Sergey Gelman

University of Muenster - Faculty of Economics

Universitätsstr. 14-16

48143 Munster

Germany

National Research University Higher School of Economics

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

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Scholarly Papers (1)

1.

Switching Volatility in Target Stocks During Takeover Bids

Number of pages: 32 Posted: 13 Feb 2007
Sergey Gelman and Bernd Wilfling
University of Muenster - Faculty of Economics and Westfälische Wilhelms-Universität
Downloads 170 (175,746)

Abstract:

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Takeover bids, stock price dynamics, volatility regime-switching models