Predicting Post-merger Performance of US Banking Industry

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Predicting Post-merger Performance of US Banking Industry

This paper investigates the ability of neural network models to predict the post-merger performance of mergers and acquisitions (M&As) in US banking industry. As we known, this is probably the first empirical study applying neural networks in this topic. The aim is to offer an alternative tool f...

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Bibliographic Details
Main Author:	Chen, YiYuan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2008
Subjects:	Neural Networks; Mergers and Acquisitions; Post-merger Performance; Synergy Effect; Strategic Fit; Sensitivity Analysis
Online Access:	https://eprints.nottingham.ac.uk/22440/

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