Banking Crises and Market Timing: Evidence from M&As in the Banking Sector-Reference-Cited by-同舟云学术

Banking Crises and Market Timing: Evidence from M&As in the Banking Sector

Published:2019-06-19 Issue:3 Volume:57 Page:315-347
ISSN:0920-8550
Container-title:Journal of Financial Services Research
language:en
Short-container-title:J Financ Serv Res

Author:

Shen Chung-Hua,Chen Yehning,Hsu Hsing-Hua,Lin Chih-Yung^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,Accounting

Link

http://link.springer.com/content/pdf/10.1007/s10693-019-00318-4.pdf

Reference56 articles.

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2. Amihud Y, DeLong GL, Saunders A (2002) The effects of cross-border bank mergers on bank risk and value. J Int Money Financ 21:857–877

3. André P, Kooli M, L’Her J-F (2004) The long-run performance of mergers and acquisitions: evidence from the Canadian stock market. Financ Manag 33:27–43

4. Aybar B, Ficici A (2009) Cross-border acquisitions and firm value: an analysis of emerging-market multinationals. J Int Bus Stud 40:1317–1338

5. Beccalli E, Frantz P (2009) M&a Operations and performance in banking. J Financ Serv Res 36:203–226

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