SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Waves and persistence in merger and acquisition activity
9 references·4 citing·44 second hop
Waves and persistence in merger and acquisition activity (2001)Waves and persistence in merger and acqui…Gaussian Semiparametric Estimation of Long Range Dependence (1995)Gaussian Semiparametric Estim…The long memory of the forward premium (1994)The long memory of the forwar…TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION (1993)TESTS FOR FRACTIONAL INTEGRAT…Catch a Wave: The Time Series Behavior of Mergers (1993)Catch a Wave: The Time Series…Modeling long-run behavior with the fractional ARIMA model (1992)Modeling long-run behavior wi…Merger waves and the structure of merger and acquisition time-series (1992)Merger waves and the structur…Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Maximum likelihood estimation…Uncertainty and implied variance bounds in long-memory models of the interest rate term structure (1991)Uncertainty and implied varia…An Economic Disturbance Theory of Mergers (1969)An Economic Disturbance Theor…An Analysis of the Inward Cross-Border Mergers and Acquisitions in the U.K.: A Macroeconomic Perspective (2011)An Analysis of the Inward Cro…The Role of the Local Business Environment in Banking Consolidation (2008)The Role of the Local Busines…Mergers and acquisitions waves in the UK: a Markov-switching approach (2008)Mergers and acquisitions wave…Structural breaks and their trace in the memory (2003)Structural breaks and their t…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Are Output Fluctuations Transitory? (1987)How Big Is the Random Walk in GNP? (1988)Some advances in non‐linear and adaptive modelling in time‐series (1994)Long Memory in Inflation Rates: International Evidence (1995)Multifractality in Asset Returns: Theory and Evidence (2002)Industrial Market Structure and Economic Performance. (1971)A Time Series Analysis of Aggregate Merger Activity (1983)A Time-Series Analysis of Mergers and Acquisitions in the U.S. Economy (1988)The causes of mergers: tests based on the gains to acquiring firms' shareholders and the size of premia (2003)Employee Self-Perceived Creativity After Mergers and Acquisitions (2008)What is Project Success: A Literature Review (2009)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)The forward premium anomaly is not as bad as you think (2000)Can one make any crash prediction in finance using the local Hurst exponent idea? (2004)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Industrial market structure and economic performance (1990)Home country macroeconomic factors on outward cross-border mergers and acquisitions: Evidence from the UK (2013)Factors influencing foreign direct investment in South Asian economies (2017)Time Series Analysis: Forecasting and Control (1977)The detection and estimation of long memory in stochastic volatility (1998)Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development (2004)Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements (2005)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean (1994)Long‐term memory in stock market returns: international evidence (2001)Some comments on Hurst exponent and the long memory processes on capital markets (2008)Fractional Differencing (1981)Fractal structure in currency futures price dynamics (1994)Testing for a change of the long-memory parameter (1996)An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (2000)Exact Local Whittle Estimation of Fractional \nIntegration (2002)Social Capital and the Dynamics of Trust in Government (2007)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Sequential horizontal mergers (1998)The Market that Antitrust Built: Public Policy, Private Coercion, and Railroad Acquisitions, 1825 TO 1922 (2000)Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (2010)Strategic momentum: The effects of repetitive, positional, and contextual momentum on merger activity (1992)General Purpose Technologies (2005)A century of corporate takeovers: What have we learned and where do we stand? (2008)
this work references cited by second hop

References

  • 1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
  • 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models1,050 cited
  • 1969An Economic Disturbance Theory of Mergers607 cited
  • 1992Modeling long-run behavior with the fractional ARIMA model352 cited
  • 1994The long memory of the forward premium212 cited
  • 1993TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION142 cited
  • 1993Catch a Wave: The Time Series Behavior of Mergers139 cited
  • 1991Uncertainty and implied variance bounds in long-memory models of the interest rate term structure105 cited
  • 1992Merger waves and the structure of merger and acquisition time-series93 cited

Cited by

  • 2008Mergers and acquisitions waves in the UK: a Markov-switching approach33 cited
  • 2003Structural breaks and their trace in the memory30 cited
  • 2011An Analysis of the Inward Cross-Border Mergers and Acquisitions in the U.K.: A Macroeconomic Perspective28 cited
  • 2008The Role of the Local Business Environment in Banking Consolidation23 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work