Merger Information and Share Volatility
- Publisher: Journal Of Business Management & Social Sciences Research
Journal Of Business Management & Social Sciences Research
(issn: 2319-5614, eissn: 2319-5614)
Business Management; Financial Management | Merger, Volatility, Market Efficiency, Event Study, Market Portfolio
The study undertakes to examine the effect of merger announcement in the market under different market conditions. Effect of Merger information release is analyzed by using share price reaction to information. Price and Volume reaction during specific periods when the markets sharply moved up and down were also considered to know whether the sharp movements in the market have any significant impact in price volatility.