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Forecasting Informed Trading at Merger Announcements: The Use of Liquidity Trading

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Abstract

    We propose a novel method of forecasting the level of informed trading at merger announcements. Informed traders typically take advantage of their knowledge of the forthcoming merger by trading heavily at announcement. They trade on positive volume or informed buys for cash mergers and negative volume or informed sells for stock mergers. In response, market makers set wider spreads and raise prices for informed buys and lower prices for informed sells. As liquidity traders trade on these prices, our vector autoregressive framework establishes the link between informed trading and liquidity trading through price changes. As long as the link holds, informed trading may be detected by measuring levels of liquidity trading. We observe the link during the -1 to +1 period for cash mergers and -1 to +5 period for stock mergers.

    Original languageAmerican English
    Title of host publicationAdvances in Business and Management Forecasting
    EditorsKenneth Lawrence, Ronald Klimberg
    Pages37-51
    Number of pages15
    DOIs
    StatePublished - Jan 17 2009

    Publication series

    NameAdvances in Business and Management Forecasting
    Volume6
    ISSN (Print)1477-4070

    ASJC Scopus Subject Areas

    • General Business,Management and Accounting

    Keywords

    • Business forecasting
    • Industrial management - forecasting

    Disciplines

    • Business

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