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REIT Stock Splits and Market Efficiency
16 references·0 citing·34 second hop
REIT Stock Splits and Market Efficiency (2005)REIT Stock Splits and Market EfficiencyThe Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Underreaction to Self-Selected News Events: The Case of Stock Splits (2002)Underreaction to Self-Selecte…Managerial Decisions and Long‐Term Stock Price Performance (2000)Managerial Decisions and Long…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Dividend Policy and Cash‐Flow Uncertainty (1998)Dividend Policy and Cash‐Flow…Long‐Run Common Stock Returns Following Stock Splits and Reverse Splits (1997)Long‐Run Common Stock Returns…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…What Do Stock Splits Really Signal? (1996)What Do Stock Splits Really S…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Stock Dividends, Stock Splits, and Signaling (1990)Stock Dividends, Stock Splits…Stock splits, stock prices, and transaction costs (1988)Stock splits, stock prices, a…The Market Reaction to Stock Splits (1987)The Market Reaction to Stock …Stock Splits and Stock Dividends: Why, Who, and When (1987)Stock Splits and Stock Divide…The valuation effects of stock splits and stock dividends (1984)The valuation effects of stoc…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)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)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Informational Asymmetries, Financial Structure, and Financial Intermediation (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Stock Prices and the Supply of Information (1991)Tick Size, Share Prices, and Stock Splits (1997)Using daily stock returns (1985)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Long‐Run Performance of initial Public Offerings (1991)Contrarian Investment, Extrapolation, and Risk (1994)The New Issues Puzzle (1995)Firm performance and focus: long-run stock market performance following spinoffs (1999)The Impact of E-Commerce Announcements on the Market Value of Firms (2001)Costly Information Processing: Evidence from Earnings Announcements (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Equity Share in New Issues and Aggregate Stock Returns (2000)Chapter 18 A survey of behavioral finance (2003)Market liquidity as a sentiment indicator (2004)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 2000Managerial Decisions and Long‐Term Stock Price Performance1,573 cited
  • 1984The valuation effects of stock splits and stock dividends629 cited
  • 1987Stock Splits and Stock Dividends: Why, Who, and When457 cited
  • 1996What Do Stock Splits Really Signal?412 cited
  • 1987The Market Reaction to Stock Splits366 cited
  • 1990Stock Dividends, Stock Splits, and Signaling355 cited
  • 1988Stock splits, stock prices, and transaction costs316 cited
  • 2002Underreaction to Self-Selected News Events: The Case of Stock Splits272 cited

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  • 1997Long‐Run Common Stock Returns Following Stock Splits and Reverse Splits265 cited
  • 1998Dividend Policy and Cash‐Flow Uncertainty196 cited
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