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There are 4765 results for: content related to: Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence From Equity Offerings and Share Repurchases

  1. Regulation NMS and Market Quality

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 285–317, Kee H. Chung and Chairat Chuwonganant

    Article first published online : 24 APR 2012, DOI: 10.1111/j.1755-053X.2012.01184.x

  2. SECURITY RETURN DISTRIBUTIONS AND MARKET STRUCTURE: EVIDENCE FROM THE NYSE/AMEX AND THE NASDAQ MARKETS

    Journal of Financial Research

    Volume 16, Issue 3, Fall 1993, Pages: 209–220, Raj Aggarwal and Reena Aggarwal

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1993.tb00141.x

  3. The Conditional Beta and the Cross-Section of Expected Returns

    Financial Management

    Volume 38, Issue 1, Spring 2009, Pages: 103–137, Turan G. Bali, Nusret Cakici and Yi Tang

    Article first published online : 28 APR 2009, DOI: 10.1111/j.1755-053X.2009.01030.x

  4. PRICE AND VOLUME EFFECTS ASSOCIATED WITH THE CREATION OF STANDARD & POOR'S MIDCAP INDEX

    Journal of Financial Research

    Volume 18, Issue 3, Fall 1995, Pages: 329–350, M. Cary Collins, James W. Wansley and Breck Robinson

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00570.x

  5. Estimating the Cost of Equity Capital for Property-Liability Insurers

    Journal of Risk and Insurance

    Volume 72, Issue 3, September 2005, Pages: 441–478, J. David Cummins and Richard D. Phillips

    Article first published online : 15 AUG 2005, DOI: 10.1111/j.1539-6975.2005.00132.x

  6. You have free access to this content
    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  7. Do Firms Knowingly Sell Overvalued Equity?

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1439–1466, INMOO LEE

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01116.x

  8. Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1219–1245, CHRISTOPHER G. LAMOUREUX and GARY C. SANGER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02651.x

  9. INFORMATIONAL VERSUS PRICE-PRESSURE EFFECTS: EVIDENCE FROM SECONDARY OFFERINGS

    Journal of Financial Research

    Volume 16, Issue 3, Fall 1993, Pages: 193–207, Carl D. Hudson, Marlin R. H. Jensen and William N. Pugh

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1993.tb00140.x

  10. A New Look at the Monday Effect

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2171–2186, KO WANG, YUMING LI and JOHN ERICKSON

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02757.x

  11. Expected Idiosyncratic Volatility Measures and Expected Returns

    Financial Management

    Volume 41, Issue 3, Fall 2012, Pages: 519–553, Jason D. Fink, Kristin E. Fink and Hui He

    Article first published online : 24 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01209.x

  12. RECENT GROWTH IN NASDAQ TRADING VOLUME AND ITS RELATION TO MARKET VOLATILITY

    Journal of Financial Research

    Volume 22, Issue 4, Winter 1999, Pages: 489–501, Steven Freund and Gwendolyn P. Webb

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00707.x

  13. Did Regulation Fair Disclosure, SOX, and Other Analyst Regulations Reduce Security Mispricing?

    Journal of Accounting Research

    Volume 52, Issue 3, June 2014, Pages: 733–774, EDWARD LEE, NORMAN STRONG and ZHENMEI (JUDY) ZHU

    Article first published online : 28 APR 2014, DOI: 10.1111/1475-679X.12051

  14. On the Stability of the Cross-Section of Expected Stock Returns in the Cross-Section: Understanding the Curious Role of Share Turnover

    European Financial Management

    Volume 11, Issue 5, November 2005, Pages: 661–678, Avanidhar Subrahmanyam

    Article first published online : 8 NOV 2005, DOI: 10.1111/j.1354-7798.2005.00303.x

  15. Managers’ Private Information, Investor Underreaction and Long-Run SEO Performance

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 956–990, Pawel Bilinski and Norman Strong

    Article first published online : 31 JUL 2011, DOI: 10.1111/j.1468-036X.2011.00616.x

  16. DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY?

    Journal of Applied Corporate Finance

    Volume 14, Issue 1, Spring 2001, Pages: 67–79, Eugene F. Fama and Kenneth R. French

    Article first published online : 11 APR 2005, DOI: 10.1111/j.1745-6622.2001.tb00321.x

  17. Supply and Demand Shifts in the Shorting Market

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2061–2096, LAUREN COHEN, KARL B. DIETHER and CHRISTOPHER J. MALLOY

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01269.x

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    Size and Book-to-Market Factors in Earnings and Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 131–155, EUGENE F. FAMA and KENNETH R. FRENCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05169.x

  19. Risk Exposures and International Diversification: Evidence from iShares

    Journal of Business Finance & Accounting

    Volume 32, Issue 3-4, April 2005, Pages: 737–772, Maosen Zhong and Hui Yang

    Article first published online : 20 APR 2005, DOI: 10.1111/j.0306-686X.2005.00612.x

  20. Is reversal of large stock-price declines caused by overreaction or information asymmetry: Evidence from stock and option markets

    Journal of Futures Markets

    Volume 29, Issue 4, April 2009, Pages: 348–376, Hyung-Suk Choi and Narayanan Jayaraman

    Article first published online : 23 JAN 2009, DOI: 10.1002/fut.20360