Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies

Danbolt, J., Siganos, A. and Tunyi, A. (2016) Abnormal Returns from Takeover Prediction Modelling: Challenges and Suggested Investment Strategies. Journal of Business Finance & Accounting, 43. pp. 66-97. ISSN 0306-686X

Abstract

Metadata

Authors/Creators:
  • Danbolt, J.
  • Siganos, A.
  • Tunyi, A.
Copyright, Publisher and Additional Information: © 2016 John Wiley & Sons Ltd. This is an author produced version of a paper subsequently published in Journal of Business Finance and Accounting. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Takeover prediction; abnormal returns; portfolio strategies; investment timing; firmsize; rumours
Dates:
  • Published: 14 March 2016
  • Published (online): 20 January 2016
  • Accepted: 13 January 2016
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 24 Nov 2016 14:39
Last Modified: 20 Jan 2018 01:38
Published Version: https://doi.org/10.1111/jbfa.12179
Status: Published
Publisher: Wiley
Refereed: Yes
Identification Number: https://doi.org/10.1111/jbfa.12179

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