References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
• 1985Does the Stock Market Overreact?7,756 cited
• 1985Using daily stock returns6,887 cited
• 1961Dividend Policy, Growth, and the Valuation of Shares6,554 cited
• 1985Dividend Policy under Asymmetric Information3,459 cited
• 1984Two Agency-Cost Explanations of Dividends3,109 cited
• 1979Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy2,809 cited
• 1979Risk measurement when shares are subject to infrequent trading2,767 cited
• 1977Estimating betas from nonsynchronous data2,751 cited
• 1991Event-study methodology under conditions of event-induced variance1,790 cited
• 1985Dividends, Dilution, and Taxes: A Signalling Equilibrium1,425 cited
• 1976The Dividend Puzzle1,235 cited
• 1980Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis1,147 cited
• 1968Dividend Policy: An Empirical Analysis933 cited
• 1988Earnings information conveyed by dividend initiations and omissions828 cited
• 1973The Information Content of Dividends