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- W7390485 abstract "The market implied volatilities for target stocks during the period between an acquisition announcement and the transaction resolution were examined for differences between samples of successful and failed transactions. By constructing volatility ratios for all cash and pure stock swap transactions, I find that market implied volatilities for successful and failed transactions diverge over time for cash bids but not stock bids." @default.
- W7390485 created "2016-06-24" @default.
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- W7390485 date "2009-01-01" @default.
- W7390485 modified "2023-09-24" @default.
- W7390485 title "Implied Volatilities in Mergers and Acquisitions" @default.
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