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Officer, 2007 - Google Patents

Are performance based arbitrage effects detectable? Evidence from merger arbitrage

Officer, 2007

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Document ID
15551006064248807300
Author
Officer M
Publication year
Publication venue
Journal of Corporate Finance

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Snippet

This paper examines the predictions of the performance based arbitrage hypothesis for the merger arbitrage market. Performance based arbitrage [Shleifer, A., Vishny, RW, 1997. The limits of arbitrage. Journal of Finance, 52 (1), 35–55] is the notion that funds under …
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