Abstract:
This research examines the influence of corporate mergers and acquisitions on
their market worth. M&A are a fast increasing group of organizations, and that employ
specialized business methods. At the same time, financial researchers do not fully
comprehend the implications of mergers. The study's major goal is to examine the
quantitative influence of M&A transactions on firm performance while accounting for the
dynamics of the buyer's share quotes. The first chapter presents an introduction of
concepts and qualities, market behavioral methods, and market positioning elements for
these organizations. The second chapter examines current literature and financial
research on mergers and acquisitions, as well as potential approaches for determining
the impact of takeovers on the company's performance. The third chapter examines cost
estimation methods and analyzes the effectiveness of different approaches. The
following illustrates how an event analysis is performed to discover signs of anomalous
returns in the M&A announcement date frame. The first sample comprises of many
Kazakhstani enterprises. Event windows are projected to reveal abnormal profits from
chosen equities that are much greater in absolute size than the absolute magnitude of
abnormal earnings for conventional corporations. Furthermore, due to market profile
peculiarities, the Kazakhstan market is projected to see greater levels of abnormal
returns from acquiring businesses following the announcement of M&A. Following that,
conduct a regression analysis to see how much it affects the stock and come up with a
hypothesis. In conclusion, the key findings of the analysis are presented
