Nikol Amanova

3 Questions 2 Answers 0 Followers

Questions related from Nikol Amanova

High-tech or tech industry stocks measuring systematic risk? Literature review?

Can somebody recommend me paper studying the systematic risk in high-technology or technology industries following M&A deal I have so far found a lot of papers on systematic risk for...

24 February 2020 512 1 View

Multi-factor model to price the stocks in the tech sector?

Hi, I have a question about the specific multi-factor models that could be applied to analyse the returns on tech sector stocks (M&A event study). I was wondering whether there are specific...

19 January 2020 9,328 3 View

Overlapping event windows for N securities/M&A event study?

Hello, I hope I am hoping for you advice. I am analysing the aggregated abnormal returns for N securities, which requires the assumption that the event windows of the included securities do not...

19 January 2020 7,519 1 View