M&A short-term stock abnormal return analysis: empirical evidence from US large M&A transactions 2002-2005
In this paper, I make the analysis by using the event study method. I choose the 5days event period and calculate the abnormal return of the bidders’ stock price for my sample merger and acquisition transactions during a period from 2002 to 2005. After analysis of the cumulative abnormal return for...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/24378/ |