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The Long-Horizon Performance of REIT Mergers
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The Long-Horizon Performance of REIT Mergers (2007)The Long-Horizon Performance of REIT Merg…Do Stock Mergers Create Value for Acquirers? (2009)Do Stock Mergers Create Value…Market Valuation and Acquisition Quality: Empirical Evidence (2007)Market Valuation and Acquisit…Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Improved Methods for Tests of…Takeovers of Privately Held Targets, Methods of Payment, and Bidder Returns (1998)Takeovers of Privately Held T…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Glamour, value and the post-acquisition performance of acquiring firms (1998)Glamour, value and the post-a…Measuring long-horizon security price performance (1997)Measuring long-horizon securi…Do Long‐Term Shareholders Benefit From Corporate Acquisitions? (1997)Do Long‐Term Shareholders Ben…Do Long-Term Shareholders Benefit From Corporate Acquisitions? (1997)Do Long-Term Shareholders Ben…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…The Post-Merger Performance of Acquiring Firms: A Re-Examination of an Anomaly (1992)The Post-Merger Performance o…Sample-Dependent Results Using Accounting and Market Data: Some Evidence (1986)Sample-Dependent Results Usin…Merger bids, uncertainty, and stockholder returns (1983)Merger bids, uncertainty, and…An application of a three-factor performance index to measure stockholder gains from merger (1978)An application of a three-fac…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The market for corporate control (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)A five-factor asset pricing model (2014)Mergers and the Market for Corporate Control (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Foundations of Finance. (1977)Efficient Capital Markets: II (1991)Asset Growth and the Cross‐Section of Stock Returns (2008)Using daily stock returns (1985)Common risk factors in the returns on stocks and bonds (1993)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Do Investors Trade Too Much? (1999)Managerial Decisions and Long‐Term Stock Price Performance (2000)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Uniformly least powerful tests of market efficiency (2000)Short-sellers, fundamental analysis, and stock returns (2001)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)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns1,826 cited
  • 1992The Post-Merger Performance of Acquiring Firms: A Re-Examination of an Anomaly1,199 cited
  • 1998Glamour, value and the post-acquisition performance of acquiring firms1,067 cited
  • 1997Measuring long-horizon security price performance991 cited
  • 1997Do Long‐Term Shareholders Benefit From Corporate Acquisitions?966 cited
  • 1983Merger bids, uncertainty, and stockholder returns922 cited
  • 1997Do Long-Term Shareholders Benefit From Corporate Acquisitions?875 cited
  • 1998Takeovers of Privately Held Targets, Methods of Payment, and Bidder Returns769 cited
  • 2009Do Stock Mergers Create Value for Acquirers?390 cited
  • 1978

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An application of a three-factor performance index to measure stockholder gains from merger
328 cited
  • 2007Market Valuation and Acquisition Quality: Empirical Evidence295 cited
  • 1986Sample-Dependent Results Using Accounting and Market Data: Some Evidence269 cited
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