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Effects of M&A on shareholder wealth : evidence from the european banking industry

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Detalhes bibliográficos
Resumo:This thesis investigates the impact of M&A activity on the wealth of shareholders. The study is focused on the European banking industry, during the 12-year period: 2008-2020. Using a sample of 25 M&A deals, involving 47 publicly traded European banks, the event study method is applied to analyse the abnormal returns to stocks of the involved banks around the deal announcement dates. The results show positive and statistically significant abnormal returns for the shareholders of target banks in the sample, while the results for the bidding banks shareholders were also positive, however not showing statistical significance. Finally, the overall wealth creation was assessed by analysing weighted abnormal returns for bidding and target bank as an imaginary combined entity. The results were positive and statistically significant, indicating that M&A activity in the European banking industry, during the analysed period, increased shareholders wealth.
Autores principais:Spanovic, Viktor
Assunto:Merger and Acquisitions Abnormal Returns Cumulative Average Abnormal Returns Wealth Creation Banking
Ano:2021
País:Portugal
Tipo de documento:dissertação de mestrado
Tipo de acesso:acesso aberto
Instituição associada:Universidade de Lisboa
Idioma:inglês
Origem:Repositório da Universidade de Lisboa
Descrição
Resumo:This thesis investigates the impact of M&A activity on the wealth of shareholders. The study is focused on the European banking industry, during the 12-year period: 2008-2020. Using a sample of 25 M&A deals, involving 47 publicly traded European banks, the event study method is applied to analyse the abnormal returns to stocks of the involved banks around the deal announcement dates. The results show positive and statistically significant abnormal returns for the shareholders of target banks in the sample, while the results for the bidding banks shareholders were also positive, however not showing statistical significance. Finally, the overall wealth creation was assessed by analysing weighted abnormal returns for bidding and target bank as an imaginary combined entity. The results were positive and statistically significant, indicating that M&A activity in the European banking industry, during the analysed period, increased shareholders wealth.