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Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach
16 references·5 citing·35 second hop
Takeover Prediction Models and Portfolio Strategies: A Multinomial Approach (2004)Takeover Prediction Models and Portfolio …The Market for Corporate Control: The Scientific Evidence (2002)The Market for Corporate Cont…Hostility in Takeovers: In the Eyes of the Beholder? (2000)Hostility in Takeovers: In th…Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Improved Methods for Tests of…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…Hostile takeovers and the correction of managerial failure (1996)Hostile takeovers and the cor…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Free Cash Flow and Stockholder Gains in Going Private Transactions (1989)Free Cash Flow and Stockholde…Predicting takeover targets (1986)Predicting takeover targetsAgency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency Costs of Free Cash Flo…Limited-Dependent and Qualitative Variables in Econometrics. (1985)Limited-Dependent and Qualita…An analysis of secured debt (1985)An analysis of secured debtThe market for corporate control (1983)The market for corporate cont…Merger bids, uncertainty, and stockholder returns (1983)Merger bids, uncertainty, and…Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…The relationship between return and market value of common stocks (1981)The relationship between retu…Conditional logit analysis of qualitative choice behavior (1972)Conditional logit analysis of…Firm size, market conditions and takeover likelihood (2019)Firm size, market conditions …On the role of the chief risk officer and the risk committee in insuring financial institutions against litigation (2017)On the role of the chief risk…Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies (2016)Abnormal Returns from Takeove…Takeover prediction using forecast combinations (2013)Takeover prediction using for…Entrepreneurial human capital, complementary assets, and takeover probability (2011)Entrepreneurial human capital…Using daily stock returns (1985)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Capital markets research in accounting (2001)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Do Investors Trade Too Much? (1999)Managerial Decisions and Long‐Term Stock Price Performance (2000)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)The impact of industry shocks on takeover and restructuring activity (1996)Assessing the Probability of Bankruptcy (2004)Determinants of weaknesses in internal control over financial reporting (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Illiquidity and stock returns: cross-section and time-series effects (2002)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Management ownership and market valuation (1988)Agency Theory: An Assessment and Review (1989)A Survey of Corporate Governance (1997)Macroeconomics and Reality (1980)Discrete Choice Methods with Simulation (2001)Econometric Analysis of Cross Section and Panel Data (2001)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Introductory Econometrics for Finance (2008)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)The Relationship Between Firm Size and Firm Growth in the US Manufacturing Sector (1987)Conversation and Cooperation in Social Dilemmas (1995)Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers17,216 cited
  • 1972Conditional logit analysis of qualitative choice behavior14,281 cited
  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1983The market for corporate control4,145 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns1,826 cited
  • 1985Limited-Dependent and Qualitative Variables in Econometrics.1,321 cited
  • 1986Predicting takeover targets1,311 cited
  • 1989Free Cash Flow and Stockholder Gains in Going Private Transactions1,097 cited
  • 1983Merger bids, uncertainty, and stockholder returns922 cited
  • 2000Hostility in Takeovers: In the Eyes of the Beholder?851 cited
  • 2002The Market for Corporate Control: The Scientific Evidence770 cited
  • 1985An analysis of secured debt675 cited
  • 1996

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Hostile takeovers and the correction of managerial failure
444 cited

Cited by

  • 2013Takeover prediction using forecast combinations41 cited
  • 2016Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies39 cited
  • 2011Entrepreneurial human capital, complementary assets, and takeover probability35 cited
  • 2019Firm size, market conditions and takeover likelihood26 cited
  • 2017On the role of the chief risk officer and the risk committee in insuring financial institutions against litigation22 cited