Bank Efficiency Dynamics and Market Reaction around Merger Announcement
We study, using the non-parametric data envelopment approach, we investigated the long-run profit efficiency dynamics and the short-run market reaction of nine pre-classified merger deals of merging and non-merging U.S. banks over the time period from 1992 to 2003. Our main results are as follow...
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| Format: | Others |
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ScholarWorks@UNO
2006
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| Online Access: | http://scholarworks.uno.edu/td/1031 http://scholarworks.uno.edu/cgi/viewcontent.cgi?article=2012&context=td |