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Repurchases after being well known as good news
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Repurchases after being well known as good news (2019)Repurchases after being well known as goo…The real effects of share repurchases (2015)The real effects of share rep…Payout policy through the financial crisis: The growth of repurchases and the resilience of dividends (2015)Payout policy through the fin…Payout policy in the 21st century (2005)Payout policy in the 21st cen…The Information Content of Share Repurchase Programs (2004)The Information Content of Sh…Do Institutional Investors Prefer Near‐Term Earnings over Long‐Run Value?* (2001)Do Institutional Investors Pr…Why Do Firms Repurchase Stock? (2000)Why Do Firms Repurchase Stock?Stock Repurchases in Canada: Performance and Strategic Trading (2000)Stock Repurchases in Canada: …Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Improved Methods for Tests of…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 …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…The New Issues Puzzle (1995)The New Issues PuzzleMarket underreaction to open market share repurchases (1995)Market underreaction to open …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Price performance of common stock new issues (1975)Price performance of common s…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Using daily stock returns (1985)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)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 relationship between return and market value of common stocks (1981)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)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 Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Economic Implications of Corporate Financial Reporting (2004)The economic implications of corporate financial reporting (2005)Corporate governance and firm cash holdings in the US (2007)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Multifactor Explanations of Asset Pricing Anomalies (1996)Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)The Stock Market Valuation of Research and Development Expenditures (2001)Asset Growth and the Cross‐Section of Stock Returns (2008)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1995The New Issues Puzzle3,550 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
  • 2005Payout policy in the 21st century2,268 cited
  • 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns1,826 cited
  • 1995Market underreaction to open market share repurchases1,739 cited
  • 1975Price performance of common stock new issues1,341 cited
  • 2001Do Institutional Investors Prefer Near‐Term Earnings over Long‐Run Value?*1,280 cited
  • 2000Why Do Firms Repurchase Stock?933 cited
  • 2004The Information Content of Share Repurchase Programs823 cited
  • 2000Stock Repurchases in Canada: Performance and Strategic Trading

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398 cited
  • 2015Payout policy through the financial crisis: The growth of repurchases and the resilience of dividends376 cited
  • 2015The real effects of share repurchases354 cited
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