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The valuation effect of stock dividends or splits: Evidence from a catering perspective
16 references·2 citing·40 second hopsampled
The valuation effect of stock dividends or splits: Evidence from a catering perspective (2021)The valuation effect of stock dividends o…Speculative Retail Trading and Asset Prices (2011)Speculative Retail Trading an…Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Maxing out: Stocks as lotteri…Who Gambles in the Stock Market? (2009)Who Gambles in the Stock Mark…The Stock Market and Corporate Investment: A Test of Catering Theory (2008)The Stock Market and Corporat…Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Stocks as Lotteries: The Impl…Just How Much Do Individual Investors Lose by Trading? (2008)Just How Much Do Individual I…Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors (2006)Do Dividend Clienteles Exist?…A liquidity-augmented capital asset pricing model (2006)A liquidity-augmented capital…The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation (2004)The Price Response to S&P 500…A Catering Theory of Dividends (2004)A Catering Theory of DividendsThe Dynamics of Institutional and Individual Trading (2003)The Dynamics of Institutional…A Rose.com by Any Other Name (2001)A Rose.com by Any Other NameThe Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)The Effects of Market Segment…What Do Stock Splits Really Signal? (1996)What Do Stock Splits Really S…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…The valuation effects of stock splits and stock dividends (1984)The valuation effects of stoc…Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market (2024)Someone like you: Lottery-lik…Nominal Prices, Retail Investor Participation, and Return Momentum (2022)Nominal Prices, Retail Invest…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)… and the Cross-Section of Expected Returns (2015)Replicating Anomalies (2018)Taming the Factor Zoo: A Test of New Factors (2020)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Asset Growth and the Cross‐Section of Stock Returns (2008)Digesting Anomalies: An Investment Approach (2012)Innovative efficiency and stock returns (2012)Prospect theory: An analysis of decision under risk (1988)Deep learning with long short-term memory networks for financial market predictions (2017)Asset pricing and the bid-ask spread (1986)The New Issues Puzzle (1995)Foreign Speculators and Emerging Equity Markets (2000)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Investor Psychology and Asset Pricing (2001)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Disposition Effect and Underreaction to News (2006)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Prospect Theory: An Analysis of Decision under Risk (1979)Advances in prospect theory: Cumulative representation of uncertainty (1992)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)The Cross-Section of Expected Stock Returns (1992)Legal Determinants of External Finance (1997)Do Retail Trades Move Markets? (2008)The Behavior of Individual Investors (2013)Attention‐Induced Trading and Returns: Evidence from Robinhood Users (2022)
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References

  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2009Who Gambles in the Stock Market?1,808 cited
  • 2010Maxing out: Stocks as lotteries and the cross-section of expected returns1,677 cited
  • 2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,593 cited
  • 2004A Catering Theory of Dividends1,368 cited
  • 1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States1,055 cited
  • 2008Just How Much Do Individual Investors Lose by Trading?985 cited
  • 2006A liquidity-augmented capital asset pricing model891 cited
  • 2008The Stock Market and Corporate Investment: A Test of Catering Theory771 cited
  • 1984The valuation effects of stock splits and stock dividends629 cited
  • 2004The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation600 cited
  • 2001A Rose.com by Any Other Name584 cited
  • 2003The Dynamics of Institutional and Individual Trading526 cited
  • 2006Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors492 cited
  • 2011Speculative Retail Trading and Asset Prices

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431 cited
  • 1996What Do Stock Splits Really Signal?412 cited
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    • 2024Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market18 cited
    • 2022Nominal Prices, Retail Investor Participation, and Return Momentum15 cited