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There are 12646 results for: content related to: Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence From Equity Offerings and Share Repurchases

  1. The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 553–575, RAVINDER K. BHARDWAJ and LEROY D. BROOKS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04401.x

  2. 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

  3. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  4. Potential Competition And Actual Competition In Equity Options

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 511–531, ROBERT NEAL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04566.x

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    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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  6. Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1813–1840, WILLIAM G. CHRISTIE and PAUL H. SCHULTZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04782.x

  7. Trading and Manipulation Around Seasoned Equity Offerings

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 213–245, BRUNO GERARD and VIKRAM NANDA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04707.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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02651.x

  9. Tax-Induced Trading and the Turn-of-the-Year Anomaly: An Intraday Study

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 575–598, MARK D. GRIFFITHS and ROBERT W. WHITE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04728.x

  10. Stock Returns following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 255–267, DON R. COX and DAVID R. PETERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04428.x

  11. Ownership Concentration, Corporate Control Activity, and Firm Value: Evidence from the Death of Inside Blockholders

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1293–1321, MYRON B. SLOVIN and MARIE E. SUSHKA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04755.x

  12. The Long-run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 871–900, Rodney D. Boehme and Sorin M. Sorescu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00445

  13. Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 911–931, ROBERT J. SHILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04024.x

  14. Momentum, Business Cycle, and Time-varying Expected Returns

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 985–1019, Tarun Chordia and Lakshmanan Shivakumar

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00449

  15. Relationship-Specific Assets and the Pricing of Underwriter Services

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1865–1885, CHRISTOPHER JAMES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04686.x

  16. Volatility increases Subsequent to NYSE and AMEX Stock Splits

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 421–431, DAVID A. DUBOFSKY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03759.x

  17. A Rose.com by Any Other Name

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2371–2388, Michael J. Cooper, Orlin Dimitrov and P. Raghavendra Rau

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00408

  18. Valuation of the Debt Tax Shield

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2045–2073, Deen Kemsley and Doron Nissim

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00488

  19. A Simple Measure of Price Adjustment Coefficients

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 387–400, ASWATH DAMODARAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04716.x

  20. Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974–1988

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 93–130, DARRYLL HENDRICKS, JAYENDU PATEL and RICHARD ZECKHAUSER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04703.x