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There are 24452 results for: content related to: The Puzzle in Post-Listing Common Stock Returns

  1. The Long-Run Negative Drift of Post-Listing Stock Returns

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1547–1574, BALA G. DHARAN and DAVID L. IKENBERRY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05188.x

  2. The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 611–636, GREGORY B. KADLEC and JOHN J. MCCONNELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05154.x

  3. RISK AND RETURN ON NEWLY LISTED STOCKS: THE POST-LISTING EXPERIENCE

    Journal of Financial Research

    Volume 12, Issue 2, Summer 1989, Pages: 93–102, Arvind Bhandari, Theoharry Grammatikos, Anil K. Makhija and George Papaioannou

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1989.tb00105.x

  4. Agency Costs, Mispricing, and Ownership Structure

    Financial Management

    Volume 41, Issue 4, Winter 2012, Pages: 885–914, Sergey Chernenko, C. Fritz Foley and Robin Greenwood

    Version of Record online : 4 SEP 2012, DOI: 10.1111/j.1755-053X.2012.01214.x

  5. Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 773–806, Brad M. Barber and Terrance Odean

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00226

  6. THE CROSS-SECTIONAL EFFECTS OF OPTION LISTING ON FIRM STOCK RETURN VARIANCES

    Journal of Financial Research

    Volume 19, Issue 4, Winter 1996, Pages: 515–539, Bruce D. Niendorf and David R. Peterson

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00228.x

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    Initial Public Offerings and Underwriter Reputation

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1045–1067, RICHARD CARTER and STEVEN MANASTER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02426.x

  8. Effective derivative hedging and initial public offering long-run performance

    Accounting & Finance

    Volume 54, Issue 4, December 2014, Pages: 1263–1294, Hoa Nguyen and Ming-Hua Liu

    Version of Record online : 17 JUL 2013, DOI: 10.1111/acfi.12036

  9. Underwriter Reputation, Initial Returns, and the Long-Run Performance of IPO Stocks

    The Journal of Finance

    Volume 53, Issue 1, February 1998, Pages: 285–311, Richard B. Carter, Frederick H. Dark and Ajai K. Singh

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.104624

  10. Price and earnings momentum in Australian stock returns

    Accounting & Finance

    Volume 52, Issue 2, June 2012, Pages: 495–517, Paul Schneider and Clive Gaunt

    Version of Record online : 10 JAN 2011, DOI: 10.1111/j.1467-629X.2010.00395.x

  11. Stabilization Activities by Underwriters after Initial Public Offerings

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1075–1103, Reena Aggarwal

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00241

  12. Fundamental-based Market Strategies

    Australian Accounting Review

    Volume 23, Issue 4, December 2013, Pages: 380–392, Angelo Aspris, Nigel Finch, Sean Foley and Zachary Meyer

    Version of Record online : 20 DEC 2013, DOI: 10.1111/auar.12038

  13. The Behavior of the Common Stock of Bankrupt Firms

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 489–504, TRUMAN A. CLARK and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02257.x

  14. The Operating Performance of Firms Conducting Seasoned Equity Offerings

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1823–1850, TIM LOUGHRAN and JAY R. RITTER

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02743.x

  15. Evaluating Mutual Fund Performance

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1985–2010, S. P. Kothari and Jerold B. Warner

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00397

  16. Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 573–608, RONI MICHAELY, RICHARD H. THALER and KENT L. WOMACK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04796.x

  17. Herding and Feedback Trading by Institutional and Individual Investors

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2263–2295, John R. Nofsinger and Richard W. Sias

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00188

  18. Momentum and Reversals in Equity-Index Returns During Periods of Abnormal Turnover and Return Dispersion

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1521–1556, Robert Connolly and Chris Stivers

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00576

  19. Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2097–2121, ERIC C. CHANG, JOSEPH W. CHENG and YINGHUI YU

    Version of Record online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01270.x

  20. What Makes Investors Trade?

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 589–616, Mark Grinblatt and Matti Keloharju

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00338