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Impact of reorganization announcements on distressed-stock returns
16 references·1 citing·41 second hop
Impact of reorganization announcements on distressed-stock returns (2007)Impact of reorganization announcements on…Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Momentum and post-earnings-an…Presidential Address: Liquidity and Price Discovery (2003)Presidential Address: Liquidi…Forecasting stock indices: a comparison of classification and level estimation models (2000)Forecasting stock indices: a …Vulture investors and the market for control of distressed firms (1997)Vulture investors and the mar…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns (1992)The Specification and Power o…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Contagion and competitive intra-industry effects of bankruptcy announcements (1992)Contagion and competitive int…Negotiated Block Trades and Corporate Control (1991)Negotiated Block Trades and C…Troubled debt restructurings (1990)Troubled debt restructuringsStock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Using daily stock returns (1985)Using daily stock returnsA Logit Model of Brand Choice Calibrated on Scanner Data (1983)A Logit Model of Brand Choice…A Logit Model of Brand Choice Calibrated on Scanner Data (Логистическая модель выбора бренда, откалиброванная на панельных данных сканированных штрих-кодов покупок) (1983)A Logit Model of Brand Choice…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Financial Distress, Prediction, and Strategies by Firms: A Systematic Review of Literature (2020)Financial Distress, Predictio…Determinants of corporate borrowing (1977)On financial contracting (1979)Limited-dependent and qualitative variables in econometrics (1983)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1999)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Managerial discretion and optimal financing policies (1990)Is the Risk of Bankruptcy a Systematic Risk? (1998)The effect of supply chain glitches on shareholder wealth (2003)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Illiquidity and stock returns: cross-section and time-series effects (2002)Conditional logit analysis of qualitative choice behavior (1972)Customer satisfaction, customer retention, and market share (1993)Customer Switching Behavior in Service Industries: An Exploratory Study (1995)Developing and validating a multidimensional consumer-based brand equity scale (2001)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Common risk factors in the returns on stocks and bonds (1993)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)Understanding commonality in liquidity around the world (2011)Short Selling and the Price Discovery Process (2012)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Inefficient Markets (2000)Are Insider Trades Informative? (2001)The Value Premium (2005)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1985Using daily stock returns6,497 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1983A Logit Model of Brand Choice Calibrated on Scanner Data1,806 cited
  • 1994Contrarian Investment, Extrapolation, and Risk1,354 cited
  • 1990Troubled debt restructurings1,096 cited
  • 2005Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk1,008 cited
  • 1992Contagion and competitive intra-industry effects of bankruptcy announcements920 cited
  • 2003Presidential Address: Liquidity and Price Discovery652 cited
  • 1983A Logit Model of Brand Choice Calibrated on Scanner Data (Логистическая модель выбора бренда, откалиброванная на панельных данных сканированных штрих-кодов покупок)547 cited
  • 1992The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns470 cited
  • 1991Negotiated Block Trades and Corporate Control455 cited
  • 2000Forecasting stock indices: a comparison of classification and level estimation models

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428 cited
  • 1997Vulture investors and the market for control of distressed firms231 cited
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    • 2020Financial Distress, Prediction, and Strategies by Firms: A Systematic Review of Literature12 cited