I'm genuinely interested in Quantitative Finance, mostly volatility (e.g. Realized Volatility (MSRV, Realized Kernel), VaR based on GARCH under higher order conditional moment dynamics, etc) or just financial time series in general.

However, my graduate academic supervisor told me that this field of research is not very appreciated within my graduate program. Bottom line - I have to choose an M&A-related topic for my term paper (basically what every student on this program ends up doing) or my grade for it will see a sharper decline than post-brexit GBP.

It's not that I have no interest in M&A, quite the opposite; however, each and every research I come across regarging this topic relies on plain OLS (FE panel at best) running over and over and... you get the idea. Most of the times sample sizes there are laughable and results are subject to shameless p-hacking, i.e. not the kind of motivation for a research one could possibly want.

Is it all that bad or I'm missing something? Aren't there any M&A research directions where I can apply my quant knowledge?

  • $\begingroup$ What does M&A mean? $\endgroup$
    – Gordon
    Nov 8, 2016 at 18:27
  • $\begingroup$ Mergers & Acquisitions, a branch of Corporate Finance $\endgroup$
    – nbbo2
    Nov 8, 2016 at 18:57
  • $\begingroup$ Thanks @noob2. This indeed does not belong to this site. $\endgroup$
    – Gordon
    Nov 8, 2016 at 21:24
  • $\begingroup$ I'm voting to close this question as off-topic because it is not related to quantitative finance. $\endgroup$
    – Gordon
    Nov 8, 2016 at 21:25
  • 4
    $\begingroup$ I actually think it's not a bad question. It's asking to what extent Quantitative Finance can be applied to M&A, which doesn't seem unreasonable. I'll let other mods/the community decide. $\endgroup$
    – SRKX
    Nov 9, 2016 at 5:25

1 Answer 1


Check out KPMG M&A predictor, you can try to make something similar if you can get your hands on the dataset, maybe KPMG is willing to share it. Also there are some interesting researches related to applications of Game Theory to M&A.


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