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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

Modeling latent variables in economics and finance

Bluteau, Keven - 2019

my first essay, I tackle the evaluation of volatility models which allow for (latent) structural breaks. It is of utmost … importance to capture these breaks in a timely manner, as a precise measure of volatility is crucial for optimal decision … management. However, no empirical study has been done to evaluate the overall performance of volatility model considering …

Persistent link: https://www.econbiz.de/10012055679

How does China's stock market react to supply chain disruptions from COVID-19?

Wang, Zhixuan; Dong, Yanli; Liu, Ailan - In: International review of financial analysis 82 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013426281

Risk and the market's reaction to M&A announcements

Cai, Ye; Shefrin, Hersh - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-24

We estimate how an acquiring firm's risk changes depending on whether the market initially judges the acquisition to be neutral, strongly negative, or strongly positive for the shareholders of the acquiring firm. We found that for an average neutral acquisition, the annualized standard deviation...

Persistent link: https://www.econbiz.de/10012626241