International mergers and acquisitions: A jump diffusion model application
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DOI: 10.1007/BF02761614
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- Jer-Shiou Chiou & Pei-Shan Wu & Ming-Chih Lee, 2006. "Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process," Applied Financial Economics, Taylor & Francis Journals, vol. 16(17), pages 1309-1316.
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JEL classification:
- G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
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