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]

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