شما هنوز به سایت وارد نشده اید.
یکشنبه 04 آذر 1403
ورود به سایت
آمار سایت
بازدید امروز: 20,221
بازدید دیروز: 26,897
بازدید کل: 157,701,121
کاربران عضو: 1
کاربران مهمان: 74
کاربران حاضر: 75
Market reaction to the merger announcements of US banks: A non-parametric X-efficiency framework
Abstract:

This paper investigates the short-term market reaction of nine profitefficiency, pre-classified merger deals of US banks over the time period from 1992 to 2003. The findings show that mergers combining low efficiency acquirers and targets create significant market returns following the merger event, whilemergers combining the least efficient acquirers with moderately efficient targets diminish the acquirer's wealthmore than any other type ofmerger. Furthermore, findings show that acquirers generally lose about 2.5% of theirwealth upon themerger announcement while targets experience, on average, significant market returns of 15.5% following the merger announcement. The findings of the cross sectional analysis show that the CARs of acquirers are positively related to their technical efficiency and geographic diversification, while targets' CARs are negatively related to both target size and revenue efficiency.

Keywords: Market reaction Bank mergers X-efficiency Data envelopment analysis
Author(s): .
Source: Global Finance Journal 23 (2012) 167–183
Subject: مدیریت مالی
Category: مقاله مجله
Release Date: 2012
No of Pages: 17
Price(Tomans): 0
بر اساس شرایط و ضوابط ارسال مقاله در سایت مدیر، این مطلب توسط یکی از نویسندگان ارسال گردیده است. در صورت مشاهده هرگونه تخلف، با تکمیل فرم گزارش تخلف حقوق مؤلفین مراتب را جهت پیگیری اطلاع دهید.