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I have a dataset of stock returns immediately following rumors of or confirmations of acquisitions. It is clear that either the stock does not react, or the stock experiences a strong positive return in these events. What I'm curious about is what might be some relevant technical/fundamental factors correlated to the degree of responsiveness. For example, the volatility of a stock might be positively correlated (if the stock tends to move a lot already, it'll move a lot on such an event) but I'm not sure what else could be very relevant.

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