Consequences of Riding Takeover Waves: Australian Evidence

This paper uses Australian data to analyze takeover bid premiums and long-term abnormal returns for mergers that occur during wave and non-wave periods. Findings reveal that bid premiums are slightly lower in wave periods, and bidding firms earn normal post-takeover returns (relative to a portfolio...

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Main Authors: Duong, Lien, Izan, H.
Format: Journal Article
Published: Wiley-Blackwell Publishing Asia 2012
Online Access:http://hdl.handle.net/20.500.11937/17628
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author Duong, Lien
Izan, H.
author_facet Duong, Lien
Izan, H.
author_sort Duong, Lien
building Curtin Institutional Repository
collection Online Access
description This paper uses Australian data to analyze takeover bid premiums and long-term abnormal returns for mergers that occur during wave and non-wave periods. Findings reveal that bid premiums are slightly lower in wave periods, and bidding firms earn normal post-takeover returns (relative to a portfolio of firms matched on size and survival) if their bids were made in non-wave periods. However, bidders who announced their takeover bids during wave periods exhibit significant underperformance. For mergers that took place within waves, there is no difference in bid premiums nor is there a difference in the long-run returns of bidders involved during the first half and second half of the waves. We find that none of prominent theories of merger waves (managerial, misvaluation, and neoclassical) can fully account for Australian takeover waves and their effects. Instead, our results suggest that Banal-Estanol et al.'s screening theory of merger activity, by combining the misvaluation and neoclassical theories, may provide a better explanation.
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institution Curtin University Malaysia
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last_indexed 2025-11-14T07:22:10Z
publishDate 2012
publisher Wiley-Blackwell Publishing Asia
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spelling curtin-20.500.11937-176282017-09-13T15:43:29Z Consequences of Riding Takeover Waves: Australian Evidence Duong, Lien Izan, H. This paper uses Australian data to analyze takeover bid premiums and long-term abnormal returns for mergers that occur during wave and non-wave periods. Findings reveal that bid premiums are slightly lower in wave periods, and bidding firms earn normal post-takeover returns (relative to a portfolio of firms matched on size and survival) if their bids were made in non-wave periods. However, bidders who announced their takeover bids during wave periods exhibit significant underperformance. For mergers that took place within waves, there is no difference in bid premiums nor is there a difference in the long-run returns of bidders involved during the first half and second half of the waves. We find that none of prominent theories of merger waves (managerial, misvaluation, and neoclassical) can fully account for Australian takeover waves and their effects. Instead, our results suggest that Banal-Estanol et al.'s screening theory of merger activity, by combining the misvaluation and neoclassical theories, may provide a better explanation. 2012 Journal Article http://hdl.handle.net/20.500.11937/17628 10.1111/j.1468-2443.2011.01144.x Wiley-Blackwell Publishing Asia restricted
spellingShingle Duong, Lien
Izan, H.
Consequences of Riding Takeover Waves: Australian Evidence
title Consequences of Riding Takeover Waves: Australian Evidence
title_full Consequences of Riding Takeover Waves: Australian Evidence
title_fullStr Consequences of Riding Takeover Waves: Australian Evidence
title_full_unstemmed Consequences of Riding Takeover Waves: Australian Evidence
title_short Consequences of Riding Takeover Waves: Australian Evidence
title_sort consequences of riding takeover waves: australian evidence
url http://hdl.handle.net/20.500.11937/17628