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The Impact of Transfer Restrictions on Stock Prices
16 references·0 citing·35 second hop
The Impact of Transfer Restrictions on Stock Prices (2002)The Impact of Transfer Restrictions on St…Theory of rational option pricing (2005)Theory of rational option pri…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Agency costs of free cash flow, corporate finance, and takeovers (1996)Agency costs of free cash flo…Additional evidence on equity ownership and corporate value (1990)Additional evidence on equity…Outside directors and CEO turnover (1988)Outside directors and CEO tur…Management ownership and market valuation (1988)Management ownership and mark…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency Costs of Free Cash Flo…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Agency Problems and Residual Claims (1983)Agency Problems and Residual …Measuring security price performance (1980)Measuring security price perf…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…The valuation of options for alternative stochastic processes (1976)The valuation of options for …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Agency Problems and the Theory of the Firm (1980)Separation of Ownership and Control (1983)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS (1982)Two Agency-Cost Explanations of Dividends (1984)Corporate performance and managerial remuneration (1985)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)What Do We Know about Capital Structure? Some Evidence from International Data (1995)The Nature of the Firm (1937)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Determinants of corporate borrowing (1977)The Capital Structure Puzzle (1984)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Theory of Value (1959)Auditor size and audit quality (1981)Strategic assets and organizational rent (1993)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)
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References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers17,216 cited
  • 1996Agency costs of free cash flow, corporate finance, and takeovers9,308 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1988Management ownership and market valuation6,910 cited
  • 1983Agency Problems and Residual Claims4,877 cited
  • 1990Additional evidence on equity ownership and corporate value4,311 cited
  • 1988Outside directors and CEO turnover4,251 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1980Measuring security price performance3,330 cited

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1976
The valuation of options for alternative stochastic processes
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