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The timing of mergers along the production chain, capital structure, and risk dynamics

Tarsalewska, Monika - In: Journal of banking & finance 57 (2015), pp. 51-64

Persistent link: https://www.econbiz.de/10011543766

Prozessmodell für Integration Excellence

Mias, Christian Alexander - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002817519

Equity-based incentives, risk aversion, and merger-related risk-taking behavior

Benson, Bradley W.; Park, Jung Chul; Davidson, Wallace … - In: The financial review : the official publication of the … 49 (2014) 1, pp. 117-148

Persistent link: https://www.econbiz.de/10010257291

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

Market power and systematic risk

Hollstein, Fabian; Prokopczuk, Marcel; Würsig, … - In: Financial management : FM 53 (2024) 2, pp. 233-266

Persistent link: https://www.econbiz.de/10014543720

Kerngeschäftsstrategien und Divestments aus Kapitalmarktsicht

Habbel, Markus - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001532585

A generalized method for detecting abnormal returns and changes in systematic risk

Cyree, Ken B.; DeGennaro, Ramon P. - 2001

Persistent link: https://www.econbiz.de/10001591144

A generalized method for detecting abnormal returns and changes in systematic risk

Cyree, Ken B.; DeGennaro, Ramon P. - In: Review of quantitative finance and accounting 19 (2002) 4, pp. 399-416

Persistent link: https://www.econbiz.de/10001744191

Do Opposites Attract? The Uncertainty Spread as a Predictor of Diversification Mergers and Acquisitions

Park, Jason Whan - 2012

If uncertainty in the core business drives diversification, then diversification should occur more often when the target industry has low uncertainty. Adopting an industry-dyad view of diversification, we investigate whether uncertainty spread, the difference in uncertainty levels between...

Persistent link: https://www.econbiz.de/10013114412

Post Merger Changes in the Riskiness of the Loan Portfolio

Knapp, Morris - 2011

and above the normal charge-offs. This paper examines the risk associated with post-merger variability in the charge … measure of risk to profitability in a bank's loan portfolio based on traditional portfolio theory. This measure is used to … the years following the merger. The paper finds that the combined loan portfolios of merging BHCs have higher than average …

Persistent link: https://www.econbiz.de/10013120155