This paper examines the determinants of cross-sectional variation in post-merger mutual fund performance. Mergers …

We examine the interaction between funds implementing hedge and merger arbitrage strategies and a set of traditional …

increases anticompetitive effects of a merger between portfolio companies. Instead we posit that this depends on the facts of … the case. The existence of common ownership might even mitigate post-merger unilateral effects if compared to the pre-merger … onto the legal principles governing the burden of proof in merger cases …

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 …

. The theory of investment banking behaviour and the relationship between investment banks and their clients is not widely …

and above the normal charge-offs. This paper examines the risk associated with post-merger variability in the charge … measure of risk to profitability in a bank's loan portfolio based on traditional portfolio theory. This measure is used to … the years following the merger. The paper finds that the combined loan portfolios of merging BHCs have higher than average …

fosters corporate control activity and creates higher takeover premiums that are paid equally to all shareholders …