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THE SEASONING PROCESS OF NEW CORPORATE BOND ISSUES
8 references·8 citing·42 second hop
THE SEASONING PROCESS OF NEW CORPORATE BOND ISSUES (1978)THE SEASONING PROCESS OF NEW CORPORATE BO…The effect of a rating change announcement on bond price (1977)The effect of a rating change…Seasonality in Australian capital markets (1975)Seasonality in Australian cap…Price performance of common stock new issues (1975)Price performance of common s…THE YIELD SPREAD ON NEW ISSUES OF CORPORATE BONDS (1974)THE YIELD SPREAD ON NEW ISSUE…The Effect of Regulation Changes on Insider Trading (1974)The Effect of Regulation Chan…Risk and return: The case of merging firms (1974)Risk and return: The case of …Some New Stock-Market Indexes (1966)Some New Stock-Market IndexesCorporate Bond Quality and Investor Experience. (1959)Corporate Bond Quality and In…Overallocation and secondary market outcomes in corporate bond offerings (2022)Overallocation and secondary …Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing (2020)Underpricing in the euro area…The bond event study methodology since 1974 (2016)The bond event study methodol…Do Banks Price Their Informational Monopoly? (2008)Do Banks Price Their Informat…The Pricing of High-Yield Debt IPOs (1998)The Pricing of High-Yield Deb…The pricing of convertible debt offerings (1996)The pricing of convertible de…Underpricing of Newly Issued Bonds: Evidence from the Swiss Capital Market (1988)Underpricing of Newly Issued …On the Seasoning Process of New Bonds: Some are More Seasoned than Others (1982)On the Seasoning Process of N…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market (1989)Revisiting calendar anomalies in Asian stock markets using a stochastic dominance approach (2006)The relationship between asset growth and the cross-section of stock returns (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)Common Stock Returns and Rating Changes: A Methodological Comparison (1982)UNDERSTANDING AND CONDUCTING EVENT STUDIES (1983)The Association between Insider Trading and Information Announcements (1984)Why new issues are underpriced (1986)The Long‐Run Performance of initial Public Offerings (1991)The New Issues Puzzle (1995)CONVERTIBLE BONDS: MATCHING FINANCIAL AND REAL OPTIONS (2000)Why do companies issue convertible bond loans? An empirical analysis for the Canadian market (2008)Do Investment Banks' Relationships with Investors Impact Pricing? The Case of Convertible Bond Issues (2012)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)THE INFORMATIONAL CONTENT OF BOND RATINGS (1987)The Effect of Bond-Rating Changes on Bond Price Performance (1997)Bank monitoring and the pricing of corporate public debt1We thank Atul Gupta, Robyn McLaughlin, Tim Mech, David P. Simon, and especially Bill Schwert (the editor), and Peggy Wier (the referee) for their valuable comments. The third author acknowledges partial financial support from the Babcock Summer Research Program. The usual disclaimer applies.1 (1999)The Adjustment of Stock Prices to New Information (2003)Investment Banking and the New Issues Market. (1969)Uncertainty, competition, and costs in corporate bond underwriting (1975)NEW ISSUE CORPORATE BONDS, SEASONED MARKET EFFICIENCY AND YIELD SPREADS (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)How investment bankers determine the offer price and allocation of new issues (1989)The Pricing of Equity Ipos that Follow Public Debt Offerings (2004)The Pricing of Options and Corporate Liabilities (1973)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)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)Transaction costs and the small firm effect (1983)An Investigation of Transactions Data for NYSE Stocks (1985)Risk aversion, uncertain information, and market efficiency (1988)Measuring security price performance (1980)Strategic Factor Markets: Expectations, Luck, and Business Strategy (1986)Efficient Capital Markets: II (1991)The Default Premium and Corporate Bond Experience (1987)The Dependence of Recovery Rates and Defaults (2011)The Real Consequences of Market Segmentation (2011)
this work references cited by second hop

References

  • 1975Price performance of common stock new issues1,341 cited
  • 1974Risk and return: The case of merging firms869 cited
  • 1966Some New Stock-Market Indexes538 cited
  • 1977The effect of a rating change announcement on bond price288 cited
  • 1974The Effect of Regulation Changes on Insider Trading218 cited
  • 1959Corporate Bond Quality and Investor Experience.142 cited
  • 1975Seasonality in Australian capital markets123 cited
  • 1974THE YIELD SPREAD ON NEW ISSUES OF CORPORATE BONDS51 cited

Cited by

  • 1996The pricing of convertible debt offerings48 cited
  • 1998The Pricing of High-Yield Debt IPOs44 cited
  • 2022Overallocation and secondary market outcomes in corporate bond offerings38 cited
  • 1988Underpricing of Newly Issued Bonds: Evidence from the Swiss Capital Market35 cited
  • 2016The bond event study methodology since 197431 cited
  • 1982On the Seasoning Process of New Bonds: Some are More Seasoned than Others30 cited
  • 2008Do Banks Price Their Informational Monopoly?30 cited
  • 2020Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing

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29 cited