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Volatility of implied volatility and mergers and acquisitions
Betton, Sandra; El Meslmani, Nabil; Switzer, Lorne N. - In: The journal of corporate finance : contracting, … 75 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013383468
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Do Hedge and Merger Arbitrage Funds Actually Hedge? A Time-Varying Volatility Spillover Approach
Papathanasiou, Spyros; Vasiliou, Dimitrios; Magoutas, … - 2021
We examine the interaction between funds implementing hedge and merger arbitrage strategies and a set of traditional …
Persistent link: https://www.econbiz.de/10013230114
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The effect of mergers on implied volatility of equity options
Geppert, Gero; Kamerschen, David R. - In: International review of financial analysis 17 (2008) 2, pp. 330-344
Persistent link: https://www.econbiz.de/10003765060
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Do mergers affect stock returns and volatility? : the case of merger between Ioniki-Laiki Bank and Alpha Bank
Maniatis, Paraschos - 2010
Persistent link: https://www.econbiz.de/10008778174
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Price volatility in stocks subject to tender offers
Hutson, Elaine - In: Mergers and acquisitions : current issues, (pp. 96-117). 2007
Persistent link: https://www.econbiz.de/10003669759
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Volatility clustering and event-induced volatility : evidence from UK mergers and acquisitions
Balaban, Ercan; Constantinou, Charalambos Th. - In: The European journal of finance 12 (2006) 5, pp. 449-453
Persistent link: https://www.econbiz.de/10003382809
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Idiosyncratic volatility and mergers and acquisitions in emerging markets
Zhu, PengCheng; Jog, Vijay M.; Otchere, Isaac - In: Emerging markets review 19 (2014), pp. 18-48
Persistent link: https://www.econbiz.de/10010418053
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Post-announcement return volatility and takeover outcomes : evidence of differential information arrival
Hall, John R. - In: The journal of applied business research 14 (1998) 3, pp. 79-91
Persistent link: https://www.econbiz.de/10001246664
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Asset Volatility and Capital Structure : Evidence from Corporate Mergers
Levine, Oliver - 2020
identify the effect of business risk on capital structure. We find that post-merger changes in leverage and cash holdings are … strongly predicted by expected asset volatility changes estimated using pre-merger information. These capital structure …, consistent with the trade-off theory of capital structure. Our coefficient estimates imply that a one standard deviation decline …
Persistent link: https://www.econbiz.de/10012856772
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Asset volatility and capital structure : evidence from corporate mergers
Levine, Oliver; Wu, Youchang - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 2773-2798
Persistent link: https://www.econbiz.de/10012550014