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Tests for Price Effects of New Issues of Seasoned Securities
13 references·16 citing·34 second hop
Tests for Price Effects of New Issues of Seasoned Securities (1982)Tests for Price Effects of New Issues of …The variation of certain speculative prices (1997)The variation of certain spec…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models (1977)The Distribution of Common St…Foundations of Finance. (1977)Foundations of Finance.Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Price performance of common stock new issues (1975)Price performance of common s…A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices (1974)A Comparison of the Stable an…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972)PRICE IMPACTS OF BLOCK TRADIN…Dividend Policy: An Empirical Analysis (1968)Dividend Policy: An Empirical…A Compound Events Model for Security Prices (1967)A Compound Events Model for S…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…The Impact of Sovereign Wealth Funds on Global Financial Markets (2008)The Impact of Sovereign Wealt…Information costs and liquidity effects from changes in the FTSE 100 list (2006)Information costs and liquidi…Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance (2004)Illiquidity Spillovers: Theor…The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year (2002)The tax-loss selling hypothes…Anomalous stock returns around internet firms’ earnings announcements (2002)Anomalous stock returns aroun…The Market Demand Curve for Common Stocks: Evidence from Equity Mutual Fund Flows (2001)The Market Demand Curve for C…Seasoned equity offers and rights issues: a review of the evidence (1998)Seasoned equity offers and ri…Shareholder Wealth Effects of Equity Issues in Emerging Markets: Evidence from Rights Offerings in Greece (1996)Shareholder Wealth Effects of…Influencing Managers to Change Unpopular Corporate Behavior through Boycotts and Divestitures (1995)Influencing Managers to Chang…A Dividend Payment Effect in Stock Returns (1994)A Dividend Payment Effect in …The effect of block transactions on share prices (1989)The effect of block transacti…Market-Making in Initial Public Offerings of Common Stocks: An Empirical Analysis (1989)Market-Making in Initial Publ…Stock offerings in a different institutional setting (1988)Stock offerings in a differen…Shelf Registrations and Shareholder Wealth: A Comparison of Shelf and Traditional Equity Offerings (1986)Shelf Registrations and Share…Underpricing of seasoned issues (1985)Underpricing of seasoned issu…CHANGES IN CAPITAL STRUCTURE, NEW EQUITY ISSUES, AND SCALE EFFECTS (1985)CHANGES IN CAPITAL STRUCTURE,…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)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Dividend Policy, Growth, and the Valuation of Shares (1961)The capital asset pricing model: Some empirical tests (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis (1980)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The Event Study Methodology Since 1969 (1998)Does Arbitrage Flatten Demand Curves for Stocks? (2002)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Option values under stochastic volatility: Theory and empirical estimates (1987)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chapter 49 Arch models (1994)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)
this work references cited by second hop

References

  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1975Price performance of common stock new issues1,341 cited
  • 1977Foundations of Finance.1,128 cited
  • 1968Dividend Policy: An Empirical Analysis933 cited
  • 1974A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices903 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
  • 1967A Compound Events Model for Security Prices441 cited
  • 1977The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models152 cited

Cited by

  • 1995Influencing Managers to Change Unpopular Corporate Behavior through Boycotts and Divestitures121 cited
  • 2002The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year

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84 cited
  • 1985Underpricing of seasoned issues75 cited
  • 1996Shareholder Wealth Effects of Equity Issues in Emerging Markets: Evidence from Rights Offerings in Greece74 cited
  • 1988Stock offerings in a different institutional setting73 cited
  • 2001The Market Demand Curve for Common Stocks: Evidence from Equity Mutual Fund Flows67 cited
  • 2002Anomalous stock returns around internet firms’ earnings announcements67 cited
  • 2008The Impact of Sovereign Wealth Funds on Global Financial Markets65 cited
  • 2004Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance64 cited
  • 1989The effect of block transactions on share prices52 cited
  • 1985CHANGES IN CAPITAL STRUCTURE, NEW EQUITY ISSUES, AND SCALE EFFECTS43 cited
  • 1994A Dividend Payment Effect in Stock Returns43 cited
  • 1998Seasoned equity offers and rights issues: a review of the evidence42 cited
  • 1989Market-Making in Initial Public Offerings of Common Stocks: An Empirical Analysis41 cited
  • 2006Information costs and liquidity effects from changes in the FTSE 100 list31 cited
  • 1986Shelf Registrations and Shareholder Wealth: A Comparison of Shelf and Traditional Equity Offerings29 cited