Published Paper Details:

This study aims to conduct an event analysis of mergers and acquisitions (M&A) within the banking sector. Mergers and acquisitions are significant events that can have a profound impact on the involved companies and the broader industry. By examining the banking sector specifically, this study seeks to provide insights into the effects of M&A activities on the financial performance and market valuation of banks. The study utilizes event analysis methodology, which focuses on analysing abnormal returns around the announcement and completion dates of M&A deals. Abnormal returns are calculated by comparing actual stock returns to expected returns based on market trends and industry performance. The sample includes a comprehensive selection of banking sector M&A transactions over a specified time period. The study will utilize various statistical techniques, including event study methodology, regression analysis, and financial performance metrics, to analyze the data and draw conclusions. Findings from the study will contribute to the existing literature on M&A activities in the banking sector, providing valuable insights for investors, regulators, and banking industry stakeholders. The results of this study can help investors make informed decisions regarding investments in banking stocks during M&A events. Additionally, regulators and policymakers can gain a deeper understanding of the effects of M&A activities on the stability and competitiveness of the banking industry. The study also contributes to the academic research by expanding the knowledge base on event analysis of M&A transactions within the banking sector.