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Does the merger paradox exist even without any regulations? Evidence from Germany in the pre-1914 period

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Author Info
Gerhard Kling ()

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File URL: http://hdl.handle.net/10.1007/s10663-006-9019-7
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Publisher Info
Article provided by Springer in its journal Empirica.

Volume (Year): 33 (2006)
Issue (Month): 5 (December)
Pages: 315-328
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Handle: RePEc:kap:empiri:v:33:y:2006:i:5:p:315-328

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Related research
Keywords: Event study; Merger paradox; Minimax-regret; G14; G34; N23;

References listed on IDEAS
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  1. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March. [Downloadable!] (restricted)
  2. Jensen, Michael C. & Ruback, Richard S., 1983. "The market for corporate control : The scientific evidence," Journal of Financial Economics, Elsevier, vol. 11(1-4), pages 5-50, April. [Downloadable!] (restricted)
  3. Gregor Andrade & Mark Mitchell & Erik Stafford, 2001. "New Evidence and Perspectives on Mergers," Journal of Economic Perspectives, American Economic Association, vol. 15(2), pages 103-120, Spring. [Downloadable!] (restricted)
  4. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September. [Downloadable!] (restricted)
  5. A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March. [Downloadable!] (restricted)
  6. Shleifer, Andrei & Vishny, Robert W, 1988. "Value Maximization and the Acquisition Process," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 7-20, Winter. [Downloadable!] (restricted)
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This page was last updated on 2009-12-22.

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