On the relationship between aggregate merger activity and the stock market: some further empirical evidence

DOI10.1016/S0165-1765(97)83486-6zbMath0897.90061MaRDI QIDQ1391632

Roger Clarke, Christos Ioannidis

Publication date: 22 July 1998

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Granger causalitymergersstock prices

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Dynamics of mergers, bifurcation and chaos: A new framework

Cites Work

• Testing for a unit root in time series regression
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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