Agarwal, Vikas (contributor); Naik, Narayan Y. (contributor) - 2002 - [Elektronische Ressource]
Hsieh (2001a) and
“risk-arbitrage” studied by and Mitchell and Pulvino (2001). Both studies find the risk …,1,1,1.titttMtttMtErAErBEr+++=+ (7)
These studies of asset pricing aim to find the best functional form or specification of the
pric ing … relative mispricings of securities rather than the
movement of the market as a whole, namely, Event Arbitrage, Restructuring …