Nothing Special   »   [go: up one dir, main page]
create a website
Volatility in stocks subject to takeover bids: Australian evidence using daily data. (2001). Kearney, Colm ; Hutson, Elaine.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:8:y:2001:i:3:p:273-296.

Full description at Econpapers || Download paper

Cited: 9

Citations received by this document

Cites: 31

References cited by this document

Cocites: 21

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry. (2023). Markellos, Raphael ; Kourtis, Apostolos ; Fotaki, Maria.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2696-2711.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. Testing the mixture of distributions hypothesis on target stocks. (2015). Kearney, Colm ; Carroll, Rachael .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:1-14.

    Full description at Econpapers || Download paper

  4. The preferences of private equity investors in selecting target acquisitions: An international investigation. (2012). Katselas, Dean ; Osborne, Sarah ; Chapple, Larelle.
    In: Australian Journal of Management.
    RePEc:sae:ausman:v:37:y:2012:i:3:p:361-389.

    Full description at Econpapers || Download paper

  5. What Factors Drive Takeovers in Australia?. (2010). Singh, Harminder ; Porter, Joshua .
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:9:y:2010:i:2:p:87-103.

    Full description at Econpapers || Download paper

  6. Markov-switching in target stocks during takeover bids. (2009). Wilfling, Bernd ; Gelman, Sergey.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:5:p:745-758.

    Full description at Econpapers || Download paper

  7. Merger arbitrage and the interaction between target and bidder stocks during takeover bids. (2005). Kearney, Colm ; Hutson, Elaine.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:19:y:2005:i:1:p:1-26.

    Full description at Econpapers || Download paper

  8. Financial development and stock returns: A cross-country analysis. (2005). Dellas, Harris ; Hess, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:6:p:891-912.

    Full description at Econpapers || Download paper

  9. Takeover targets and the probability of bid success: Evidence from the Australian market. (2000). Hutson, Elaine.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:9:y:2000:i:1:p:45-65.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Barone-Adesi, G. ; Brown, K.C. ; Harlow, W.V. On the use of implied volatilities in the prediction of successful corporate takeovers. 1994 Advances in Futures and Options Research. 7 147-165

  2. Bhagat, S. ; Brickley, J.A. ; Loewenstein, U. The pricing effects of interfirm cash tender offers. 1987 Journal of Finance. 42 965-986

  3. Bishop, S. ; Dodd, P. ; Officer, R.R. . 1987 The Centre for Independent Studies, Policy Monographs Series: Melbourne

  4. Bradley, M. Interfirm tender offers and the market for corporate control. 1980 Journal of Business. 53 345-376

  5. Bradley, M. ; Desai, A. ; Kim, E.H. The rationale behind interfirm tender offers. 1983 Journal of Financial Economics. 11 183-206
    Paper not yet in RePEc: Add citation now
  6. Brown, K.C. ; Raymond, M.V. Risk arbitrage and the prediction of successful corporate takeovers. 1986 Financial Management. 54-63
    Paper not yet in RePEc: Add citation now

  7. Clark, P.K. A subordinated stochastic process model with finite variance for speculative prices. 1973 Econometrica. 41 135-155

  8. Davidian, M. ; Carroll, R.J. Variance function estimation. 1987 Journal of the American Statistical Association. 82 1079-1091
    Paper not yet in RePEc: Add citation now

  9. Epps, T.W. ; Epps, M.L. The stochastic dependence of security price changes and transaction volumes: implications for the mixture of distributions hypothesis. 1976 Econometrica. 44 305-321

  10. Fabozzi, F.J. ; Ferri, M.G. ; Fabozzi, T.D. ; Tucker, J. A note on unsuccessful tender offers and stockholder returns. 1988 Journal of Finance. 43 1275-1283

  11. Harris, M. ; Raviv, A. Differences of opinion make a horse race. 1993 The Review of Financial Studies. 6 473-506

  12. Holthausen, R.W. ; Verrecchia, R.E. The effect of informedness and consensus on price and volume behavior. 1990 The Accounting Review. 65 191-208
    Paper not yet in RePEc: Add citation now

  13. Hutson, E. Takeover targets and the probability of bid success: evidence from the Australian market. 2000 International Review of Financial Analysis. 9 45-65

  14. Jang, H.J. ; Ro, B.T. Trading volume theories and their implications for empirical information content studies. 1989 Contemporary Accounting Research. 6 242-262

  15. Jensen, M. ; Ruback, R.S. The market for corporate control: the scientific evidence. 1983 Journal of Financial Economics. 11 5-50

  16. Karpoff, J. The relation between price changes and trading volume: a survey. 1987 Journal of Financial and Quantitative Analysis. 22 109-126

  17. Larcker, D.F. ; Lys, T. An empirical analysis of the incentives to engage in costly information acquisition. 1987 Journal of Financial Economics. 18 111-126
    Paper not yet in RePEc: Add citation now

  18. Lee, C.M.C. ; Ready, M.J. ; Seguin, P.J. Volume, volatility, and New York Stock Exchange trading halts. 1994 Journal of Finance. 49 183-214

  19. Levy, H. ; Yoder, J.A. The behaviour of option implied standard deviations around merger and acquisition announcements. 1993 The Financial Review. 29 261-272

  20. McAleer, M. ; McKenzie, C.R. When are two step estimators efficient?. 1991 Econometric Reviews. 10 235-252

  21. Oxley, L. ; McAleer, M. Econometric issues in macroeconomic models with generated regressors. 1993 Journal of Economic Surveys. 7 1-40

  22. Pagan, A. Econometric issues in the analysis of regressions with generated regressors. 1984 International Economic Review. 25 221-247

  23. Pagan, A. Two stage and related estimators and their applications. 1986 Review of Economic Studies. 53 517-538

  24. Samuelson, W. ; Rosenthal, L. Price movements as indicators of tender offer success. 1986 Journal of Finance. 41 481-499

  25. Schwert, G.W. Why does stock market volatility change over time?. 1989 Journal of Finance. 54 1115-1151

  26. Shalen, C.T. Volume, volatility, and the dispersion of beliefs. 1993 The Review of Financial Studies. 6 405-434

  27. Smith, B.F. ; White, R. ; Robinson, M. ; Nason, R. Intraday volatility and trading volume after takeover announcements. 1997 Journal of Banking and Finance. 21 337-368
    Paper not yet in RePEc: Add citation now
  28. Tauchen, G.E. ; Pitts, M. The price variability–volume relationship in speculative markets. 1983 Econometrica. 51 485-505
    Paper not yet in RePEc: Add citation now

  29. Wang, J. A model of competitive stock trading volume. 1994 Journal of Political Economy. 102 127-168

  30. Wang, J. A model of intertemporal asset prices under asymmetric information. 1993 Review of Economic Studies. 60 249-282

  31. Zissu, A. Information content of post tender offer movements in the price of target shares. 1989 Economics Letters. 29 253-255

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Long-Run Impact of Information Security Breach Announcements on Investors’ Confidence: The Context of Efficient Market Hypothesis. (2021). Hassan, Rohail ; Lai, Fong-Woon ; Azhar, Syed Emad ; Shad, Muhammad Kashif.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:3:p:1066-:d:484104.

    Full description at Econpapers || Download paper

  2. Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs. (2019). Sogiakas, Vasilios ; Konstantaras, Konstantinos.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2870-7.

    Full description at Econpapers || Download paper

  3. Volatility smiles when information is lagged in prices. (2018). Marcato, Gianluca ; Campani, Carlos Heitor ; Sebehela, Tumellano .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:46:y:2018:i:c:p:151-165.

    Full description at Econpapers || Download paper

  4. GAME OPTIONS. (2017). Sebehela, Tumellano .
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500154.

    Full description at Econpapers || Download paper

  5. The dynamic relation between options trading, short selling, and aggregate stock returns. (2016). Mauck, Nathan ; DeLisle, Jared ; Lee, BongSoo .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0516-2.

    Full description at Econpapers || Download paper

  6. Using options to measure the full value-effect of an event: Application to Obamacare. (2016). Borochin, Paul ; Golec, Joseph.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:1:p:169-193.

    Full description at Econpapers || Download paper

  7. Testing the mixture of distributions hypothesis on target stocks. (2015). Kearney, Colm ; Carroll, Rachael .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:1-14.

    Full description at Econpapers || Download paper

  8. Stock Message Board Recommendations and Share Trading Activity. (2013). Thapa, Kiran .
    In: PhD Thesis.
    RePEc:uts:finphd:3-2013.

    Full description at Econpapers || Download paper

  9. Stock Message Board Recommendations and Share Trading Activity. (2013). Thapa, Kiran .
    In: PhD Thesis.
    RePEc:uts:finphd:10.

    Full description at Econpapers || Download paper

  10. Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-581.

    Full description at Econpapers || Download paper

  11. The dynamic relation between short sellers, option traders, and aggregate returns. (2012). Mauck, Nathan ; DeLisle, Jared.
    In: MPRA Paper.
    RePEc:pra:mprapa:42566.

    Full description at Econpapers || Download paper

  12. Sovereign wealth fund investment and the return-to-risk performance of target firms. (2012). Mauck, Nathan ; Knill, April ; Lee, Bong Soo.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:2:p:315-340.

    Full description at Econpapers || Download paper

  13. Determinants of Takeover Premium in Cash Offers: An Option Pricing Approach. (2010). Sorwar, Ghulam ; Sudarsanam, Sudi.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010:i:5-6:p:687-714.

    Full description at Econpapers || Download paper

  14. Determinants of Takeover Premium in Cash Offers: An Option Pricing Approach. (2010). Sorwar, Ghulam ; Sudarsanam, Sudi.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010-06:i:5-6:p:687-714.

    Full description at Econpapers || Download paper

  15. Markov-switching in target stocks during takeover bids. (2009). Wilfling, Bernd ; Gelman, Sergey.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:5:p:745-758.

    Full description at Econpapers || Download paper

  16. Merger arbitrage and the interaction between target and bidder stocks during takeover bids. (2005). Kearney, Colm ; Hutson, Elaine.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:19:y:2005:i:1:p:1-26.

    Full description at Econpapers || Download paper

  17. Volatility in stocks subject to takeover bids: Australian evidence using daily data. (2001). Kearney, Colm ; Hutson, Elaine.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:3:p:273-296.

    Full description at Econpapers || Download paper

  18. Takeover targets and the probability of bid success: Evidence from the Australian market. (2000). Hutson, Elaine.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:9:y:2000:i:1:p:45-65.

    Full description at Econpapers || Download paper

  19. Wealth creation versus wealth redistributions in pure stock-for-stock mergers. (1998). Nail, Lance ; Maquieira, Carlos ; Maquieira Carlos P., ; Lance, Nail ; Megginson William L., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:48:y:1998:i:1:p:3-33.

    Full description at Econpapers || Download paper

  20. Takeover Bids, Share Prices, and the Expected Value Hypothesis. (1994). Hutson, Elaine.
    In: Working Paper Series.
    RePEc:uts:wpaper:36.

    Full description at Econpapers || Download paper

  21. THE CALL OPTION IMPLICIT IN PROXY CONTESTED FIRMS. (1992). Hancock, G D.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:1:y:1992:i:2:p:53-67.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-19 10:54:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.