A test of bear market mergerstat control premiums
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 33 (2009)
Issue (Month): 1 (July)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Studies; Merger; Control premium; Abnormal return; Bear market; G14; G34;
Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- G. William Schwert, 1994.
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NBER Working Papers
4863, National Bureau of Economic Research, Inc.
- Jordan Dan & Hoppe Paul, 2008. "Is The Mergerstat Control Premium Overstated?," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 3(1), pages 1-13, March.
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- Barclay, Michael J. & Warner, Jerold B., 1993. "Stealth trading and volatility : Which trades move prices?," Journal of Financial Economics, Elsevier, vol. 34(3), pages 281-305, December.
- Jordan, Dan J. & Rice, Douglas & Sanchez, Jacques & Wort, Donald H., 2011. "Explaining bank market-to-book ratios: Evidence from 2006 to 2009," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2047-2055, August.
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