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Institutional Trading Around M&A Announcements / Eliezer Fich, Viktoriya Lantushenko, Clemens Sialm.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Fich, Eliezer.
Contributor:
National Bureau of Economic Research.
Lantushenko, Viktoriya.
Sialm, Clemens.
Series:
Working Paper Series (National Bureau of Economic Research) no. w25814.
NBER working paper series no. w25814
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2019.
Summary:
Takeover targets often experience substantial share price appreciations around public announcements of mergers and acquisitions. We analyze hedge fund and mutual fund holdings around takeover announcements to assess the differences in investment strategies across institutions. Our results indicate that hedge funds in the aggregate increase their holdings of soon-to-be takeover targets by 7.2% during the quarter prior to the public announcement. Conversely, mutual funds reduce their equity holdings in impending targets by 3.0% during the quarter before M&A announcements and therefore potentially forgo profitable investment opportunities.
Notes:
Print version record
May 2019.

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