firms and a broader group of industries in its analysis...
Persistent link: https://www.econbiz.de/10013183932
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Measuring the effect of the North Korea-U.S. summit on the South Korean stock market
Huy Pham; Al-Hares, Osama M.; Ramiah, Vikash; Moosa, Nisreen - In: Cogent economics & finance 7 (2019) 1, pp. 1-22
We examine the effects of the North Korea-U.S. summit and related events on the South Korean stock market over the period March 2018 to June 2018. Employing the event study methodology, we estimate sectoral abnormal returns following the events surrounding the summit and conduct several...
Persistent link: https://www.econbiz.de/10014232764
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The sectoral effects of value-added tax : evidence from UAE stock markets
Gopakumar, Anagha Ann; Kaur, Avneet; Ramiah, Vikash; … - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-16
This paper investigates the impact of 19 announcements pertaining to the introduction of value-added tax (VAT) in the United Arab Emirates (UAE) on equities listed on the Abu Dhabi Stock Exchange (ADX). Using a well-established event study methodology over the period 2015 to 2018, a sector-wise...
Persistent link: https://www.econbiz.de/10013471485
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The effect of the royal wedding on the UK stock market
Huy Pham; Ramiah, Vikash; Le, Hanh; Moosa, Nisreen; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-12
We assess the effect of the recent royal wedding of Prince Harry and Meghan Markle on various sectors of the UK stock market over the period between November 2017 and May 2018. For this purpose, the event study methodology is used to estimate abnormal returns and conduct several robustness tests...
Persistent link: https://www.econbiz.de/10013373011
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Abnormal returns and idiosyncratic volatility puzzle : an empirical investigation in Vietnam stock market
Xuan Vinh Vo; Van Phong Vo; Thanh Phuc Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-25
This paper aims to examine the relation between idiosyncratic volatility (IVOL) and stock returns with full-sample and conditional alpha sub-samples in Vietnam stock market covering the period from January 2008 to December 2018. We test the IVOL effect on stock returns employing Fama-Macbeth...
Persistent link: https://www.econbiz.de/10012219258