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There are 25058 results for: content related to: Corporate Behavior in Adjusting to Capital Structure and Dividend Targets: An Econometric Study

  1. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  2. Market Microstructure and the Ex-Date Return

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1507–1519, JENNIFER S. CONRAD and ROBERT CONROY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02464.x

  3. Value of Latent Information: Alternative Event Study Methods

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 363–385, SANKARSHAN ACHARYA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04715.x

  4. AN EMPIRICAL ANALYSIS OF DIFFERENTIAL CAPITAL MARKET REACTIONS TO EXTRAORDINARY ACCOUNTING ITEMS

    The Journal of Finance

    Volume 31, Issue 2, May 1976, Pages: 651–674, Robert K. Eskew and William F. Wright

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01912.x

  5. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  6. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 1–43, John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00318

  7. Common Stock Returns and Rating Changes: A Methodological Comparison

    The Journal of Finance

    Volume 37, Issue 1, March 1982, Pages: 103–119, PAUL A. GRIFFIN and ANTONIO Z. SANVICENTE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb01098.x

  8. Investment–Cash Flow Sensitivities: Constrained versus Unconstrained Firms

    The Journal of Finance

    Volume 59, Issue 5, October 2004, Pages: 2061–2092, NATHALIE MOYEN

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00692.x

  9. The Predictive Content of Earnings Forecasts and Dividends

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1181–1199, STEPHEN H. PENMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02290.x

  10. New Evidence That Taxes Affect the Valuation of Dividends

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1397–1415, JAMES M. POTERBA and LAWRENCE H. SUMMERS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04914.x

  11. How and When Do Firms Adjust Their Capital Structures toward Targets?

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 3069–3096, SOKU BYOUN

    Version of Record online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01421.x

  12. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  13. The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 429–443, ROBERT H. LITZENBERGER and KRISHNA RAMASWAMY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03565.x

  14. Volume and Autocovariances in Short-Horizon Individual Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1305–1329, JENNIFER S. CONRAD, ALLAUDEEN HAMEED and CATHY NIDEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02455.x

  15. VALUATION CONSEQUENCES OF CASH TENDER OFFERS

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 505–516, Donald R. Kummer and J. Ronald Hoffmeister

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04864.x

  16. Optimum Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1247–1257, CARMELO GIACCOTTO and MUKHTAR M. ALI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03616.x

  17. Sorting Out Sorts

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 407–427, Jonathan B. Berk

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00210

  18. Long-Term Market Overreaction or Biases in Computed Returns?

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 39–63, JENNIFER CONRAD and GAUTAM KAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04701.x

  19. A Generalized Econometric Model and Tests of a Signalling Hypothesis with Two Discrete Signals

    The Journal of Finance

    Volume 43, Issue 2, June 1988, Pages: 413–429, SANKARSHAN ACHARYA*

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03947.x

  20. Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1891–1908, JIA HE, RAYMOND KAN, LILIAN NG and CHU ZHANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05230.x