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Shareholder wealth effects of stock dividends in a unique environment
16 references·2 citing·49 second hop
Shareholder wealth effects of stock dividends in a unique environment (2013)Shareholder wealth effects of stock divid…Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Illiquidity and Stock Returns…Accrual-Based and Real Earnings Management Activities Around Seasoned Equity Offerings (2008)Accrual-Based and Real Earnin…Financial fraud, director reputation, and shareholder wealth (2007)Financial fraud, director rep…Does Weak Governance Cause Weak Stock Returns? 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I also thank Andrew Alford, Brad Barber, Randolph Beatty, Ilia Dichev, Paul Fisher, Gary Gorton, Paul Griffin, David Larcker, Mark Low, Patricia O'Brien, Madhav Rajan, Jay Ritter, Mark Vargus, Robert Verrecchia, Franco Wong, and workshop participants at the 1996 American Accounting Association meetings, Columbia University, Emory University, INSEAD, London Business School, MIT, New York University, Northwestern University, Purdue University, University of California at Davis, University of Chicago, University of Michigan, University of Minnesota, University of Pennsylvania, and Yale University for useful comments. I am indebted to Mark Vargus for access to his FORTRAN sub-routines. 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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2008Accrual-Based and Real Earnings Management Activities Around Seasoned Equity Offerings2,489 cited
  • 1999Board meeting frequency and firm performance2,092 cited
  • 1996Detecting abnormal operating performance: The empirical power and specification of test statistics1,609 cited
  • 2007Financial fraud, director reputation, and shareholder wealth1,041 cited
  • 2006Does Weak Governance Cause Weak Stock Returns? An Examination of Firm Operating Performance and Investors' Expectations957 cited
  • 2018Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects949 cited
  • 2000Forecasting Profitability and Earnings857 cited
  • 1998Earnings management and the performance of seasoned equity offerings1I gratefully acknowledge the comments and suggestions of Philip Berger, Patricia Dechow, Kenneth Gaver (the referee), Robert Holthausen, Wayne Mikkelson (the editor), and Richard Sloan. I also thank Andrew Alford, Brad Barber, Randolph Beatty, Ilia Dichev, Paul Fisher, Gary Gorton, Paul Griffin, David Larcker, Mark Low, Patricia O'Brien, Madhav Rajan, Jay Ritter, Mark Vargus, Robert Verrecchia, Franco Wong, and workshop participants at the 1996 American Accounting Association meetings, Columbia University, Emory University, INSEAD, London Business School, MIT, New York University, Northwestern University, Purdue University, University of California at Davis, University of Chicago, University of Michigan, University of Minnesota, University of Pennsylvania, and Yale University for useful comments. I am indebted to Mark Vargus for access to his FORTRAN sub-routines. Errors and omissions are my responsibility.1838 cited

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  • 2004The Information Content of Share Repurchase Programs823 cited
  • 1982Dividends and Taxes: Some Empirical Evidence677 cited
  • 1984The valuation effects of stock splits and stock dividends629 cited
  • 1991Stock Prices and the Supply of Information566 cited
  • 1993The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs486 cited
  • 1987Stock Splits and Stock Dividends: Why, Who, and When457 cited
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    • 2023Behavioral Risk Preferences and Dividend Changes: Exploring the Linkages with Prospect Theory Through Empirical Analysis17 cited
    • 2022Key audit matters and big4 auditors in Oman: a quantile approach analysis17 cited