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Abnormal returns from takeover prediction modelling : challenges and suggested investment strategies

Danbolt, Jo; Siganos, Antonios; Tunyi, Abongeh - In: Journal of business finance & accounting : JBFA 43 (2016) 1/2, pp. 66-97

Persistent link: https://www.econbiz.de/10011565356

Novel alternative assets within a transmission mechanism of volatility spillovers : the role of SPACs

Papathanasiou, Spyros; Koutsokostas, Drosos; Pergeris, … - In: Finance research letters 47 (2022) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10013457696

Explanatory power of pre-issue financial strength for long-term market performance : evidence from initial equity offerings on an emerging market

Czapiewski, Leszek; Lizińska, Joanna - In: International Journal of Financial Studies : open … 7 (2019) 1/16, pp. 1-16

This study tests possible sources of long-term risk-adjusted returns on initial public offerings (IPO) in Poland under … IPO pricing explanation for Poland is important for both investors and academics. In this study, we estimate risk premiums …

Persistent link: https://www.econbiz.de/10012038537

Size matters : tail risk, momentum and trend following in international equity portfolios

Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015

Persistent link: https://www.econbiz.de/10010531062

Anomalous Deal Return Capture : A Cross-Sectional Study of Three Hypothetical Global Merger Risk Arbitrage Portfolios 2000-2016

McCarron, Daniel - 2017

This paper examines the annual risks and returns of three disparate, hypothetical merger arbitrage portfolio strategies … December 2016 time period. Previously written and undoubtedly the most prominent literature into M&A and merger arbitrage … of such from noise/shock trading and the risk & return characteristics of a merger arbitrage trading strategy …

Persistent link: https://www.econbiz.de/10012958921

Non-GAAP earnings and definite-lived intangible asset allocations in mergers and acquisitions

Ashby, Jason; Chyz, James; Myers, Linda A.; Whipple, … - 2023

We test whether firms that exclude the effects of amortization from their non-GAAP earnings allocate more of an acquisition’s purchase price to definite-lived intangible assets (DLIA). This strategy can yield two potential benefits: it can (1) increase non-GAAP earnings by shifting...

Persistent link: https://www.econbiz.de/10014362328