I experience difficulties with the data gathering for this research. This research examines the post performance of the acquiring company after the completion of an M&A deal. Time period (1995-2015).
Want to test if the M&A engaged acquiring companies experience long-term ( 3 year after completion) negative abnormal returns. Method: according Fama & French (1993) 3 factor-model (see attachment). So you have to construct these portfolios according to the Fama & French Method.
Already got all the deals M&A deals from 1995-2015, still have to link it with Datastream.
Also looking for a comparison between North America and Europe. And a analyses of Acquiror performance over time.
Requesting: Linking the data in datastream and perform the needed statistical tests according to Fama & French(SPSS or Stata).
In the attachment you an overview of the method in powerpoint, the article of Fama & French and the data criteria. The datafiles of the M&A deals will be send later, too big for uploading.
ADDITIONAL, MORE DETAILED INFORMATION ABOUT THE PROJECT.
Project: Proof negative effect M&A-engaging acquiring companies on their long-term shareholder value. Period 3 year after completion date (from 1995- 2015), analyzing the abnormal returns.
Method: Fama & French (1993) Three factor model: Rp,t - Rf,t = ap + bp (Rm,t - Rf,t) + spSMBt + hp HMLt + ep,t. Construct portfolios (value weighted and equal weighted) according the method of Fama & French. Already got all the M&A deals from 1995 untill 2015. Struggling with getting the rest of required data. All the deals contain Cusip and Ticker codes. You can find the data restrictions in one of the attachments.
- Obtain the rest of the required data en form the portfolios according to Fama & French
- Perform the statistical analysis (preferably with STATA)
- Test if there is a pattern in time.
- Compare abnormal return of North American acquirers with European
- Perform tests for rubestness and if possible perform alternative test, for example BHAR methodology.
In the data description you find the data criteria, an overwiew of the method (ppt) and the article of Fama & French on which the method is based.
15 freelance font une offre moyenne de €468 pour ce travail
Hello, i have read the details provided..please contact me to discuss more on the project deadline and some other few things
Dear esteemed client, I possess exceptional business analysis skills and experience. I have successfully completed over 2000 related projects and the responses are positively overwhelming as you can see from my review Plus
Hello, Click on the [CHAT] button below so that I can ask a few questions concerning your research project. I have read all the provided instructions, and I am the right person to work on this task. I provide exceptio Plus
Hello, I can help with you in your project Analyze 3 year post-deal performance acquiring company after M&A completion.. I have more than 5 years of experience in Research, Research Writing, SPSS Statistics, Statist Plus
Hello, I can help you out in analyzing 3 year post-deal performance acquiring company after M&A completion on SPSS statistics, I'll make sure to analyze the data thoroughly and ll deliver the accurate data within deadl Plus
My name is Lydia, I'm working on the computer last 15 years. My Top Skills Excel, Microsoft Office,Internet Research.
Hello Dear, I am having 7+ years working experience in research and thesis writing. I provide 100% unique, plagiarism free and copy escape tested work. I have assisted various research scholars, students and other Plus
Hi, I can do this work for you within your timelines. Can we discuss further on project details? Looking forward. Thanks & Regards, JSK
Hello, I am very valuable to have on a writing staff because I have a broad knowledge of the many facets involved in business writings. I have always been very proficient in grammar and spelling, and I have a lot of ex Plus
Hi. Am interested and would like to do your work under the lowest payment within the shortest. Open chat.
Hi! I am very interested in your job. I am a python and C# expert. I can do your project using python language. please discuss your project. I hope for your response. Thanks!