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?
-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).
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]