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Short-term stock price behaviour around European cross-border bank M&As

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The current study explores the short-term stock price reaction of cross-border bank mergers and acquisitions (M&As) in Western Europe for the period 1998-2009 which includes 40 M&A deals. Employing the classical event study methodology, we probe into the stock price effects of cross-border bank M&As by calculating abnormal returns for both bidders and targets. | Short-term stock price behaviour around European cross-border bank M&As