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Advances in behavioral finance
Thaler, Richard H. (contributor) - 1993
economic theory. Nevertheless, as the increasingly exquisite and detailed financial data demonstrate, financial markets often …
Persistent link: https://www.econbiz.de/10002645246
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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
This study presents the results from a comprehensive out-of-sample test of long-run returns following mergers and acquisitions (M&As). Using a unique sample from 23 frontier markets of almost 800 transactions conducted during the years 1992 to 2016, we implement both cross-sectional tests and...
Persistent link: https://www.econbiz.de/10012174722
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A comparison of acquired firms' returns : by medium of exchange and exchange listing
Huffman, Stephen P. - In: Journal of business and economic perspectives 22 (1996) 2, pp. 43-53
Persistent link: https://www.econbiz.de/10001222695
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Do long-term shareholders benefit from corporate acquisitions?
Loughran, Tim - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 1765-1790
Persistent link: https://www.econbiz.de/10001232344
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Are small firms less vulnerable to overpriced stock offers?
Vijh, Anand M.; Yang, Ke - In: Journal of financial economics 110 (2013) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10010207789
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Does the financing decision help to understand market reaction around mergers and acquisitions?
Bouzgarrou, Houssam; Louhichi, Waël - In: The journal of applied business research 30 (2014) 2, pp. 465-478
Persistent link: https://www.econbiz.de/10010353534
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Are individual investors less informed than institutional investors? : unique evidence from investor trading behaviours around bad mergers in Korean financial market
Han, Areum; Chung, Chune Young - In: Applied economics letters 20 (2013) 10/12, pp. 1145-1149
Persistent link: https://www.econbiz.de/10010197000
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A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; … - In: International journal of bonds and derivatives 1 (2015) 4, pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
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Essays on the implied cost of capital with applications to asset pricing and corporate finance
Bielstein, Patrick Frank Kurt - 2017
Persistent link: https://www.econbiz.de/10012795130