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Record W6374840

Short and long term performance of Canadian TSE-listed acquirers

2001· dissertation· en· W6374840 on OpenAlexaboutno aff
R Williams

Bibliographic record

VenueRevue de Pneumologie Clinique · 2001
Typedissertation
Languageen
FieldBusiness, Management and Accounting
TopicCorporate Finance and Governance
Canadian institutionsnot available
Fundersnot available
KeywordsAbnormal returnPortfolioTerm (time)Benchmark (surveying)Event studyEconometricsEstimationShort runEconomicsBusinessActuarial scienceMonetary economicsFinancial economicsFinanceCartographyGeographyManagement
DOInot available

Abstract

fetched live from OpenAlex

Using 771 acquisitions during 1988-1998, this study empirically tests short- and long-term security price performance of Canadian TSE-listed acquirers. The cumulative abnormal return (CAR) and the buy-and-hold abnormal return (BHAR) methods were use for the short- and the long-term studies respectively. In the short-run study, using the dummy variable method, we test three event windows: (-4; 0), (-1, 0) and (0; 4) with an estimation period of 180 days. Non-significant abnormal returns were found in all cases. For the long-run analysis, different approaches for developing a benchmark portfolio are presented. We compare and empirically test two control firms approaches in the spirit of Barber and Lyon (1997) and Longhran and Vigh (1997) over a one year pre-announcement period and three year post-announcement period. The results are not robust to alternative estimation procedures.

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)0.001
metaresearch head score (Gemma)0.002
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: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.340
Threshold uncertainty score0.683

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.001
Scholarly communication0.0010.000
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

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 head0.041
GPT teacher head0.265
Teacher spread0.224 · 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

Citations1
Published2001
Admission routes1
Has abstractyes

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