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Mergers and acquisitions and market volatility of Brazilian banking stocks : an application of GARCH models
Pessanha, Gabriel Rodrigo Gomes; Bruhn, Nádia Campos … - In: Latin American business review : journal of the … 17 (2016) 4, pp. 333-357
Persistent link: https://www.econbiz.de/10011649372
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Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
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An empirical analysis of market structure and the pattern of time varying return volatility on the stock markets of Western Europe
Panda, Ajaya Kumar; Nanda, Swagatika - In: Asian African journal of economics and econometrics 13 (2013) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10010206654
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Bidder earnings forecasts in mergers and acquisitions
Amel-Zadeh, Amir; Meeks, Geoffrey - In: The journal of corporate finance : contracting, … 58 (2019), pp. 373-392
Persistent link: https://www.econbiz.de/10012114494
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Bidder Earnings Forecasts in Mergers and Acquisitions
Amel-Zadeh, Amir - 2019
This study finds that pro-forma earnings forecasts by bidding firms during acquisitions are associated with a higher likelihood of deal completion, expedited deal closing, and with a lower acquisition premium − but only in stock-financed acquisitions. Analysts also respond to these forecasts...
Persistent link: https://www.econbiz.de/10012905443
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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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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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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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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