Waves and persistence in merger and acquisition activity
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty, 1997. "Waves and Persistence in Merger and Acquisition Activity," Boston College Working Papers in Economics 396, Boston College Department of Economics, revised 14 Dec 1999.
References listed on IDEAS
- Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
- Baillie, Richard T & Bollerslev, Tim, 1994. "The long memory of the forward premium," Journal of International Money and Finance, Elsevier, vol. 13(5), pages 565-571, October.
- Golbe, Devra L & White, Lawrence J, 1993. "Catch a Wave: The Time Series Behavior of Mergers," The Review of Economics and Statistics, MIT Press, vol. 75(3), pages 493-499, August.
- Sowell, Fallaw, 1992. "Modeling long-run behavior with the fractional ARIMA model," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 277-302, April.
- Town, R J, 1992. "Merger Waves and the Structure of Merger and Acquisition Time-Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 83-100, Suppl. De.
- Diebold, Francis X. & Lindner, Peter, 1996. "Fractional integration and interval prediction," Economics Letters, Elsevier, vol. 50(3), pages 305-313, March.
- Michael Gort, 1969. "An Economic Disturbance Theory of Mergers," The Quarterly Journal of Economics, Oxford University Press, vol. 83(4), pages 624-642.
- Shea, Gary S, 1991. "Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure," Empirical Economics, Springer, vol. 16(3), pages 287-312.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mike Fusillo, 2011. "Structural Factors Underlying Mergers and Acquisitions in Liner Shipping," Chapters,in: International Handbook of Maritime Economics, chapter 8 Edward Elgar Publishing.
- Gärtner, Dennis L. & Halbheer, Daniel, 2009.
"Are there waves in merger activity after all?,"
International Journal of Industrial Organization,
Elsevier, vol. 27(6), pages 708-718, November.
- Dennis Gaertner & Daniel Halbheer, 2004. "Are There Waves in Merger Activity After All?," SOI - Working Papers 0414, Socioeconomic Institute - University of Zurich, revised Feb 2006.
- Dennis L. Gärtner & Daniel Halbheer, 2008. "Are There Waves in Merger Activity After All?," Working Papers 0092, University of Zurich, Institute for Strategy and Business Economics (ISU).
- Alberto Salvo, 2010. "Sequential Cross-border Mergers in Models of Oligopoly," Economica, London School of Economics and Political Science, vol. 77(306), pages 352-383, April.
- Benjamin Auer & Frank Schuhmacher, 2013. "RETRACTED ARTICLE: Investor sentiment, stock market valuation and merger activity," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 60(2), pages 245-245, June.
- Lien Duong, 2013. "Aggregate Australian Takeovers: A Review of Markov Regime Switching Models," International Review of Finance, International Review of Finance Ltd., vol. 13(4), pages 529-558, December.
- Gadea, Maria Dolores & Sabate, Marcela & Serrano, Jose Maria, 2004. "Structural breaks and their trace in the memory: Inflation rate series in the long-run," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 117-134, April.
- Neumann, Gyde & Weiss, Christoph R., 2001. "Strukturwandel durch Fusionen im Ernährungssektor: Ein anhaltender Konzentrationsprozess?," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 0(Number 6), pages 1-9.
- Salvo, Alberto, 2004.
"A general analysis of sequential merger games with an application to cross-border mergers,"
LSE Research Online Documents on Economics
6732, London School of Economics and Political Science, LSE Library.
- Alberto Salvo, 2004. "A General Analysis of Sequential Merger Games with an Application to Cross-Border Mergers," STICERD - Economics of Industry Papers 36, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Florian Szücs, 2013. "Clustering Properties of Merger Waves: Space, Time or Industry?," Discussion Papers of DIW Berlin 1322, DIW Berlin, German Institute for Economic Research.
- Nakamura, H. Richard, 2002. "Mapping Out the Japanese Mergers & Acquisitions Patterns - The Influence of Macro Factors on M & As," EIJS Working Paper Series 164, Stockholm School of Economics, The European Institute of Japanese Studies.
- Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2017. "The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence," Economic Change and Restructuring, Springer, vol. 50(1), pages 45-58, February.
- Margarita Sapozhnikov, 2006. "Mergers and Government Policy," Boston College Working Papers in Economics 656, Boston College Department of Economics.
- Marcelo Resende, 2012. "Long Memory in Mergers and Acquisitions: Sectoral Evidence for an Emerging Economy," Economics Bulletin, AccessEcon, vol. 32(4), pages 2876-2883.
- Nakamura, Richard, 2004. "To Merge And Acquire When The Times Are Good? The Influence Of Macro Factors On The Japanese M&A Pattern," EIJS Working Paper Series 197, Stockholm School of Economics, The European Institute of Japanese Studies.
- Hou, Rui & Yang, Jianmei & Yao, Canzhong & McKelvey, Bill, 2015. "How does competition structure affect industry merger waves? A network analysis perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 140-156.
More about this item
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G3 - Financial Economics - - Corporate Finance and Governance
- L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:70:y:2001:i:2:p:237-243. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/ecolet .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.