Narrow search
Showing 1 - 10 of 9,711
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn; Demirer, Rıza; Gupta, Rangan; Tiwari, … - In: Energy economics 71 (2018), pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Cover Image
The real effects of uncertainty on merger activity
Bhagwat, Vineet; Dam, Robert; Harford, Jarrad V. T.; … - In: The review of financial studies 29 (2016) 11, pp. 3000-3034
Persistent link: https://www.econbiz.de/10011619966
Cover Image
The risk effects of acquiring distressed firms
Bruyland, Evy; De Maeseneire, Wouter - In: Journal of business finance & accounting : JBFA 43 (2016) 9/10, pp. 1297-1324
Persistent link: https://www.econbiz.de/10011643937
Cover Image
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
Cover Image
Corporate acquisitions and firm-level uncertainty : domestic versus cross-border deals
Bai, Ye; Girma, Sourafel; Riaño, Alejandro - 2020
This paper studies the impact of corporate acquisitions - both domestic and cross-border - on the uncertainty faced by acquiring firms. We use data for UK publicly-listed firms from 2004 to 2017 and employ a matching estimator combined with difference-in-differences to control for the endogenous...
Persistent link: https://www.econbiz.de/10012158166
Cover Image
The risk implications of mergers and acquisitions with information technology firms
Chang, Young Bong; Cho, Wooje - In: Journal of management information systems : JMIS 34 (2017) 1, pp. 232-267
Persistent link: https://www.econbiz.de/10011709813
Cover Image
Cash mergers and the volatility smile
Bester, C. Alan; Martinez, Victor H.; Rosu, Ioanid - 2018
We study both theoretically and empirically option prices on firms undergoing a cash merger offer. To estimate the … merger's success probability, we use a Markov Chain Monte Carlo (MCMC) method using a state space representation of our model …. Our estimated probability measure has significant predictive power for the merger outcome even after controlling for …
Persistent link: https://www.econbiz.de/10011951308