M&A short-term stock abnormal return analysis: empirical evidence from US large M&A transactions 2002-2005

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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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Bibliographic Details
Main Author:	Xia, Yuan
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/24378/

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