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Record W3034018643

Simultaneous Mergers Probability Event Study

2006· article· en· W3034018643 on OpenAlexaff
Tarcisio da Graça

Bibliographic record

VenueSSRN Electronic Journal · 2006
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFirm Innovation and Growth
Canadian institutionsUniversité du Québec en Outaouais
Fundersnot available
KeywordsMergers and acquisitionsEconometricsNegotiationEvent studyStatistical inferenceEvent (particle physics)EconomicsStatistical powerComputer scienceStatisticsFinanceMathematicsContext (archaeology)
DOInot available

Abstract

fetched live from OpenAlex

This article presents a methodology designed to eliminate the simultaneity biases and inconsistencies that may afflict the standard studies when they are applied to circumstances in which mergers negotiations develop simultaneously, rendering their conclusions misleading. The importance of the new methodology comes from the fact that many same industry mergers do not come alone and from its ability to capture some material interactions between simultaneous mergers. Additionally, the statistical power of the new methodology is less sensitive to the definition of the event window than the power of the traditional analog is. The relationship between the mergers' marginal probabilities and the scenario probabilities and a nonlinear regression model are at the core of Simultaneous Mergers Probability Event Study (SMPES) methodology. In the next step, the firms' diagnostic regressions reveal how and to what extent their abnormal returns depend on the scenario probability changes. The coefficients of these diagnostics estimate the impact each merger scenario is likely to have on the firms' valuations, from which antitrust, regulatory and financial analysts may draw relevant inferences.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.056
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.011
Threshold uncertainty score0.045

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.056
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0030.003
Science and technology studies0.0010.001
Scholarly communication0.0020.003
Open science0.0020.003
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0110.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.014
GPT teacher head0.222
Teacher spread0.209 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2006
Admission routes1
Has abstractyes

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