Business, Management and Accounting
4 years ago

Merger arbitrage spreads unaffected by market liquidity events.

1 view
Journal of Corporate Finance
Are performance based arbitrage effects detectable? Evidence from merger arbitrage
Micah S. Officer

Paper Summary

The study looked at how losses affect the prices of securities in the merger arbitrage market. They found that these prices don't move together or change much when there are big losses or changes in deals.

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