Does the Stock Market Expect Upcoming Merger Activity?

Econometrics: Applied Econometric Modeling in Financial Economics - Econometrics of Financial Markets eJournal Pub Date : 2012-08-14 DOI:10.2139/ssrn.2129029

Ulugbek Saidiev

引用次数: 0

Abstract

The study introduces empirical evidence that there are statistically significant relationships between intensity of upcoming aggregate merger activity and the present values of the factors HML and SMB in the Fama-French three-factor model of assets pricing.

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股票市场期待即将到来的并购活动吗?

在Fama-French资产定价三因素模型中，即将到来的总并购活动强度与要素HML和SMB的现值之间存在统计学显著的关系。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Econometrics: Applied Econometric Modeling in Financial Economics - Econometrics of Financial Markets eJournal

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