An Empirical Analysis of the Interfirm Equity Investment Process
An Empirical Analysis of the Interfirm Equity Investment Process
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In our eReader you can find the full English version of the book. Read An Empirical Analysis of the Interfirm Equity Investment Process Online - link to read the book on full screen. Our eReader also allows you to upload and read Pdf, Txt, ePub and fb2 books. In the Mini eReder on the page below you can quickly view all pages of the book - Read Book An Empirical Analysis of the Interfirm Equity Investment Process
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But the average two-day prediction error for the target firms is -0. 40%, which is not significant at the . 10 level. One possible explanation for the smaller stock price effects is that The Wall Street Journal selectively reports events that tend to have geater valuation consequences. For example, 54 of the unreported filings are by investment companies. Investment banking firms and Insurance companies, which in many cases represent investments that are part of the companies' normal business a...ctivity.
Another potential explanation for the smaller average abnormal return for filings that are not reported in The Wall Street Journal is that information about these filings takes longer to be disseminated. But this explanation is not supported by two pieces of evidence. First, the average abnormal return from the buy date through two days prior to the announcement, which should be unaffected by whether the filing is reported later, is larger for the filings that are reported. For target firms, the abnormal return over this Interval is 4.
What to read after An Empirical Analysis of the Interfirm Equity Investment Process?
You can find similar books in the "Read Also" column, or choose other free books by Wayne H Mikkelson to read onlineMoreLess
To quickly assess the difficulty of the text, read a short excerpt:
But the average two-day prediction error for the target firms is -0. 40%, which is not significant at the . 10 level. One possible explanation for the smaller stock price effects is that The Wall Street Journal selectively reports events that tend to have geater valuation consequences. For example, 54 of the unreported filings are by investment companies. Investment banking firms and Insurance companies, which in many cases represent investments that are part of the companies' normal business a...ctivity.
Another potential explanation for the smaller average abnormal return for filings that are not reported in The Wall Street Journal is that information about these filings takes longer to be disseminated. But this explanation is not supported by two pieces of evidence. First, the average abnormal return from the buy date through two days prior to the announcement, which should be unaffected by whether the filing is reported later, is larger for the filings that are reported. For target firms, the abnormal return over this Interval is 4.
What to read after An Empirical Analysis of the Interfirm Equity Investment Process?
You can find similar books in the "Read Also" column, or choose other free books by Wayne H Mikkelson to read onlineMoreLess
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