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Institutional trading around MA announcements
Journal article   Peer reviewed

Institutional trading around MA announcements

Eliezer M. Fich, Viktoriya Lantushenko and Clemens Sialm
Financial management, v 53(4), pp 643-680
22 Dec 2024

Abstract

Business & Economics Business, Finance Social Sciences
We contrast the investment strategies of hedge funds and mutual funds around mergers and acquisitions (M&A). We find that hedge funds, on average, increase their holdings of soon-to-be takeover targets by 7.5% during the quarter before M&A announcements. Conversely, mutual funds, on average, reduce their equity holdings in impending targets by 3.0% over the same time period. The reduction in M&A holdings by mutual funds is less pronounced for more actively managed funds. Our results suggest that hedge funds enjoy superior access to private information or possess superior ability to process public information related to M&A transactions.

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