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Intraday volatility and trading volume after takeover announcements
16 references·4 citing·51 second hop
Intraday volatility and trading volume after takeover announcements (1997)Intraday volatility and trading volume af…Time and the Process of Security Price Adjustment (1992)Time and the Process of Secur…An Empirical Analysis of Illegal Insider Trading (1992)An Empirical Analysis of Ille…Trading Volume and Price Reactions to Public Announcements (1991)Trading Volume and Price Reac…Negotiated Block Trades and Corporate Control (1991)Negotiated Block Trades and C…Market reaction to anticipated announcements (1991)Market reaction to anticipate…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Preemptive Bidding and the Role of the Medium of Exchange in Acquisitions (1989)Preemptive Bidding and the Ro…Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Information and Volatility: T…The Market for Corporate Control: The Empirical Evidence Since 1980 (1988)The Market for Corporate Cont…Synergistic gains from corporate acquisitions and their division between the stockholders of target and acquiring firms (1988)Synergistic gains from corpor…Risk aversion, uncertain information, and market efficiency (1988)Risk aversion, uncertain info…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Target abnormal returns associated with acquisition announcements: Payment, acquisition form, and managerial resistance (1987)Target abnormal returns assoc…A Theory for the Choice of Exchange Medium in Mergers and Acquisitions (1987)A Theory for the Choice of Ex…The market for corporate control (1983)The market for corporate cont…The relationship between return and market value of common stocks (1981)The relationship between retu…Purchasing reserves and commodity market timing as takeover motives in the oil and gas industry (2013)Purchasing reserves and commo…Modeling the Intraday Return Volatility Process in the Australian Equity Market: An Examination of the Role of Information Arrival in S&P/ASX 50 Stocks (2009)Modeling the Intraday Return …The effect of mergers on implied volatility of equity options (2006)The effect of mergers on impl…Volatility in stocks subject to takeover bids: Australian evidence using daily data (2001)Volatility in stocks subject …On the Impossibility of Informationally Efficient Markets (1980)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Does board gender diversity improve the informativeness of stock prices? 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(2012)Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation (1980)Large Shareholders and Corporate Control (1986)The Hubris Hypothesis of Corporate Takeovers (1986)Firms, Contracts, and Financial Structure (1995)Firm size and the gains from acquisitions (2004)A review of tax research (2010)Ownership structure and voting on antitakeover amendments (1988)Agency Theory: An Assessment and Review (1989)INSTRUMENTAL STAKEHOLDER THEORY: A SYNTHESIS OF ETHICS AND ECONOMICS (1995)Event Studies in Economics and Finance (1997)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Transactions, Volume, and Volatility (1994)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Theory of rational option pricing (2005)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)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Measuring the Information Content of Stock Trades (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Markets and Hierarchies: Analysis and Antitrust Implications. 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this work references cited by second hop

References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1983The market for corporate control4,145 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1988Synergistic gains from corporate acquisitions and their division between the stockholders of target and acquiring firms1,702 cited
  • 1992Time and the Process of Security Price Adjustment1,225 cited
  • 1988The Market for Corporate Control: The Empirical Evidence Since 19801,120 cited
  • 1991Trading Volume and Price Reactions to Public Announcements1,097 cited
  • 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy1,047 cited
  • 1992An Empirical Analysis of Illegal Insider Trading818 cited
  • 1987A Theory for the Choice of Exchange Medium in Mergers and Acquisitions741 cited
  • 1991Market reaction to anticipated announcements596 cited
  • 1989Preemptive Bidding and the Role of the Medium of Exchange in Acquisitions536 cited
  • 1988Risk aversion, uncertain information, and market efficiency519 cited
  • 1987Target abnormal returns associated with acquisition announcements: Payment, acquisition form, and managerial resistance

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459 cited
  • 1991Negotiated Block Trades and Corporate Control455 cited
  • Cited by

    • 2013Purchasing reserves and commodity market timing as takeover motives in the oil and gas industry29 cited
    • 2001Volatility in stocks subject to takeover bids: Australian evidence using daily data29 cited
    • 2009Modeling the Intraday Return Volatility Process in the Australian Equity Market: An Examination of the Role of Information Arrival in S&P/ASX 50 Stocks19 cited
    • 2006The effect of mergers on implied volatility of equity options18 cited