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The Long-Run Performance of Secondary Equity Issues: A Test of the Windows of Opportunity Hypothesis
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The Long-Run Performance of Secondary Equity Issues: A Test of the Windows of Opportunity Hypothesis (2002)The Long-Run Performance of Secondary Equ…Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies (2001)Interacting biases, non-norma…Uniformly least powerful tests of market efficiency (2000)Uniformly least powerful test…Seasoned public offerings: resolution of the ‘new issues puzzle’ (2000)Seasoned public offerings: re…The Operating Performance of Firms Conducting Seasoned Equity Offerings (1997)The Operating Performance of …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Do Firms Knowingly Sell Overvalued Equity? (1997)Do Firms Knowingly Sell Overv…Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics (1996)Detecting Long-Run Abnormal S…The New Issues Puzzle (1995)The New Issues PuzzleMarket Underreaction to Open Market Share Repurchases (1994)Market Underreaction to Open …The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)An Evaluation of Testing Procedures for Long Horizon Event Studies (2004)The Pricing of IPOs Post‐Sarbanes‐Oxley (2009)Event study methodology in business research: a bibliometric analysis (2020)Multifactor Explanations of Asset Pricing Anomalies (1996)Does Arbitrage Flatten Demand Curves for Stocks? (2002)An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases (2004)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)The Econometrics of Financial Markets (2012)Theory of Rational Option Pricing (1973)Market Liquidity as a Sentiment Indicator (2005)Theory of rational option pricing (2005)Propensity score matching and abnormal performance after seasoned equity offerings (2006)Event studies in international finance research (2022)Using daily stock returns (1985)Rational Capital Budgeting in an Irrational World (1996)Accounting anomalies and fundamental analysis: A review of recent research advances (2010)Short and Long Horizon Behavioral Factors (2017)Corporate financing and investment decisions when firms have information that investors do not have (1984)Are Insiders' Trades Informative? (1998)Managerial Opportunism? Evidence from Directors' and Officers' Insurance Purchases (2002)Economic Sources of Gain in Stock Repurchases (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The relationship between return and market value of common stocks (1981)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Capital Structure Puzzle (1984)The Capital Structure Puzzle (1984)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Detecting abnormal operating performance: The empirical power and specification of test statistics (1996)Inefficient Markets (2000)Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective (1999)The Long-Run Performance of Mergers and Acquisitions: Evidence from the Canadian Stock Market (2004)Should Benchmark Indices Have Alpha? Revisiting Performance Evaluation (2008)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1995The New Issues Puzzle3,550 cited
  • 1997The Operating Performance of Firms Conducting Seasoned Equity Offerings1,098 cited
  • 2000Uniformly least powerful tests of market efficiency839 cited
  • 1994Market Underreaction to Open Market Share Repurchases527 cited
  • 1997Do Firms Knowingly Sell Overvalued Equity?307 cited
  • 1996Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics170 cited
  • 2000Seasoned public offerings: resolution of the ‘new issues puzzle’126 cited
  • 2001Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies84 cited

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