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| Author: | Balaban, E. Constantinou, C.T. |
| Title: | Volatility clustering and event-induced volatility: evidence from UK mergers and acquistions |
| Journal: | European Journal of Finance
2006 : JUL, VOL. 12:5, p. 449-453 |
| Index terms: | asymmetric information corporate finance mergers volatility |
| Language: | eng |
| Abstract: | This paper examines the effects of announcements of UK mergers and acquisitions on the mean and conditional volatility functions for UK bidder companies. The results show that the announcement day returns are significantly negative and conditional volatility decreases. |
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