Data
Taking Over the Size Effect: Asset Pricing Implications of Merger Activity
Taking Over the Size Effect: Asset Pricing Implications of Merger Activity
with Jeffry Netter, Bradley Paye, and Michael Stegemoller
TMA Factor Returns:
tma_factors_monthlytma_factors_daily2023 Data Update:
tma_factors_monthly_2023tma_factors_daily_2023Takeover Likelihood Characteristics and Portfolio Assignments:
takeover_likelihood_characteristic2023 Data Update:
takeover_likelihood_characteristic_2023