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Do Publicly Traded Property–Casualty Insurers Cater to the Stock Market?
16 references·0 citing·38 second hop
Do Publicly Traded Property–Casualty Insurers Cater to the Stock Market? (2011)Do Publicly Traded Property–Casualty Insu…Simple formulas for standard errors that cluster by both firm and time (2010)Simple formulas for standard …Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Does Investor Misvaluation Drive the Takeover Market? (2006)Does Investor Misvaluation Dr…Market Valuation and Merger Waves (2004)Market Valuation and Merger W…A Catering Theory of Dividends (2004)A Catering Theory of DividendsWhen Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms (2003)When Does the Market Matter? …Stock market driven acquisitions (2003)Stock market driven acquisiti…When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms (2002)When Does the Market Matter? …Market Timing and Capital Structure (2002)Market Timing and Capital Str…The Value of Diversification During the Conglomerate Merger Wave (1996)The Value of Diversification …Diversification's effect on firm value (1995)Diversification's effect on f…Corporate focus and stock returns (1995)Corporate focus and stock ret…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Efficient Capital Markets, Inefficient Firms: A Model of Myopic Corporate Behavior (1989)Efficient Capital Markets, In…Managerial Incentives for Short-Term Results (1985)Managerial Incentives for Sho…Specification Tests in Econometrics (1978)Initial conditions and moment restrictions in dynamic panel data models (1998)Determinants of corporate borrowing (1977)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Higher market valuation of companies with a small board of directors (1996)Investor Protection and Corporate Valuation (2002)Digital Business Strategy: Toward a Next Generation of Insights (2013)Job Market Signaling (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Dividend Policy under Asymmetric Information (1985)A Survey of Corporate Governance (1997)Corporate Governance and Equity Prices (2003)The economic implications of corporate financial reporting (2005)Prospect theory: An analysis of decision under risk (1988)Investor Sentiment and the Cross-Section of Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Biases in Dynamic Models with Fixed Effects (1981)Low-Latency Trading (2011)High-Frequency Trading and Price Discovery (2014)Corporate Immunity to the COVID-19 Pandemic (2020)Common risk factors in the returns on stocks and bonds (1993)What Do Returns to Acquiring Firms Tell Us? Evidence from Firms That Make Many Acquisitions (2002)Firm size and the gains from acquisitions (2004)Who makes acquisitions? CEO overconfidence and the market's reaction☆ (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Capital Structure Decisions: Which Factors Are Reliably Important? (2007)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Financing Constraints and Corporate Investment (1988)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)Corporate social responsibility and access to finance (2013)Initial conditions and moment restrictions in dynamic panel data models (1995)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2002Market Timing and Capital Structure3,804 cited
  • 1995Diversification's effect on firm value3,069 cited
  • 1989Efficient Capital Markets, Inefficient Firms: A Model of Myopic Corporate Behavior2,585 cited
  • 2003Stock market driven acquisitions2,093 cited
  • 2010Simple formulas for standard errors that cluster by both firm and time1,515 cited
  • 2004A Catering Theory of Dividends1,368 cited
  • 2003When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms1,143 cited
  • 1995Corporate focus and stock returns1,078 cited
  • 2004Market Valuation and Merger Waves987 cited
  • 2006Does Investor Misvaluation Drive the Takeover Market?937 cited
  • 1996The Value of Diversification During the Conglomerate Merger Wave878 cited
  • 1985Managerial Incentives for Short-Term Results847 cited

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  • 2002When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms785 cited
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