Targeted Repurchases And Common Stock Returns
Targeted Repurchases And Common Stock Returns
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In our eReader you can find the full English version of the book. Read Targeted Repurchases And Common Stock Returns 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 Targeted Repurchases And Common Stock Returns
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Is the forecasted value and a and 6 are regression estimates. The -35- FOOTNOTES (continued) variance of the forecast error is: ic ^a 9 9 ^ *9 ^ 9 ifr A ^ E(R . - R J = T Var(a) + R Var(6) + To + 2TR Cov(a, 6) J J m m Substituting the value for the variance and covariance of the ordinary least squares coefficients provides Equation A. We are indebted to Craig Ansley for pointing this out.
8. The average abnormal return and the t-statistic can differ in sign because the former assigns uniform we...ights to each observation whereas the latter assigns non-uniform weights (equal to the inverse standard deviation) to each observation.
9. For 13d filings that are not associated with outstanding takeover proposals, Mikkelson and Ruback (1985) report average prediction errors of 2. 88% for target firms and 1. 17% for firms that acquired 5% or more of the target firm.
10. In many cases, we identified the filing date of Schedule 13d, but not the date the 5% ownershp position was attained. Since regulations require a filing of Schedule 13d within ten days after reaching the 5% level, we chose to define the purchase date as ten days before the filing date.
What to read after Targeted Repurchases And Common Stock Returns?
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:
Is the forecasted value and a and 6 are regression estimates. The -35- FOOTNOTES (continued) variance of the forecast error is: ic ^a 9 9 ^ *9 ^ 9 ifr A ^ E(R . - R J = T Var(a) + R Var(6) + To + 2TR Cov(a, 6) J J m m Substituting the value for the variance and covariance of the ordinary least squares coefficients provides Equation A. We are indebted to Craig Ansley for pointing this out.
8. The average abnormal return and the t-statistic can differ in sign because the former assigns uniform we...ights to each observation whereas the latter assigns non-uniform weights (equal to the inverse standard deviation) to each observation.
9. For 13d filings that are not associated with outstanding takeover proposals, Mikkelson and Ruback (1985) report average prediction errors of 2. 88% for target firms and 1. 17% for firms that acquired 5% or more of the target firm.
10. In many cases, we identified the filing date of Schedule 13d, but not the date the 5% ownershp position was attained. Since regulations require a filing of Schedule 13d within ten days after reaching the 5% level, we chose to define the purchase date as ten days before the filing date.
What to read after Targeted Repurchases And Common Stock Returns?
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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