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    题名: Common wave behavior for mergers and acquisitions in OECD countries? a unique analysis using new Markov switching panel model approach
    作者: Shen, Chung-Hua;Hsieh, Meng-Fen;Lee, Chien-Chiang
    沈中華
    贡献者: 金融系
    关键词: Markov Switching;Markov Switching Model;Merger and Acquisition;Oecd Countries;Panel Data;Panel Model
    日期: 2008
    上传时间: 2015-03-23 18:06:35 (UTC+8)
    摘要: This paper investigates whether or not there is co-waved merger and acquisition (M&A) activity in 26 OECD countries. We apply the Markov Switching model to panel data (MSP hereafter), an approach which has not previously been attempted. Two distinct regimes are recognized in emerge from M&A data: the wave merger regime and normal merger regime. Our MSP captures the co-wave pattern of the sample countries and has a much better fit than either the univariate Markov Switching model or the conventional linear panel model.
    關聯: Economics Bulletin, 7(8), 1-12
    数据类型: article
    显示于类别:[金融學系] 期刊論文

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