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Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange
10 references·2 citing·46 second hop
Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange (2002)Short sales restrictions, dilution and th…Mispricing of index futures contracts and short sales constraints (1999)Mispricing of index futures c…A further look at transaction costs, short sale restrictions, and futures market efficiency: The case of Korean stock index futures (1999)A further look at transaction…The long-run performance following Japanese rights issues (1998)The long-run performance foll…Why underwrite rights offerings? Some new evidence (1997)Why underwrite rights offerin…Adverse selection and the rights offer paradox (1992)Adverse selection and the rig…Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives (1990)Pricing Warrants: An Empirica…The Demise of the Rights Issue (1988)The Demise of the Rights IssueEmpirical Tests of Boundary Conditions for Toronto Stock Exchange Options (1985)Empirical Tests of Boundary C…PRICING OF WARRANTS AND THE VALUE OF THE FIRM (1978)PRICING OF WARRANTS AND THE V…Alternative methods for raising capital (1977)Alternative methods for raisi…Rights Offerings, Trading, and Regulation: A Global Perspective (2013)Rights Offerings, Trading, an…Which Investors Leave Money on the Table? Evidence from Rights Issues (2008)Which Investors Leave Money o…An Economic Theory of Democracy. (1958)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The effects of capital structure change on security prices (1980)Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs (2000)Financial Markets and Firm Dynamics (2001)Corporate financing and investment decisions when firms have information that investors do not have (1984)Dividend Policy under Asymmetric Information (1985)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The Effects of Splitting on the Ex: A Microstructure Reconciliation (1992)Seasoned Equity Offerings: A Survey (1995)The effects of equity issues on ownership structure and stock liquidity: A comparison of rights and public offerings (1997)Theory of Rational Option Pricing (1973)Option pricing (1976)OPTIONS LISTING, MARKET LIQUIDITY AND STOCK BEHAVIOUR: SOME CANADIAN EVIDENCE (1993)The Factors Behind Put‐Call Parity Violations of S&P 100 Index Options (1996)Theory of rational option pricing (2005)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Generalized autoregressive conditional heteroskedasticity (1986)Common deviation and regime-dependent dynamics in the index derivatives markets (2015)Derivative markets in emerging economies: A survey (2015)Market uncertainty, expected volatility and the mispricing of S&P 500 index futures (2015)The Structure of Corporate Ownership: Causes and Consequences (1985)Seasoned public offerings: Resolution of the "new issues puzzle" (1998)The Determinants of Underpricing for Seasoned Equity Offers (2003)Seasoned equity offerings: Quality of accounting information and expected flotation costs☆ (2009)Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices (1988)Arbitrage in Stock Index Futures (1990)The journal of financial economics (1993)The Lead‐Lag Relation Between Spot and Futures Markets Under Different Short‐Selling Regimes (2001)Discretionary government intervention and the mispricing of index futures (2003)The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash (2007)The effects of management buyouts on operating performance and value (1989)The New Issues Puzzle (1995)Detecting abnormal operating performance: The empirical power and specification of test statistics (1996)Investment banking, reputation, and the underpricing of initial public offerings (1986)How investment bankers determine the offer price and allocation of new issues (1989)An empirical analysis of incremental capital structure decisions under managerial entrenchment (2001)A Comparison of the Motivations for and the Information Content of Different Types of Equity Offerings (2004)Security Offerings**We thank Robert S. Hansen, Jay Ritter and Xueping Wu for suggestions. (2007)Robustness of option-like warrant valuation (1994)CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS (2000)Reverse convertible bonds analyzed (2009)How to Value Employee Stock Options (2004)Stock market efficiency in China: Evidence from the split-share reform (2015)
this work references cited by second hop

References

  • 1977Alternative methods for raising capital550 cited
  • 1992Adverse selection and the rights offer paradox393 cited
  • 1978PRICING OF WARRANTS AND THE VALUE OF THE FIRM180 cited
  • 1988The Demise of the Rights Issue153 cited
  • 1997Why underwrite rights offerings? Some new evidence135 cited
  • 1990Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives133 cited
  • 1999Mispricing of index futures contracts and short sales constraints87 cited
  • 1999A further look at transaction costs, short sale restrictions, and futures market efficiency: The case of Korean stock index futures55 cited
  • 1985Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options29 cited
  • 1998The long-run performance following Japanese rights issues28 cited

Cited by

  • 2008Which Investors Leave Money on the Table? Evidence from Rights Issues21 cited
  • 2013Rights Offerings, Trading, and Regulation: A Global Perspective15 cited

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