The difference in M&A bank performance in bear and bull markets
A quantitative study on analysing how banks perform after the event of M&A. Both looking at the stock performance of the bidding bank and stock performance on the acquired bank. The same goes for book ratios of both bidder/acuired target.
The question that should be answered is:
– Are there any difference in M&A performance of banks in bull and bear market?
-Will the book ratios be significantly different in bank M&A in a bear and bull market?
-analysis on CAR on both bidding and the acquired firm using GARCH (event study)
-Analysis on book ratios using a regression analysis.
-All necessary econometric tests i.e. heteroskedasticity, auto correlation etc etc
-Required tables and diagrams in the analysis part
Need the following 3 chapters done:
1375 words on methodology
1925 words on analysing (Event study and regression analysis on book ratios)
I have previous work done from your service (poorly executed unfortunetly) where the data was retrieved from Orbis database (financial ratios) and Zephyr database (stock performance).
550 words of a short conclusions on the results of the analysis.
A short description also when delivered about the data. how many data points, (Ie. no of banks, timehorizon etc) and what database you used (zephyr etc).
Revision.. again…docx [MATERIAL]
Please see the revision comments. I have also added a file from another student of my university since the author is very uncertain on how to write a methodology along with analysis and a short conclusion.
Please see previous messages. See the other thesis on how to go from methodology to adopt a model and to analyse data using it. That is what you should do in the paper I am requesting.Chapter 4,5,6 in the essay and short on 7 will HOPEFULLY give you a hint along with my comments on how to perform this task.