The difference in M&A bank performance in bear and bull markets

  REVISION (not every page should be rewritten so consider this fact) You need to fix formulas and the econometric analysis, perform a test to see if the model is the best linear unbiased estimator 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? -no plagiarism -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 chapters done: 1375 words on methodology 1925 words on analysing (Event study and regression analysis on book ratios) 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). Client: See the revision comments here =) Last try.pdf [MATERIAL] FYI if you can't understand there are Sticky comments on Page 9, 14, 15, 16 etc that hopefully GETS you to understand how to do a simple econometric analysis of DATA and MODELS before you use it in financial analysis. See the file Last try.pdf [MATERIAL]