Cani, Alberto (A.A. 2024/2025) Merger arbitrage: an empirical analysis of deal spreads in cash and stock transactions. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Giacomo Morelli, pp. 62. [Master's Degree Thesis]

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Abstract/Index

Theoretical framework. Merger arbitrage: definition and conceptual framework. Deal structure. Returns of merger arbitrage. Risks of merger arbitrage. Key actors in the merger arbitrage ecosystem. Market efficiency and the role of arbitrageurs. Methodology and data. Research design. Dataset construction. Spread calculation (cash vs stock deals). Empirical analysis and results. Descriptive statistics of the dataset. Spread analysis.

References

Bibliografia: pp. 60-61.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	Asset pricing
Thesis Supervisor:	Morelli, Giacomo
Thesis Co-Supervisor:	Borri, Nicola
Academic Year:	2024/2025
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	18 Feb 2026 13:58
Last Modified:	18 Feb 2026 13:58
URI:	https://tesi.luiss.it/id/eprint/44899

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