The triggers and clustering properties of merger waves

C-Tier
Journal: Applied Economics
Year: 2016
Volume: 48
Issue: 56
Pages: 5485-5496

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article studies the triggers and the agglomeration of mergers and acquisitions (M&A) activity within clusters constituted by time, market and industry. Based on almost 500,000 individual transactions, we find that industry factors play a significant role in triggering activity and that M&A agglomerates strongly across related industries. While clustering in time turns out to be insignificant, stock market effects can be either an attracting or a repelling force, depending on the type of deal examined. This supports the view that merger waves are largely driven by industry shocks.

Technical Details

RePEc Handle
repec:taf:applec:v:48:y:2016:i:56:p:5485-5496
Journal Field
General
Author Count
1
Added to Database
2026-01-29