Forecasting model with asymmetric market response and its application to pricing of consumer package goods

2005 ◽  
Vol 21 (6) ◽  
pp. 541-560 ◽  
Author(s):  
Nobuhiko Terui ◽  
Yuuki Imano
Keyword(s):  
Forecasting Model ◽  
Market Response ◽  
Consumer Package

The Determinants of Merger Withdrawals’ Abnormal Returns in The Australian Market

2015 ◽  
pp. 89-110 ◽  
Author(s):  
Thuy Nguyen Thu ◽  
Giang Dao Thi Thu ◽  
Hoang Truong Huy
Keyword(s):  
Financial Crisis ◽  
Event Study ◽  
Abnormal Returns ◽  
Market Response ◽  
Crisis Period ◽  
Valuation Effects ◽  
Event Study Method ◽  
Private And Public ◽  
Method Of Payment ◽  
The Impact

This paper examines the abnormal returns in merger withdrawals in Australia, especially distinguishing the market response between private and public targets. We also study the determinants of those abnormal returns, including the method of payment and the impact of financial crisis periods. Using the event study method, we document that in the Australian context, the announced withdrawal of mergers involving private targets creates significantly negative valuation effects in comparison with the valuation effects in withdrawal of mergers involving public targets. We also find that a financial crisis period strongly affects abnormal returns of merger withdrawals. However, the method of payment does not have any impact on the abnormal returns.

Modeling Market Response: Trends and Developments

Marketing ZFP ◽  
2010 ◽  
Vol 32 (JRM 1) ◽  
pp. 71-80
Author(s):  
Peter Leeflang ◽  
Auke Hunnemann
Keyword(s):  
Market Response

Support System for Trading in Exchange Market by Distributional Forecasting Model

Informatica ◽  
2019 ◽  
Vol 30 (1) ◽  
pp. 73-90
Author(s):  
Algirdas MAKNICKAS ◽  
Nijole MAKNICKIENE
Keyword(s):  
Support System ◽  
Forecasting Model ◽  
Exchange Market
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