Limited arbitrage in mergers and acquisitions

Journal of Financial Economics

Volumn 64, Issue 1, 2002, Pages 91-115

  Baker, Malcolm ^a   Savaşoglu, Serkan ^b  

^a HARVARD UNIVERSITY   (United States)

^b MORGAN STANLEY   (United States)

Author keywords

Arbitrage; Market efficiency; Mergers and acquisitions

Indexed keywords

EID: 0036235309     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(02)00072-7     Document Type: Article

References (49)

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5. The market for borrowing stock
6. Noise trader risk in financial markets
7. Risk arbitrage in tender offers
8. Information disclosure, method of payment, and takeover premiums: Public and private tender offers in France
9. The behavior of stock market prices
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11. The case for flexible exchange rates
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13. How are stock prices affected by the location of trade?
14. The pricing of U.S. catastrophe reinsurance
15. Stocks are special too: An analysis of the equity lending market
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17. The valuations of nonsystematic risks and the pricing of Swedish lottery bonds
18. Takeover bids, the free rider problem, and the theory of the corporation
19. Farallon Capital: Risk arbitrage
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21. Stocks, Bonds, Bills, and Inflation
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23. Speculation spreads and the market pricing of proposed acquisitions
24. Where's the risk in risk arbitrage?
25. Contagion as a wealth effect
26. Anomalous price behavior around repurchase tender offers
27. Can the market add and subtract? Mispricing in tech-stock carve-outs
28. An empirical analysis of the incentives to engage in costly information acquisition
29. The new issues puzzle
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31. The theory of risk capital in financial firms
32. Managers' voting rights and corporate control
33. Characteristics of risk in risk arbitrage
34. The Boston Company: Securities lending
35. Costly arbitrage: Evidence from closed-end funds
36. The long-run performance of initial public offerings
37. Regression standard errors in clustered samples
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40. Do demand curves for stocks slope down?
41. Inefficient Markets
42. The limits of arbitrage
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46. Corporate takeover bids, methods of payment, and bidding firms' stock returns
47. Predicting tender offer success: A logistic analysis
48. Does arbitrage flatten demand curves for stocks?