Corporate Consolidation: An Event Study of Historic Stock Prices in the Defense Aerospace Industry
Abstract
The focus of this MBA project is an event study of the historic daily stock price returns of select defense-aerospace firms after the announcement of a corporate consolidation. The analysis includes the historic stock prices of Boeing, Lockheed Martin, Northrop Grumman, and Raytheon, and examines instances of statistically significant abnormal returns based on estimates derived from the concurrent activity of the S&P 500 index while considering two areas of primary focus. The first area of focus is to determine how quickly the market absorbs the corporate consolidation announcement by examining the absolute maximum return on the day of or the day following the announcement. The second area of focus is with regard to how accurately the information is absorbed by the market, a question that is explored through the examination of abnormal returns on the 10th, 20th, and 40th day following the corporate consolidation announcement.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 2009
- Accession Number
- ADA514326
Entities
People
- David J. Wood
Organizations
- Naval Postgraduate School