Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions-Reference-Cited by-同舟云学术

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Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions

Published:2021-10 Issue: Volume:77 Page:101854
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Doan Minh Phuong^ORCID,Sercu Piet^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference47 articles.

1. Serial acquirer bidding: An empirical test of the learning hypothesis;Aktas;Journal of Corporate Finance,2011

2. The distributed lag between capital appropriations and expenditures;Almon;Econometrica,1965

3. Learning from repetitive acquisitions: Evidence from the time between deals;Atkas;Journal of Financial Economics,2013

4. Do the most prominent firms really make the worst deals? How selection issues affect inferences from M&A studies;Austin;Journal of Banking and Finance,2020

5. An empirical evaluation of accounting income numbers;Ball;Journal of Accounting Research,1968

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