haku: @indexterm Corporate finance / yhteensä: 722
viite: 26 / 722
Tekijä:Balaban, E.
Constantinou, C.T.
Otsikko:Volatility clustering and event-induced volatility: evidence from UK mergers and acquistions
Lehti:European Journal of Finance
2006 : JUL, VOL. 12:5, p. 449-453
Asiasana:asymmetric information
corporate finance
mergers
volatility
Kieli:eng
Tiivistelmä: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.
SCIMA tietueen numero: 262453
lisää koriin
SCIMA