The Time-Varying Prediction of Successful Mergers

Author:

Corvasce Giuseppe

Publisher

Elsevier BV

Reference43 articles.

1. Chi-Square Diagnostic Tests for Econometric Models: Theory;Donald W K Andrews;Econometrica,1988

2. Chi-Square Diagnostic Tests for Econometric Models: Introduction and Applications;Donald W K Andrews;Journal of Econometrics,1988

3. Limited Arbitrage in mergers and acquisitions;M Baker;Journal of Financial Economics,2002

4. Pooling cross-section and time series data in the estimation of a dynamic model: the demand for natural gas;P Balestra;Econometrica,1966

5. On the use of implied volatilities in the prediction of successful corporate takeovers;G Barone-Adesi;Advances in Futures and Options Research,1994

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