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Takeovers and Divergence of Investor Opinion

Sris Chatterjee; Kose John; An Yan

Review of Financial Studies 2012

We test several hypotheses on how takeover premium is related to investors' divergence of opinion on a target's equity value. We show that the total takeover premium, the pre-announcement target stock price run-up, and the post-announcement stock price markup are all higher when investors have higher divergence of opinion. We obtain identical results with higher market-level investor sentiment. When divergence of opinion is higher, a firm is less likely to be a takeover target, although takeover synergy in successful takeovers is higher. Our results suggest that takeovers may play a role in explaining high contemporaneous stock prices in the presence of high divergence of investor opinion.

DOI
10.1093/rfs/hhr109
Volume
25 (1)
Pages
227-277
Language
en
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