This paper investigates the merger wave hypothesis for the US and the UK employing a Markov regime switching model …. Using quarterly data covering the last thirty years, for the US, we identify the beginning of a merger wave in the mid 1990s … but not the much-discussed 1980s merger wave. We argue that the latter finding can be ascribed to the refined methods of …

Present paper proposes an autoregressive time series model to study the behaviour of merger and acquire concept which … proposed merged autoregressive (M-AR) model is to study the impact of merger in the parameters as well as acquired series … know the significance of the merger series. A simulation as well as empirical study is illustrated. …