Possible explanations of no-synergy mergers and small firm effect by the Generalized Capital Asset Pricing Model

Haim Levy*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

The Sharpe-Lintner Capital Asset Pricing Model (CAPM) and the General Capital Asset Pricing Model (GCAPM) suggested by Levy (1978), Merton (1987), and Markowitz (1989) are compared and analyzed. Under the GCAPM we obtain the following main results: 1) the value additivity principle breaks down, which explains mergers and acquisitions; 2) beyond a certain limit, the profit from additional merger is negative; and 3) in a GCAPM equilibrium, small firms earn an abnormal profit in comparison to what is predicted by the CAPM. These results, which are indeed observed in the market, are fully consistent with the GCAPM, but are in contradiction to the CAPM.

Original languageEnglish
Pages (from-to)101-127
Number of pages27
JournalReview of Quantitative Finance and Accounting
Volume1
Issue number1
DOIs
StatePublished - Jan 1991
Externally publishedYes

Keywords

  • Capital Asset Pricing Model
  • General Capital Asset Pricing Model

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