£43.99

Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften Financial Return Risk and the Effect on Shareholder Wealth: How M&A Announcements and Banking Crisis Events Affect Stock Mean Returns and Stock Return ... 9 (Corporate Finance and Governance)

Price data last checked 63 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£44 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 28 days · 28 data points (no recent data)

Historical
Generating forecast…
£45.77 £43.81 £44.24 £44.67 £45.09 £45.52 £45.95 10 June 2026 16 June 2026 23 June 2026 30 June 2026 07 July 2026

Price Distribution

Price distribution over 28 days • 2 price levels

Days at Price
Current Price
1 day · current 27 days 0 7 14 20 27 £44 £46 Days at Price

Price Analysis

Most common price: £46 (27 days, 96.4%)

Price range: £44 - £46

Price levels: 2 different prices over 28 days

Description

This dissertation comprises five studies analyzing daily stock returns of listed firms. Studies one and two shed light on corporate diversification through M&A and how related risk dynamics affect shareholder wealth. Carrying over the risk analysis methodology ‘GARCH’ to external events in studies three and four, the author individually scrutinizes the adverse implications of bank failures and bailouts in the 2007-2009 financial crisis. Finding opposing return shocks, he identifies the limits of the ‘symmetric’ GARCH. As observed of the behavior of stock return data, volatility reacts asymmetrically to positive and negative return shocks. The advanced EGARCH incorporates this so called ‘leverage effect’. Applying the EGARCH in his final study, the author can simultaneously scrutinize the adverse bank events with an appropriate econometric foundation.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
06 September 2012
Listed Since
17 September 2012

Barcode

No barcode data available

Similar Products You Might Like

Portfolio Risk Analysis
95% match

Portfolio Risk Analysis

Princeton University Press

£95.18 14 Jul 2026
Equity Markets in India: Returns, Risk and Price Multiples (India Studies in Business and Economics)
94% match

Equity Markets in India: Returns, Risk and Price Multiples (India Studies in Business and Economics)

Springer

£71.08 06 Jul 2026
Kapitalmarktforschung und Bankmanagement: Impulse für eine anwendungsorientierte Forschung
94% match

Kapitalmarktforschung und Bankmanagement: Impulse für eine anwendungsorientierte Forschung

Springer

£57.73 08 Jul 2026
Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)
94% match

Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)

Springer

£81.54 06 Jul 2026
Forecasting Volatility in the Financial Markets
94% match

Forecasting Volatility in the Financial Markets

Butterworth-Heinemann

£71.00 05 Jul 2026
Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis (Contributions to Economics)
94% match

Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis (Contributions to Economics)

Physica

£108.92 13 Jul 2026
Quantitative Corporate Finance
94% match

Quantitative Corporate Finance

Springer

£48.29 07 Jul 2026
Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)
94% match

Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (Kobe University Monograph Series in Social Science Research)

Springer

£84.31 04 Jul 2026
Quantitative Corporate Finance
94% match

Quantitative Corporate Finance

Springer

£110.98 13 Jul 2026
Beyond Value at Risk: The New Science of Risk Management: 95 (Frontiers in Finance Series)
94% match

Beyond Value at Risk: The New Science of Risk Management: 95 (Frontiers in Finance Series)

Wiley

£51.56 04 Jul 2026
Statistical Properties in Firms’ Large-scale Data: 26 (Evolutionary Economics and Social Complexity Science, 26)
94% match

Statistical Properties in Firms’ Large-scale Data: 26 (Evolutionary Economics and Social Complexity Science, 26)

Springer

£80.44 08 Jul 2026
Stochastic Volatility and Realized Stochastic Volatility Models (SpringerBriefs in Statistics)
94% match

Stochastic Volatility and Realized Stochastic Volatility Models (SpringerBriefs in Statistics)

Springer

£40.79 08 Jul 2026
Research in Finance: 24
94% match

Research in Finance: 24

Jai Press Inc.

£60.30 09 Jul 2026
Aktienrückkäufe in Deutschland: Renditeeffekte und tatsächliche Volumina (Empirische Finanzmarktforschung/Empirical Finance)
94% match

Aktienrückkäufe in Deutschland: Renditeeffekte und tatsächliche Volumina (Empirische Finanzmarktforschung/Empirical Finance)

Deutscher Universitätsverlag

£54.62 10 Jul 2026
Irrational Exuberance Reconsidered: The Cross Section of Stock Returns (Springer Finance)
94% match

Irrational Exuberance Reconsidered: The Cross Section of Stock Returns (Springer Finance)

Springer

£74.84 06 Jul 2026
The most reliable approach to measure Value at Risk adjusted for market liquidity
94% match

The most reliable approach to measure Value at Risk adjusted for market liquidity

GRIN Verlag

£55.90 04 Jul 2026
Advances in Financial Planning and Forecasting: Vol 10
94% match

Advances in Financial Planning and Forecasting: Vol 10

Jai Press Inc.

£100.99 15 Jul 2026
Research in Finance: 20
94% match

Research in Finance: 20

Jai Press Inc.

£82.05 05 Jul 2026
Portfolio Theory and Risk Management (Mastering Mathematical Finance)
94% match

Portfolio Theory and Risk Management (Mastering Mathematical Finance)

Cambridge University Press

£73.19 13 Jul 2026
Shareholder Protection Reconsidered: Derivative Action in the UK, Germany and Greece (Routledge Research in Corporate Law)
94% match

Shareholder Protection Reconsidered: Derivative Action in the UK, Germany and Greece (Routledge Research in Corporate Law)

Routledge

£137.98 15 Jul 2026
Wall Street Research: Past, Present, and Future
94% match

Wall Street Research: Past, Present, and Future

Stanford University Press

£39.10 15 Jul 2026