Concepedia

Deal Spread Analysis

Deal Spread Analysis is a quantitative method in merger arbitrage that measures the difference between the current market price of a target company’s stock and the expected value of the acquisition consideration, adjusted for the probability of deal completion and time to closing, to assess the risk-adjusted return potential of an announced merger.

2

Publications

65

Citations

4

Authors

2

Institutions

Publications per year

2017–2026

0

Variants

Merger Arbitrage Spread Analysis

Parents

Publications

2

1–3 of 2

Authors

4

  1. SP
    Shantaram P. Hedge

    University of Notre Dame, United States

    1 publications · 52 citations

    1

    h-index

  2. JF
    J. F. Affleck‐Graves

    University of Notre Dame, United States

    1 publications · 52 citations

    1

    h-index

  3. RE
    Robert E. Miller

    University of Pittsburgh, United States

    1 publications · 52 citations

    1

    h-index

  4. JL
    James L. Hamilton

    Wayne State University, United States

    1 publications · 13 citations

    1

    h-index

  5. MM
    Matthias M. M. Buehlmaier

    University of Hong Kong, Hong Kong SAR China

    1 publications · 14 citations

    0

    h-index

1–5 of 4

Institutions

2

  1. Wayne State University

    Detroit, United States

    1 h-index

    1 publications

    13 citations

  2. University of Notre Dame

    Notre Dame, United States

    1 h-index

    1 publications

    52 citations

  3. University of Hong Kong

    Pok Fu Lam, Hong Kong

    1 publications

    14 citations

  4. Vienna University of Economics and Business

    Vienna, Austria

    1 publications

    14 citations

1–4 of 2

Venues

  1. The Journal of Finance

    1 publications · 52 citations

    1

    h-index

  2. The Journal of Financial Research

    1 publications · 13 citations

    1

    h-index

  3. European Finance Review

    1 publications · 14 citations

1–3