A revision of our market cleanliness statistic methodology

News Corporate Finance & M&A Guidance

Date: 19th Nov, 2024 Source: Financial Conduct Authority Country: United Kingdom Original Source

Brief

"On November 19, 2024, the Financial Conduct Authority issued an update regarding a revision of their market cleanliness statistic methodology. The updated methodology aims to improve the accuracy of the metric by detecting abnormal price movements on the same day as takeover offer announcements and introducing a market comparison test to reduce volatility."

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Financial Conduct Authority

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A revision of our market cleanliness statistic methodology

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A revision of our market cleanliness statistic methodology

Brief

Financial Conduct Authority

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