Long-term performance of Canadian acquiring firms

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dc.creator Jog, Vijay
dc.creator Dutta, Shantanu
dc.date.accessioned 2013-12-17T20:15:06Z
dc.date.available 2013-12-17T20:15:06Z
dc.date.issued 2006
dc.identifier http://library2.smu.ca/bitstream/handle/01/25404/asb_proceedings_2006.pdf#page=53
dc.identifier.uri http://library2.smu.ca/xmlui/handle/01/25527
dc.description.abstract This study investigates the long-term stock return and operating performances of Canadian acquiring firms in the post event period by using 1300 M&A events between 1993-2002 period. We use both event-time and calendar-time approach to detect long-term abnormal stock return. Consistent with market efficiency hypothesis, we do not find any strong support for long-term abnormal return following an acquisition event. We also do not find any improvement in long-term operating performance once we use matching firm approach. en_CA
dc.description.provenance Submitted by Trish Grelot (trish.grelot@smu.ca) on 2013-12-17T20:15:06Z No. of bitstreams: 0 en
dc.description.provenance Made available in DSpace on 2013-12-17T20:15:06Z (GMT). No. of bitstreams: 0 Previous issue date: 2006 en
dc.language.iso en en_CA
dc.publisher Atlantic Schools of Business en_CA
dc.subject.lcsh Consolidation and merger of corporations -- Canada
dc.subject.lcsh Stocks -- Canada -- Rate of return
dc.subject.lcsh Investment analysis -- Canada
dc.title Long-term performance of Canadian acquiring firms en_CA
dc.type Text en_CA
dcterms.bibliographicCitation Proceedings of the Atlantic Schools of Business 36th annual conference, Mount Allison University, September 29th to October 1st, 2006, pp 53-66
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