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Asymmetric Information and the Medium of Payment in US Takeover Bids

Kyriazis, Dimitris - 2011

We investigate whether asymmetric information affects the choice of the medium of payment (pure equity vs. pure cash) in U.S. takeover bids during the 1986-2008 period. To this end, we combine proxies for asymmetric information with proxies for the financial characteristics of both the bidding...

Persistent link: https://www.econbiz.de/10013131372

Forecasting stock prices from macroeconomic fundamentals : further evidence from am error correction model

Apergēs, Nikolaos - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 165-177

Persistent link: https://www.econbiz.de/10001409332

Financial crisis and the real estate market in Greece : the impact on bank stock prices

Apergēs, Nikolaos - In: International journal of economics and business research 4 (2012) 5, pp. 530-539

Persistent link: https://www.econbiz.de/10009687379

The role of FOMC minutes for US asset prices before and after the 2008 crisis : evidence from GARCH volatility modeling

Apergēs, Nikolaos - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 100-107

Persistent link: https://www.econbiz.de/10011334660

The role of sovereign CDS spreads for stock prices : evidence from the Athens stock exchange over a "default" period

Apergēs, Nikolaos - In: The Greek debt crisis : in quest of growth in times of …, (pp. 153-175). 2017

Persistent link: https://www.econbiz.de/10011900427

Overconfidence and US stock market returns

Apergēs, Nikolaos - In: Finance research letters 45 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10014578147

Temperature shocks and stock returns : evidence from major markets

Apergēs, Nikolaos - In: Applied economics letters 31 (2024) 17, pp. 1757-1765

Persistent link: https://www.econbiz.de/10015077432

The role of COVID-19 in herding : evidence from the Croatian stock market

Apergēs, Nikolaos - In: Applied economics 56 (2024) 36, pp. 4363-4373

Persistent link: https://www.econbiz.de/10014560293

Inflation volatility and stock prices : evidence from ARCH effects

Alexakis, Panayotis - In: International advances in economic research : IAER ; an … 2 (1996) 2, pp. 101-111

Persistent link: https://www.econbiz.de/10001231912

Stock market volatility and deviations from macroeconomic fundamentals : evidence from GARCH and GARCH-X-models

Apergēs, Nikolaos - In: Kredit und Kapital 31 (1998) 3, pp. 400-412

Persistent link: https://www.econbiz.de/10001251551

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