Analyze 3 year post-deal performance acquiring company after M&A completion

Project: Proof negative effect M&A-engaging acquiring companies on their long-term shareholder value. Period 3 year after completion date (from 1995- 2015), analyzing the abnormal returns.

Method: Fama & French (1993) Three factor model: Rp,t - Rf,t = ap + bp (Rm,t - Rf,t) + spSMBt + hp HMLt + ep,t. Construct portfolios (value weighted and equal weighted) according the method of Fama & French. Already got all the M&A deals from 1995 untill 2015. Struggling with getting the rest of required data. All the deals contain Cusip and Ticker codes. You can find the data restrictions in one of the attachments.

Project details:

- Obtain the rest of the required data en form the portfolios according to Fama & French

- Perform the statistical analysis (preferably with STATA)

- Test if there is a pattern in time.

- Compare abnormal return of North American acquirers with European

- Perform tests for rubestness and if possible perform alternative test, for example BHAR methodology.

In the data description you find the data criteria, an overwiew of the method (ppt) and the article of Fama & French on which the method is based.

Skills: Excel, Mathematics, SPSS Statistics, Statistical Analysis, Statistics

See more: challenges of merging two companies, acquisition integration best practices, problems with acquisitions, mergers and acquisitions problems and solutions, problems faced in mergers and acquisitions, acquisition issues to consider, mergers and acquisitions and firm performance, what can an organization do if there is an acquisition failure, we need a freelance expert for a short term 1.5 3 months for hands on development of a machine vision learning algorithm, build php did_dest 84768&r1 1&r2 2&r3 3&r4 4&hour 0&repeat 3&gid 17&t 0&option 256, 3 http 4vector com free vector the trend of dynamic website templates 05 vector 119582, senha pokerstrategy freelancer 05 04 2015, pokerstrategy freelancer freeroll password 05.04, identity 3 website with bad design first design professionally analyze gui errorfor user interface design, 3d creator online v 3.1 2.13

About the Employer:
( 0 reviews ) Netherlands

Project ID: #16986535

Awarded to:


A friend of yours from the Netherlands (Freelancer name: TKDB) referred me to this project. I appreciate the consideration in advance. With 2+ years in Statistical programming and piloting of successful Statistic pr More

€1250 EUR in 20 days
(8 Reviews)

11 freelancers are bidding on average €1030 for this job


Hi there..... Warm Greetings We came along with your request for Analyze 3 year post-deal performance acquiring company after M&A completion and we reviewed your project description. We'd like to help you with co More

€1500 EUR in 20 days
(249 Reviews)

-------------------------------Best result on time && Master in Statistics and R!------------------------------------- Hello, dear! I have read your proposal and I am very interesting in your project. I have good ex More

€750 EUR in 20 days
(30 Reviews)

Hello, i have read the details provided..please contact me to discuss more on the project deadline and some other few things

€755 EUR in 20 days
(19 Reviews)

Hello, I'm software developer with 12+ years of experience and mathematician with a number of publications. I have huge expertise with statistical analysis. Feel free to contact me to discuss any details of the p More

€1500 EUR in 15 days
(7 Reviews)

"Quality is Not an Act it is a Habit" I believe that my experience and skill in this background will prove to be of great help to you. Contact me to discuss more on the details

€750 EUR in 15 days
(3 Reviews)

Hello Dear, I am having 7+ years working experience in research and thesis writing. I provide 100% unique, plagiarism free and copy escape tested work. I hold a PHD-Doctorate degree and have assisted various resea More

€970 EUR in 20 days
(3 Reviews)
€1250 EUR in 20 days
(0 Reviews)
€805 EUR in 20 days
(0 Reviews)

We have a good setup and would be able to complete the task well before the time with proper attention even after the project gets delivered in time.

€800 EUR in 15 days
(0 Reviews)

hi there, my name is Vasily, and it will be pleasure for me to help you with business analytics and analysis. Contribute all my experience and skills to deliver best results for you. You can have a look in my profi More

€1000 EUR in 20 days
(0 Reviews)