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21.
Partial Anticipation and the Gains to Bank Merger Targets 总被引:2,自引:0,他引:2
We design an empirical model to determine the prior probability of a bank becoming an acquisition target. We find that the probability of a bank being acquired is higher for banks that are larger, have a lower return on assets, a higher capital level, more non-performing loans, higher runup in price, a lower market-to-book multiple, a higher core deposit ratio, and a higher loan concentration. The probability is also higher since the passage of the Riegle–Neal Act of 1994. We also examine whether the full gains to target banks are conditioned on the probability of being acquired. We find that the gains to target banks in the one-year pre-announcement period are more pronounced for banks that exhibit high-logit probability characteristics. The gains are large and significant in the short-term announcement period, but not significantly related to the logit probabilities among banks. Our results suggest that the share price adjustment for the characteristics that make some banks more appealing targets appears to be completed in the pre-announcement period. Thus, studies that estimate the gains to targets using only the announcement period are underestimating the gains. 相似文献
22.
In 1993, the Basle Committee on Banking Supervision considered whether to incorporate interest rate risk in risk-based capital requirements for international banks. At issue was whether a bank's interest rate risk varies with the country of concern. While the effects of interest rate movements on U.S. banks are well documented, the effects on banks from other countries are not. We find that bank interest rate risk varies among countries, which supports the need to capture interest rate risk differentials in the risk-based capital requirements. We also find that non-U.S. bank values are sensitive not only to domestic interest rates, but to international interest rates as well. 相似文献
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Since foreign high-tech firms exhibit a high level of asymmetric information, there is much investor skepticism surrounding the potential benefits to US firms that acquire them. However, the investor perception may be more favorable when the acquisitions involve more visible targets and advice from investment banks with a strong reputation. Based on a sample of 503 high-tech cross-border acquisitions, bidding-firm shareholders experience positive but statistically insignificant valuation effects overall. However, bidder firms experience positive and significant valuation effects when the foreign high-tech target receives a high level of media attention and when the acquisition is endorsed by a top-tier investment bank. Visibility and credibility enhance the perceived benefits of acquiring foreign targets that have substantial intangible assets and a high level of asymmetric information. 相似文献
27.
Trading halts have their proponents and opponents. Recent literature has examined the benefits of halts, if any, by studying
the consequences of halts on order flow and price volatility. This study complements existing literature by examining the
consequences of trading halts on price discovery. Our results indicate that stock price adjustments surrounding trading halts
are conditioned on the underlying event that caused the halt. The weighted price contributions of all subsamples are concentrated
in the halt period and some subsamples show significant price contribution in the pre-halt period as well. We find minimal
evidence of price discovery continuing after the halt is removed. In addition, cross-sectional analysis shows that price discovery
in the pre-halt and halt periods are more pronounced for larger firms and for firms with specific news events.
相似文献
28.
REIT Characteristics and the Sensitivity of REIT Returns 总被引:2,自引:1,他引:1
Allen Marcus T. Madura Jeff Springer Thomas M. 《The Journal of Real Estate Finance and Economics》2000,21(2):141-152
Previous research on the returns to real estate investment trusts (REITs) has considered whether REITs are systematically exposed to general stock-market risk and interest-rate risk. This study examines how the sensitivity of REIT returns to these factors may be influenced by various REIT characteristics. Using a sample of publicly traded REITs, we estimate the sensitivity of REIT returns to stock market and interest-rate changes. We then propose and implement a model for testing whether differences in asset structure, financial leverage, management strategy, and degree of specialization in the REIT portfolios are related to their sensitivity to interest rate and market risk. Our results permit us to offer some inferences about how REITs can alter their risk exposure by managing these characteristics. 相似文献
29.
William R. McDaniel Jeff Madura Kenneth J. Wiant 《Journal of Economics and Finance》1995,19(3):147-169
The study assesses the stock performance of publicly-traded firms following ESOP formations. The results show that ESOPs contributing common stock elicit a more favorable market response than ESOPs contributing convertible preferred stock. This result is consistent with the argument that the convertible preferred contribution reduces the regularity of the repurchase of common shares in the market. Also, ESOPs intended to defend against takeovers elicited no market reaction while other ESOPs elicited a favorable market response. This result supports the hypothesis that ESOPs intended to prevent takeovers may eliminate external market discipline. The study also assesses the long-term performance of firms following ESOP formations to determine whether some hypothesized effects of ESOPs are realized. Results of the analysis suggest that firms experienced favorable long-term valuation effects following the creation of new ESOPs. However, the expansion of existing ESOPs was not as favorable. Differences in the effect can be attributed to the loss of external discipline when an expanded ESOP leads to an increase in proportional ownership. *** DIRECT SUPPORT *** A00HA012 00006 相似文献
30.
We identify samples of losers and winners by selecting daily stock price returns in excess of 10% (sign ignored) and determine whether these samples over‐ or underreact. We then identify “informed” events, which correspond to announcements in the Wall Street Journal(WSJ), and “uninformed” events, which are not explained in the WSJ. For winners, there is overreaction in response to uninformed events but no overreaction on average in response to informed events. This finding suggests the degree of overreaction to new information depends on whether the cause of the extreme stock price change is publicly released. 相似文献