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On the use of implied volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni - In: Advances in futures and options research : a research annual 7 (1994), pp. 147-165
Persistent link: https://www.econbiz.de/10001196347
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Selected Essays in Empirical Asset Pricing : Information Incorporation at the Single-Firm, Industry, and Cross-Industry Level
Funke, Christian (contributor) - 2008
Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. capital market data, he investigates the importance of mergers and acquisitions (MA) for stock prices and examines economic links between...
Persistent link: https://www.econbiz.de/10013521045
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Selected essays in empirical asset pricing : information incorporation at the single-firm, industry and cross-industry level
Funke, Christian - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716445
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On the use of implied stock volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni; Brown, Keith C.; Harlow, W. V. - 1994
Persistent link: https://www.econbiz.de/10000896978
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How to predict the market's reaction when you announce an acquisition
Jansen, Ivo; Stuart, Nathan V. - In: The journal of corporate accounting & finance 25 (2013/14) 2, pp. 43-49
Persistent link: https://www.econbiz.de/10010244452
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The Information Content of Target Price Forecasts : Evidence from Mergers and Acquisitions
Ho, Tuan Quoc; Brownen‐Trinh, Ruby; Xu, Fangming - 2021
more likely to become a takeover target and offer premium and acquirers’ announcement returns are positively associated …’ takeover likelihood generates economically significant returns. Our results are robust to a battery of additional analysis, and … useful for participants in the corporate takeover markets …
Persistent link: https://www.econbiz.de/10013237497
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Dividend omissions and forecasts of future earnings : some positive evidence on information content of dividends
Bajaj, Mukesh - In: Research in finance 17 (1999), pp. 13-39
Persistent link: https://www.econbiz.de/10001485072
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Earnings expectations and the market reaction to earnings surprise
Alexander, John C. - 1991
Persistent link: https://www.econbiz.de/10000909885
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Modeling latent variables in economics and finance
Bluteau, Keven - 2019
The subject of unobservable variables encompasses this thesis. These latent (i.e., unobservable) variables must be inferred using statistical models or observable proxies. The objectives of my doctoral thesis are to develop and test new statistical models to infer these variables and link them...
Persistent link: https://www.econbiz.de/10012055679
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Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406
Persistent link: https://www.econbiz.de/10011705949