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The Performance of Stock-Price Driven Acquisitions (Published as 'Market Valuation and Acquisition Quality: Empirical Evidence')
16 references·0 citing·41 second hopsampled
The Performance of Stock-Price Driven Acquisitions (Published as 'Market Valuation and Acquisition Quality: Empirical Evidence') (2003)The Performance of Stock-Price Driven Acq…Market Timing and Capital Structure (2002)Market Timing and Capital Str…The Debt-Equity Choice (2001)The Debt-Equity ChoiceNew Evidence and Perspectives on Mergers (2001)New Evidence and Perspectives…Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Improved Methods for Tests of…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…The New Issues Puzzle (1995)The New Issues PuzzleReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…The Hubris Hypothesis of Corporate Takeovers (1986)The Hubris Hypothesis of Corp…Using daily stock returns (1985)Using daily stock returnsCorporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Corporate Financing and Inves…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…The market for corporate control (1983)The market for corporate cont…Measuring security price performance (1980)Measuring security price perf…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Efficient Capital Markets: II (1991)A Survey of Corporate Governance (1997)CEO Overconfidence and Corporate Investment (2005)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)Event Studies in Economics and Finance (1997)The relationship between return and market value of common stocks (1981)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Separation of Ownership and Control (1983)Management ownership and market valuation (1988)Agency Theory: An Assessment and Review (1989)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Capital Structure Decisions: Which Factors Are Reliably Important? (2007)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have6,535 cited
  • 1985Using daily stock returns6,497 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1983The market for corporate control4,145 cited
  • 2002Market Timing and Capital Structure3,804 cited
  • 1986The Hubris Hypothesis of Corporate Takeovers3,764 cited
  • 1995The New Issues Puzzle3,550 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
  • 1980Measuring security price performance3,330 cited
  • 2001New Evidence and Perspectives on Mergers2,803 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns1,826 cited

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The Debt-Equity Choice
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