Article1995

Open-Market Share Repurchase Programs and Bid-Ask Spreads on the NYSE: Implications for Corporate Payout Policy

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Corporate Finance and Governance Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

Abstract

James M. Miller, John J. McConnell, Open-Market Share Repurchase Programs and Bid-Ask Spreads on the NYSE: Implications for Corporate Payout Policy, The Journal of Financial and Quantitative Analysis, Vol. 30, No. 3 (Sep., 1995), pp. 365-382

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1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1986Asset pricing and the bid-ask spread 1968The Cost of Transacting 1983Information Effects on the Bid-Ask Spread 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS 1981Common stock repurchases and market signalling 1992An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks

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1998THE INTRA‐INDUSTRY EFFECTS OF OPEN MARKET SHARE REPURCHASES: CONTAGION OR COMPETITIVE?1998The liquidity effects associated with addition of a stock to the S&P 500 index: evidence from bid/ask spreads 1998Shareholder Heterogeneity, Adverse Selection, and Payout Policy 2006The effects of insider trading on liquidity 2001On the Timing and Execution of Open Market Repurchases 2013The Shareholder Base and Payout Policy

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