1. Option‐Implied Ambiguity and Equity Return Predictability. (2024). Chen, Yiyao ; Liu, Yanchu ; Sun, Xianming.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1556-1577.

   Full description at Econpapers || Download paper

References contributed by 972386_502353612431840

1. Ahern, K. R., & Harford, J. (2014). The importance of industry links in merger waves. The Journal of Finance, 69(2), 527–576. Ahn, J. J., Kim, D. H., Oh, K. J., & Kim, T. Y. (2012). Applying option Greeks to directional forecasting of implied volatility in the options market: An intelligent approach. Expert Systems with Applications, 39(10), 9315–9322.

2. Alcock, J., & Carmichael, T. (2008). Nonparametric American option pricing. Journal of Futures Markets, 28(8), 717–748.

3. Ali, U., & Hirshleifer, D. (2020). Shared analyst coverage: Unifying momentum spillover effects. Journal of Financial Economics, 136(3), 649–675.

4. Andreou, P. C., Charalambous, C., & Martzoukos, S. H. (2008). Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters. European Journal of Operational Research, 185(3), 1415–1433.

5. Andreou, P. C., Charalambous, C., & Martzoukos, S. H. (2014). Assessing the performance of symmetric and asymmetric implied volatility functions. Review of Quantitative Finance & Accounting, 42, 373–397.

6. Antón, M., & Polk, C. (2014). Connected stocks. The Journal of Finance, 69(3), 1099–1127.
   Paper not yet in RePEc: Add citation now
   
7. Audrino, F., & Colangelo, D. (2011). Option strategies based on semi-parametric implied volatility surface prediction. The Journal of Investment Strategies, 1(1), 3–41.
   Paper not yet in RePEc: Add citation now
   

8. Bakshi, G. S., & Chen, Z. (1997). An alternative valuation model for contingent claims. Journal of Financial Economics, 44(1), 123–165.

9. Bali, T. G., Beckmeyer, H., Moerke, M., & Weigert, F. (2021). Option return predictability with machine learning and big data [Georgetown McDonough School of Business Research Paper, 3895984].

10. Bates, D. S. (1996). Jumps and stochastic volatility: Exchange rate processes implicit in deutsche mark options. Review of Financial Studies, 9(1), 69–107.

11. Bilson, J. F. O., Kang, S. B., & Luo, H. (2015). The term structure of implied dividend yields and expected returns. Economics Letters, 128, 9–13.

12. Black, F., & Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy, 81(3), 637–654.

13. Chen, Y., Wei, Z., & Huang, X. (2018). Incorporating corporation relationship via graph convolutional neural networks for stock price prediction. In Proceedings of the 27th ACM International Conference on Information & Knowledge Management (pp. 1655–1658).
    Paper not yet in RePEc: Add citation now
    
14. Cheng, R., & Li, Q. (2021). Modeling the momentum spillover effect for stock prediction via attribute-driven graph attention networks. In Proceedings of the AAAI Conference on Artificial Intelligence (Vol. 35, No. 1, pp. 55–62).
    Paper not yet in RePEc: Add citation now
    

15. Chi, Y., Hao, W., & Zhang, Y. (2022). Volatility model applications in China's SSE50 options market. Journal of Futures Markets, 42(9), 1704–1720.

16. Cohen, L., & Frazzini, A. (2008). Economic links and predictable returns. The Journal of Finance, 63(4), 1977–2011.

17. Diebold, F. X., & Mariano, R. S. (2002). Comparing predictive accuracy. Journal of Business & Economic Statistics, 20(1), 134–144.

18. Fan, G. Z., Pu, M., Sing, T. F., & Zhang, X. (2022). Risk aversion and urban land development options. Real Estate Economics, 50(3), 767–788.

19. Fang, M., & Taylor, S. (2021). A machine learning based asset pricing factor model comparison on anomaly portfolios. Economics Letters, 204, 109919.
    Paper not yet in RePEc: Add citation now
    

20. Feng, F., He, X., Wang, X., Luo, C., Liu, Y., & Chua, T. S. (2019). Temporal relational ranking for stock prediction. ACM Transactions on Information Systems, 37(2), 1–30.

21. Ferguson, R., & Green, A. (2018). Deeply learning derivatives. arXiv preprint arXiv:1809.02233. http://arxiv.org/abs/1809.02233.
    Paper not yet in RePEc: Add citation now
    
22. Ge, M., Zhou, S., Luo, S., & Tian, B. (2021). 3D Tensor-based deep learning models for predicting option price. In 2021 International Conference on Information Science & Communications Technologies (ICISCT) (pp. 1–6). IEEE.
    Paper not yet in RePEc: Add citation now
    

23. Gregoriou, A., Healy, J., & Ioannidis, C. (2007). Hedging under the influence of transaction costs: An empirical investigation on FTSE 100 index options. Journal of Futures Markets, 27(5), 471–494.

24. Gu, S., Kelly, B., & Xiu, D. (2020). Empirical asset pricing via machine learning. The Review of Financial Studies, 33(5), 2223–2273.

25. Healy, J., Dixon, M., Read, B., & Cai, F. F. (2002). A data-centric approach to understanding the pricing of financial options. The European Physical Journal B—Condensed Matter & Complex Systems, 27, 219–227.
    Paper not yet in RePEc: Add citation now
    

26. Heston, S. L. (1993). A closed-form solution for options with stochastic volatility with applications to bond and currency options. Review of Financial Studies, 6(2), 327–343.

27. Huang, J., Xing, R., & Li, Q. (2022). Asset pricing via deep graph learning to incorporate heterogeneous predictors. International Journal of Intelligent Systems, 37(11), 8462–8489.
    Paper not yet in RePEc: Add citation now
    

28. Hutchinson, J. M., Lo, A. W., & Poggio, T. (1994). A nonparametric approach to pricing and hedging derivative securities via learning networks. The Journal of Finance, 49(3), 851–889.

29. Janková, Z. (2018). Drawbacks and limitations of Black–Scholes model for options pricing. Journal of Financial Studies & Research, 2018, 1–7.
    Paper not yet in RePEc: Add citation now
    

30. Lee, C. M. C., Sun, S. T., Wang, R., & Zhang, R. (2019). Technological links and predictable returns. Journal of Financial Economics, 132(3), 76–96.

31. Li, L., Arab, A., Liu, J., Liu, J., & Han, Z. (2019). Bitcoin options pricing using LSTM-based prediction model and blockchain statistics. In 2019 IEEE International Conference on Blockchain (Blockchain) (pp. 67–74). IEEE.
    Paper not yet in RePEc: Add citation now
    
32. Li, Q., Chen, Y., Wang, J., Chen, Y., & Chen, H. (2017). Web media and stock markets: A survey and future directions from a big data perspective. IEEE Transactions on Knowledge & Data Engineering, 30(2), 381–399.
    Paper not yet in RePEc: Add citation now
    
33. Liang, L., & Cai, X. (2022). Time-sequencing European options and pricing with deep learning—Analyzing based on interpretable ALE method. Expert Systems with Applications, 187, 115951.
    Paper not yet in RePEc: Add citation now
    

34. Liu, X., Cao, Y., Ma, C., & Shen, L. (2019). Wavelet-based option pricing: An empirical study. European Journal of Operational Research, 272(3), 1132–1142.

35. Medvedev, N., & Wang, Z. (2022). Multistep forecast of the implied volatility surface using deep learning. Journal of Futures Markets, 42(4), 645–667.

36. Menzly, L., & Ozbas, O. (2010). Market segmentation and cross-predictability of returns. The Journal of Finance, 65(4), 1555–1580.

37. Merton, R. C. (1973). Theory of rational option pricing. The Bell Journal of Economics & Management Science, 4(1), 141–183.

38. Merton, R. C. (1976). Option pricing when underlying stock returns are discontinuous. Journal of Financial Economics, 3(1–2), 125–144.

39. Monteiro, A. M., & Santos, A. A. F. (2022). Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems. Journal of Futures Markets, 42(1), 152–171.

40. Montesdeoca, L., & Niranjan, M. (2016). Extending the feature set of a data-driven artificial neural network model of pricing financial options. In 2016 IEEE Symposium Series on Computational Intelligence (SSCI) (pp. 1–6). IEEE.
    Paper not yet in RePEc: Add citation now
    

41. Moskowitz, T. J., & Grinblatt, M. (1999). Do industries explain momentum? The Journal of Finance, 54(4), 1249–1290.

42. Park, H., & Lee, J. (2012). Forecasting nonnegative option price distributions using Bayesian kernel methods. Expert Systems with Applications, 39(18), 13243–13252.
    Paper not yet in RePEc: Add citation now
    
43. Park, H., Kim, N., & Lee, J. (2014). Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 index options. Expert Systems with Applications, 41(11), 5227–5237.
    Paper not yet in RePEc: Add citation now
    
44. Parsons, C. A., Sabbatucci, R., & Titman, S. (2020). Geographic lead–lag effects. The Review of Financial Studies, 33(10), 4721–4770.
    Paper not yet in RePEc: Add citation now
    

45. Patel, V., Putniņš, T. J., Michayluk, D., & Foley, S. (2020). Price discovery in stock and options markets. Journal of Financial Markets, 47, 100524.

46. Ruf, J., & Wang, W. (2019). Neural networks for option pricing and hedging: A literature review. arXiv preprint arXiv:1911.05620. http://arxiv.org/abs/1911.05620.
    Paper not yet in RePEc: Add citation now
    
47. Singh, S., & Dixit, A. (2016). Performance of the Heston's stochastic volatility model: a study in Indian index options market. Theoretical Economics Letters, 6(2), 151–165.
    Paper not yet in RePEc: Add citation now
    
48. Souder, D., & Bromiley, P. (2017). Timing for dollars: How option exercisability influences resource allocation. Journal of Management, 43(8), 2555–2579.
    Paper not yet in RePEc: Add citation now
    

49. Wei, X., Xie, Z., Cheng, R., Zhang, D., & Li, Q. (2021). An intelligent learning and ensembling framework for predicting option prices. Emerging Markets Finance & Trade, 57(15), 4237–4260.

50. Wysocki, M., & Ślepaczuk, R. (2021). Artificial neural networks performance in WIG20 index options pricing. Entropy, 24(1), 35.
    Paper not yet in RePEc: Add citation now
    

51. Xing, R., Li, Q., Zhao, J., & Xu, X. (2021). Media-based corporate network and its effects on stock market. Emerging Markets Finance & Trade, 57(15), 4211–4236.

52. Yang, Y. H., & Shao, Y. H. (2020). Time-dependent lead–lag relationships between the VIX and VIX futures markets. The North American Journal of Economics & Finance, 53, 101196.

53. Yao, J., Li, Y., & Tan, C. L. (2000). Option price forecasting using neural networks. Omega, 28(4), 455–466.

54. Zang, H., Liu, L., Sun, L., Cheng, L., Wei, Z., & Sun, G. (2020). Short-term global horizontal irradiance forecasting based on a hybrid CNN–LSTM model with spatiotemporal correlations. Renewable Energy, 160, 26–41.
    Paper not yet in RePEc: Add citation now
    
55. Zhao, K., Zhang, J., & Liu, Q. (2022). Dual-hybrid modeling for option pricing of CSI 300ETF. Information, 13(1), 36.
    Paper not yet in RePEc: Add citation now
    
56. Zhao, K., Zhang, J., & Liu, Q. (2022). Dual‐hybrid modeling for option pricing of CSI 300ETF. Information, 13(1), 36.
    Paper not yet in RePEc: Add citation now
    

1. Customer Concentration and Corporate Real Estate Holdings. (2022). Zhang, Shiyi ; Liu, Shiang ; Qiu, Mingming.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:65:y:2022:i:3:d:10.1007_s11146-020-09817-x.

   Full description at Econpapers || Download paper

2. Reliance on major customers and product market competition. (2021). Larkin, Yelena.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:38:y:2021:i:c:s154461231930474x.

   Full description at Econpapers || Download paper

3. Equilibrium asset pricing in directed networks. (2020). Schlag, Christian ; Meinerding, Christoph ; Konermann, Patrick ; Branger, Nicole.
   In: SAFE Working Paper Series.
   RePEc:zbw:safewp:74.

   Full description at Econpapers || Download paper

4. Customer Concentration, Economic Policy Uncertainty and Enterprise Sustainable Innovation. (2020). Zuo, Yimeng ; Zhong, Tingyong ; Lee, Jeoung Yul ; Sun, Fangcheng.
   In: Sustainability.
   RePEc:gam:jsusta:v:12:y:2020:i:4:p:1392-:d:320249.

   Full description at Econpapers || Download paper

5. Business-linkage volatility spillovers between US industries. (2020). Mateut, Simona ; Chevapatrakul, Thanaset ; Diep, Linh Xuan.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302730.

   Full description at Econpapers || Download paper

6. Skill, syndication, and performance: Evidence from leveraged buyouts. (2020). Stanfield, Jared.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:65:y:2020:i:c:s0929119917305916.

   Full description at Econpapers || Download paper

7. The value of CEOs supply chain experience: Evidence from mergers and acquisitions. (2020). Nguyen, TU ; Fich, Eliezer M.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918303262.

   Full description at Econpapers || Download paper

8. Using voting decisions to identify shocks in the financial services industry. (2019). Vizcaíno-González, Marcos ; Ribeiro-Navarrete, Samuel ; Vizcaino-Gonzalez, Marcos ; Pineiro-Chousa, Juan.
   In: Service Business.
   RePEc:spr:svcbiz:v:13:y:2019:i:2:d:10.1007_s11628-018-00389-8.

   Full description at Econpapers || Download paper

9. The effect of major customer concentration on firm profitability: competitive or collaborative?. (2019). Hui, Kai Wai ; Yeung, Eric P ; Liang, Chuchu.
   In: Review of Accounting Studies.
   RePEc:spr:reaccs:v:24:y:2019:i:1:d:10.1007_s11142-018-9469-8.

   Full description at Econpapers || Download paper

10. Network Data. (2019). Graham, Bryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26577.

    Full description at Econpapers || Download paper

11. Toward a complete definition of relatedness in merger and acquisition transactions. (2019). Alhenawi, Yasser ; Stilwell, Martha L.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0752-3.

    Full description at Econpapers || Download paper

12. Network origins of portfolio risk. (2019). Zareei, Abalfazl.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302389.

    Full description at Econpapers || Download paper

13. Inefficient mergers. (2019). Larkin, Yelena ; Lyandres, Evgeny.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302237.

    Full description at Econpapers || Download paper

14. Network Data. (2019). Graham, Bryan.
    In: Papers.
    RePEc:arx:papers:1912.06346.

    Full description at Econpapers || Download paper

15. Local peer effects and corporate investment. (2018). Bao, Yangming ; Goetz, Martin.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:220.

    Full description at Econpapers || Download paper

16. Multi-Business Firms, Knowledge Flows and Intra-Network Open Innovations. (2018). Villasalero, Manuel.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:9:y:2018:i:1:d:10.1007_s13132-015-0330-z.

    Full description at Econpapers || Download paper

17. Do telecom carrier takeovers create value? Longitudinal analysis of U.S. telecom carrier takeovers from 1996 to 2005. (2018). Yang, Shuying ; Kim, Seongcheol ; Ho, Min.
    In: Telecommunications Policy.
    RePEc:eee:telpol:v:42:y:2018:i:5:p:395-408.

    Full description at Econpapers || Download paper

18. Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213.

    Full description at Econpapers || Download paper

19. Does policy uncertainty affect mergers and acquisitions?. (2018). Gulen, Huseyin ; Ion, Mihai ; Bonaime, Alice.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:3:p:531-558.

    Full description at Econpapers || Download paper

20. Industry networks and IPO waves. (2018). Baxamusa, Mufaddal ; Jalal, Abu.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:129-146.

    Full description at Econpapers || Download paper

21. Asymmetric volatility spillovers between crude oil and international financial markets. (2018). Wang, Xunxiao ; Wu, Chongfeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:592-604.

    Full description at Econpapers || Download paper

22. CEO educational background and acquisition targets selection. (2018). Wang, YE ; Yin, Sirui.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:52:y:2018:i:c:p:238-259.

    Full description at Econpapers || Download paper

23. Asset specificity and firm value: Evidence from mergers. (2018). Ho, Joon.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:48:y:2018:i:c:p:375-412.

    Full description at Econpapers || Download paper

24. Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions. (2018). Brooks, Chris ; Chen, Zhong ; Zeng, Yeqin.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:48:y:2018:i:c:p:187-216.

    Full description at Econpapers || Download paper

25. Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach. (2017). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:201729.

    Full description at Econpapers || Download paper

26. Stock-financed M&As of newly listed firms. (2017). Vismara, Silvio ; Signori, Andrea.
    In: Small Business Economics.
    RePEc:kap:sbusec:v:48:y:2017:i:1:d:10.1007_s11187-016-9767-0.

    Full description at Econpapers || Download paper

27. Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes. (2017). Yang, Zihui ; Zhou, Yinggang.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:2:p:333-354.

    Full description at Econpapers || Download paper

28. Firm Networks and Asset Returns. (2017). Ramirez, Carlos.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-14.

    Full description at Econpapers || Download paper

29. Inter-firm linkages and M&A returns. (2017). Sah, Nilesh B ; Krolikowski, Marcin W ; Malm, James ; Adhikari, Hari P.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:63:y:2017:i:c:p:135-146.

    Full description at Econpapers || Download paper

30. Customer concentration and loan contract terms. (2017). Campello, Murillo ; Gao, Janet.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:123:y:2017:i:1:p:108-136.

    Full description at Econpapers || Download paper

31. Business-Linkage Volatility Spillover between US Industries. (2016). Mateut, Simona ; Chevapatrakul, Thanaset ; Diep, Linh Xuan.
    In: Discussion Papers.
    RePEc:not:notcfc:16/05.

    Full description at Econpapers || Download paper

32. Mergers and acquisitions by Chinese firms: A review and comparison with other mergers and acquisitions research in the leading journals. (2016). Zhu, QI.
    In: Asia Pacific Journal of Management.
    RePEc:kap:asiapa:v:33:y:2016:i:4:d:10.1007_s10490-016-9465-0.

    Full description at Econpapers || Download paper

33. The Determinants of Bank Mergers: A Revealed Preference Analysis. (2016). Hortacsu, Ali ; Akkus, Oktay ; Cookson, Anthony J ; Hortasu, Ali.
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:8:p:2241-2258.

    Full description at Econpapers || Download paper

34. Network externalities in mutual funds. (2016). Blocher, Jesse.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:30:y:2016:i:c:p:1-26.

    Full description at Econpapers || Download paper

35. Busted! Now What? Effects of Cartel Enforcement on Firm Value and Corporate Policies. (2016). Zaldokas, Alminas ; Massa, Massimo ; Dong, Ailin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11470.

    Full description at Econpapers || Download paper

36. COMPARISON OF PREMIUMS OF CHINESE AND EUROPEAN COMPANIES IN MERGERS AND ACQUISITIONS IN EUROPE. (2015). Nemunaityta, Viktorija ; Urbiena, Laimuta ; Zatulinas, Artras .
    In: Organizations and Markets in Emerging Economies.
    RePEc:vul:omefvu:v:6:y:2015:i:2:id:195.

    Full description at Econpapers || Download paper

37. Shopping for Information? Diversification and the Network of Industries. (2015). Anjos, Fernando ; Fracassi, Cesare.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:1:p:161-183.

    Full description at Econpapers || Download paper

38. Which stocks are profitable? A network method to investigate the effects of network structure on stock returns. (2015). Luo, Peng ; Chen, Kun ; Wang, Huaiqing ; Sun, Bianxia.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:436:y:2015:i:c:p:224-235.

    Full description at Econpapers || Download paper

39. How does competition structure affect industry merger waves? A network analysis perspective. (2015). Hou, Rui ; Yang, Jianmei ; Yao, Canzhong ; McKelvey, Bill.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:429:y:2015:i:c:p:140-156.

    Full description at Econpapers || Download paper

40. The bonding hypothesis of takeover defenses: Evidence from IPO firms. (2015). Karpoff, Jonathan ; Johnson, William C ; Yi, Sangho.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:2:p:307-332.

    Full description at Econpapers || Download paper

41. Ripple effects from industry defaults. (2015). Wolff, Christian ; Pisa, Magdalena ; Bams, Dennis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10891.

    Full description at Econpapers || Download paper

42. Industry Productivity Growth: A Network Perspective. (2015). Teng, Joe ; Smith, Fran ; Wu, Dazhong.
    In: Business Systems Research.
    RePEc:bit:bsrysr:v:6:y:2015:i:2:p:41-51.

    Full description at Econpapers || Download paper

43. Firm size, sovereign governance, and value creation: Evidence from the acquirer size effect. (2014). Powell, Ronan ; Humphery-Jenner, Mark.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:26:y:2014:i:c:p:57-77.

    Full description at Econpapers || Download paper

44. Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions. (2013). Duchin, Ran ; Schmidt, Breno .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:1:p:69-88.

    Full description at Econpapers || Download paper

45. Bargaining power and industry dependence in mergers. (2012). Ahern, Kenneth.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:3:p:530-550.

    Full description at Econpapers || Download paper

46. Impact of industry characteristics on the method of payment in mergers. (2012). Garcia-Feijoo, Luis ; Ngo, Thanh ; Garca-Feijo, Luis ; Madura, Jeff.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:64:y:2012:i:4:p:261-274.

    Full description at Econpapers || Download paper

47. Conglomerate Industry Choice and Product Differentiation. (2011). Phillips, Gordon ; Hoberg, Gerard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17221.

    Full description at Econpapers || Download paper

48. Horizontal acquisitions and buying power: A product market analysis. (2011). Bhattacharyya, Sugato ; Nain, Amrita.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:1:p:97-115.

    Full description at Econpapers || Download paper

49. The role of risk management in mergers and merger waves. (2011). Hankins, Kristine ; Garfinkel, Jon A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:3:p:515-532.

    Full description at Econpapers || Download paper

50. The role of directors’ professional and social networks in CEO compensation and the managerial labour market. (2010). Zhao, Y..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:42a65171-00c0-46e2-800c-b5643ae9e154.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:35:54 || Missing content? Let us know