haku: @author Yang, T. / yhteensä: 6
viite: 2 / 6
| Tekijä: | Branch, B. Jung, J. Yang, T. |
| Otsikko: | The Monday merger effect |
| Lehti: | International Review of Financial Analysis
2001 : VOL. 10:1, p. 1-18 |
| Asiasana: | MERGERS VOLATILITY |
| Vapaa asiasana: | DAYS OF THE WEEK |
| Kieli: | eng |
| Tiivistelmä: | The authors explored relationships between daily market returns, Mondays, and the level of merger activity during 1982-1998 in a multivariate model. Once other factors (interest rates and future market directions) are accounted for, the authors found no statistically significant relationship between daily market returns and either Mondays or the level of merger activity. |
SCIMA