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Volumn 13, Issue 5, 2007, Pages 793-812

Are performance based arbitrage effects detectable? Evidence from merger arbitrage

Author keywords

Merger arbitrage; Merger spreads; Performance based arbitrage

Indexed keywords


EID: 36349002801     PISSN: 09291199     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jcorpfin.2007.02.006     Document Type: Article
Times cited : (23)

References (9)
  • 1
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    • Limited arbitrage in mergers and acquisitions
    • Baker M., and Savasoglu S. Limited arbitrage in mergers and acquisitions. Journal of Financial Economics 64 1 (2002) 91-115
    • (2002) Journal of Financial Economics , vol.64 , Issue.1 , pp. 91-115
    • Baker, M.1    Savasoglu, S.2
  • 2
    • 36749092418 scopus 로고
    • Using daily stock returns: the case of event studies
    • Brown S.J., and Warner J.B. Using daily stock returns: the case of event studies. Journal of Financial Economics 14 1 (1985) 3-31
    • (1985) Journal of Financial Economics , vol.14 , Issue.1 , pp. 3-31
    • Brown, S.J.1    Warner, J.B.2
  • 4
    • 0008928780 scopus 로고    scopus 로고
    • The pricing of U.S. catastrophe reinsurance
    • Froot K. (Ed), MIT Press, Cambridge
    • Froot K.A., and O'Connell P.G. The pricing of U.S. catastrophe reinsurance. In: Froot K. (Ed). The Financing of Catastrophe Insurance (1999), MIT Press, Cambridge 195-227
    • (1999) The Financing of Catastrophe Insurance , pp. 195-227
    • Froot, K.A.1    O'Connell, P.G.2
  • 5
    • 23844474015 scopus 로고    scopus 로고
    • Determinants and implications of arbitrage holdings in acquisitions
    • Hsieh J., and Walkling R.A. Determinants and implications of arbitrage holdings in acquisitions. Journal of Financial Economics 77 3 (2005) 605-648
    • (2005) Journal of Financial Economics , vol.77 , Issue.3 , pp. 605-648
    • Hsieh, J.1    Walkling, R.A.2
  • 6
    • 2342567791 scopus 로고    scopus 로고
    • Speculation spreads and the market pricing of proposed acquisitions
    • Jindra J., and Walkling R.A. Speculation spreads and the market pricing of proposed acquisitions. Journal of Corporate Finance 10 4 (2004) 495-526
    • (2004) Journal of Corporate Finance , vol.10 , Issue.4 , pp. 495-526
    • Jindra, J.1    Walkling, R.A.2
  • 7
    • 0006968004 scopus 로고    scopus 로고
    • Characteristics of risk and return in risk arbitrage
    • Mitchell M., and Pulvino T. Characteristics of risk and return in risk arbitrage. Journal of Finance 56 6 (2001) 2135-2175
    • (2001) Journal of Finance , vol.56 , Issue.6 , pp. 2135-2175
    • Mitchell, M.1    Pulvino, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.