Logo image
Stock Prices and Merger Movements: Interactive Relations
Journal article   Peer reviewed

Stock Prices and Merger Movements: Interactive Relations

John Clark, Alok Chakrabarti and Thomas Chiang
Weltwirtschaftliches Archiv, v 124(2)
01 Jan 1988

Abstract

Capital Markets Empirical Studies, Including Regulation Market Structure: Industrial Organization and Corporate Strategy Northern America U.S
This paper examines the relationship between merger movements and macroeconomic variables. By conducting causality tests of U.S. data for the period 1919-79, the evidence shows that the merger activity and stock prices are interacting in the contemporaneous period and display no lead and lag relationship. The time series analysis indicates that the merger series follows an AR (2) process, rejecting the random walk hypothesis.

Metrics

10 Record Views
5 citations in Scopus

Details

UN Sustainable Development Goals (SDGs)

This publication has contributed to the advancement of the following goals:

#8 Decent Work and Economic Growth

InCites Highlights

Data related to this publication, from InCites Benchmarking & Analytics tool:

Web of Science research areas
Economics
International Relations
Logo image