Sökning: "Takeover Prediction"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Takeover Prediction.

1. 1. Predicting Nordic Takeover Targets: A Binary Logit Analysis

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Joanna Danielson; Siri Ridderstråle; [2023]
   Nyckelord :binary logit model; prediction; Nordics; takeover; target;

   Sammanfattning : This thesis aims to investigate if certain firm characteristics increase the likelihood of a company being acquired and if these factors can successfully predict which firms become subjects to takeovers in the Nordic setting. We compare data on a sample of Nordic targets and non-targets between the years 2012 and 2021, and test hypotheses regarding firm and industry characteristics, as well as market sentiments through binary logit models. LÄS MER

3. 2. Predicting Corporate Takeover Outcomes Using Machine Learning

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Gustav Furenmo; [2020]
   Nyckelord :Random Forest; LASSO; Logistic Regression; Merger Arbitrage; Takeover Prediction; Business and Economics;

   Sammanfattning : The aim of this thesis is to investigate if the machine learning based classification procedure, Random Forest, provides superior prediction performance compared to a logistic regression model fitted using the LASSO framework, when predicting outcomes in corporate takeover situations. This is done in the context of merger arbitrage, an event-driven investment strategy. LÄS MER

4. 3. Predicting Takeover Targets - A Machine Learning Approach

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Grim Sjöberg; Dag Tuvberger; [2020]
   Nyckelord :Takeover; Prediction; Random Forest; Machine Learning;

   Sammanfattning : The possibility of predicting takeover announcements for investment purposes has been widely researched, with varying results and conclusions. This paper builds on previously conducted studies and applies a machine learning approach to the research problem, through the random forest classi er by Breiman (2001). LÄS MER

5. 4. Takeover prediction: A study in predicting takeover targets in Sweden

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Pontus Berg; Petter Riedel; [2018]
   Nyckelord :Takeover; Prediction; Mergers and acquisitions; Target; Logit model;

   Sammanfattning : Takeovers are in general associated with bid premiums, giving rise to substantial stock returns for shareholders. This thesis investigates whether it is possible to accurately predict takeovers of Swedish firms using public information, as this would provide an opportunity to exploit bid premiums. LÄS MER

7. 5. Risk Arbitrage: A study of predictive variables in Nordic corporate takeovers

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Oskar Eriksson; Simon Skålberg; [2017]
   Nyckelord :Risk Arbitrage; Merger Arbitrage; Nordic Markets; Takeover Success Prediction; Mergers and Acquisitions; Business and Economics;

   Sammanfattning : The most critical element of doing risk arbitrage is the assessment of the out- come of a corporate takeover. Prediction models have been created in the past and successfully proven some variables in mergers and acquisitions to have a significant impact on the takeover outcome. However, these prediction models have mostly been created with U.S. LÄS MER