Trends and Risks in Mergers and Acquisitions: A Review
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Mingers, John & Yang, Liying, 2017. "Evaluating journal quality: A review of journal citation indicators and ranking in business and management," European Journal of Operational Research, Elsevier, vol. 257(1), pages 323-337.
- Huang, Jingong & Xie, Taojun, 2023. "Technology centrality, bilateral knowledge spillovers and mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 79(C).
- Imperatore, Claudia & Pündrich, Gabriel & Verdi, Rodrigo S. & Yost, Benjamin P., 2024. "Litigation risk and strategic M&A valuations," Journal of Accounting and Economics, Elsevier, vol. 78(1).
- Ranaldo, Angelo & Somogyi, Fabricius, 2021.
"Asymmetric information risk in FX markets,"
Journal of Financial Economics, Elsevier, vol. 140(2), pages 391-411.
- Angelo Ranaldo & Fabricius Somogyi, 2018. "Asymmetric Information Risk in FX Markets," Working Papers on Finance 1820, University of St. Gallen, School of Finance, revised Apr 2020.
- Brendan Daley & Thomas Geelen & Brett Green, 2024. "Due Diligence," Journal of Finance, American Finance Association, vol. 79(3), pages 2115-2161, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Bryce, Cormac & Dowling, Michael & Lucey, Brian, 2020.
"The journal quality perception gap,"
Research Policy, Elsevier, vol. 49(5).
- Cormac Bryce & Michael Dowling & Brian Lucey, 2020. "The journal quality perception gap," Post-Print hal-02567479, HAL.
- Matthew Spiegel, 2023. "For corporate finance to truly advance we need more genuinely testable models," The Financial Review, Eastern Finance Association, vol. 58(4), pages 657-661, November.
- Syrstad, Olav & Viswanath-Natraj, Ganesh, 2022. "Price-setting in the foreign exchange swap market: Evidence from order flow," Journal of Financial Economics, Elsevier, vol. 146(1), pages 119-142.
- Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2024.
"On the solution of games with arbitrary payoffs: An application to an over‐the‐counter financial market,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1877-1895, April.
- Iraklis Kollias & John Leventides & Vassilios G. Papavassiliou, 2022. "On the solution of games with arbitrary payoffs: An application to an over-the-counter financial market," Working Papers 202302, Geary Institute, University College Dublin.
- repec:gla:glaewp:2023-03 is not listed on IDEAS
- Ingomar Krohn & Philippe Mueller & Paul Whelan, 2024.
"Foreign Exchange Fixings and Returns around the Clock,"
Journal of Finance, American Finance Association, vol. 79(1), pages 541-578, February.
- Ingomar Krohn & Philippe Mueller & Paul Whelan, 2021. "Foreign Exchange Fixings and Returns Around the Clock," Staff Working Papers 21-48, Bank of Canada.
- Salim Sazzed, 2021. "Association between the Rankings of Top Bioinformatics and Medical Informatics Journals and the Scholarly Reputations of Chief Editors," Publications, MDPI, vol. 9(3), pages 1-15, September.
- Liu, Min & Guo, Tongji & Ping, Weiying & Luo, Liangqing, 2023. "Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?," Energy Economics, Elsevier, vol. 121(C).
- Wang, Jiang-Pan & Guo, Qiang & Zhou, Lei & Liu, Jian-Guo, 2019. "Dynamic credit allocation for researchers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 208-216.
- Craig Burnside & Mario Cerrato & Zhekai Zhang, 2023. "Foreign exchange order flow as a risk factor," Working Papers 2023_03, Business School - Economics, University of Glasgow.
- Yurij L. Katchanov & Yulia V. Markova, 2017. "The “space of physics journals”: topological structure and the Journal Impact Factor," Scientometrics, Springer;Akadémiai Kiadó, vol. 113(1), pages 313-333, October.
- Wael DAMMAK, 2024. "Assessing Effect of Market Sentiment on Pricing of European Currency Options ‎," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(6), pages 1224-1244, June.
- Currie, Russell R. & Pandher, Gurupdesh S., 2020. "Finance journal rankings: Active scholar assessment revisited," Journal of Banking & Finance, Elsevier, vol. 111(C).
- John Mingers & Jesse R. O’Hanley & Musbaudeen Okunola, 2017. "Using Google Scholar institutional level data to evaluate the quality of university research," Scientometrics, Springer;Akadémiai Kiadó, vol. 113(3), pages 1627-1643, December.
- Saier Su & Fei Zhu & Haibo Zhou, 2022. "A Systematic Literature Review on Ownership and Corporate Social Responsibility in Family Firms," Sustainability, MDPI, vol. 14(13), pages 1-25, June.
- Joseph Gerald Hirschberg & Jeanette Ngaire Lye, 2020.
"Grading Journals In Economics: The Abcs Of The Abdc,"
Journal of Economic Surveys, Wiley Blackwell, vol. 34(4), pages 876-921, September.
- Joe Hirschberg & Jenny Lye, 2018. "Grading Journals in Economics: The ABCs of the ABDC," Department of Economics - Working Papers Series 2041, The University of Melbourne.
- Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2022. "Constrained Dealers and Market Efficiency," VfS Annual Conference 2022 (Basel): Big Data in Economics 264054, Verein für Socialpolitik / German Economic Association.
- Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023.
"The foreign exchange market,"
Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 12, pages 253-275,
Edward Elgar Publishing.
- Alain Chaboud & Dagfinn Rime & Vladyslav Sushko, 2023. "The foreign exchange market," BIS Working Papers 1094, Bank for International Settlements.
- Ur Rehman, Mobeen & Al Rababa'a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Vo, Xuan Vinh, 2022. "Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- Chen, Meiqian & Guo, Zhaoxia & Dong, Yucheng & Chiclana, Francisco & Herrera-Viedma, Enrique, 2021. "Citations optimal growth path: A tool to analyze sensitivity to citations of h-like indexes," Journal of Informetrics, Elsevier, vol. 15(4).
- Olav Syrstad & Ganesh Viswanath-Natraj, 2020. "Price-setting in the foreign exchange swap market: Evidence from order flow," Working Paper 2020/16, Norges Bank.
More about this item
Keywords
financial risk; merger and acquisition; risk management; sustainability; information asymmetry; geopolitical risk; corporate governance; corporate social responsibility;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jrisks:v:12:y:2024:i:9:p:143-:d:1474105. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.