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Share Repurchases, Signalling Effect and Implications for Corporate Governance: Evidence from India
16 references·0 citing·36 second hop
Share Repurchases, Signalling Effect and Implications for Corporate Governance: Evidence from India (2013)Share Repurchases, Signalling Effect and …The Econometrics of Financial Markets (2012)The Econometrics of Financial…Accrual-Based and Real Earnings Management Activities Around Seasoned Equity Offerings (2008)Accrual-Based and Real Earnin…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Dividends, Share Repurchases, and the Substitution Hypothesis (2002)Dividends, Share Repurchases,…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Disappearing dividends: chang…Why Do Firms Repurchase Stock? (2000)Why Do Firms Repurchase Stock?Actual Share Reacquisitions in Open‐Market Repurchase Programs (1998)Actual Share Reacquisitions i…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Market underreaction to open market share repurchases (1995)Market underreaction to open …Investment Valuation: Tools and Techniques for Determining the Value of Any Asset (1995)Investment Valuation: Tools a…Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency Costs of Free Cash Flo…Using daily stock returns (1985)Using daily stock returnsTwo Agency-Cost Explanations of Dividends (1984)Two Agency-Cost Explanations …Common stock repurchases and market signalling (1981)Common stock repurchases and …The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Dividend Policy, Growth, and the Valuation of Shares (1961)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and the Theory of the Firm (1980)Agency costs of free cash flow, corporate finance, and takeovers (1996)A Survey of Corporate Governance (1997)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)Specification Tests in Econometrics (1978)Earnings Management During Import Relief Investigations (1991)The financial reporting environment: Review of the recent literature (2010)Evidence on the Trade-Off between Real Activities Manipulation and Accrual-Based Earnings Management (2011)Is Earnings Quality Associated with Corporate Social Responsibility? (2012)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)
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References

  • 1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers17,216 cited
  • 1985Using daily stock returns6,497 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 1984Two Agency-Cost Explanations of Dividends3,109 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?3,039 cited
  • 2008Accrual-Based and Real Earnings Management Activities Around Seasoned Equity Offerings2,489 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 1995Market underreaction to open market share repurchases1,739 cited
  • 2002Dividends, Share Repurchases, and the Substitution Hypothesis1,467 cited
  • 1995Investment Valuation: Tools and Techniques for Determining the Value of Any Asset1,380 cited
  • 1981Common stock repurchases and market signalling1,037 cited
  • 2000Why Do Firms Repurchase Stock?933 cited

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1998
Actual Share Reacquisitions in Open‐Market Repurchase Programs
844 cited

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