An analysis of intraday market behaviour before takeover announcements
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DOI: 10.1016/j.irfa.2011.05.005
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- Ripamonti, Alexandre & Silva, Diego & Moreira Neto, Eurico, 2018. "Asset Pricing and Asymmetric Information," MPRA Paper 87403, University Library of Munich, Germany.
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More about this item
Keywords
Market microstructure; Takeovers; Targets; Bidders; ACD model; Volatility;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- 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
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- N27 - Economic History - - Financial Markets and Institutions - - - Africa; Oceania
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