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Australian On-Market Buy-backs: An Examination of Valuation Issues
16 references·0 citing·43 second hop
Australian On-Market Buy-backs: An Examination of Valuation Issues (2006)Australian On-Market Buy-backs: An Examin…Earnings, Book Values, and Dividends in Equity Valuation: An Empirical Perspective (2001)Earnings, Book Values, and Di…Comparing the Accuracy and Explainability of Dividend, Free Cash Flow, and Abnormal Earnings Equity Value Estimates (2000)Comparing the Accuracy and Ex…What is the Intrinsic Value of the Dow? (1999)What is the Intrinsic Value o…Share repurchases and intangible assets (1999)Share repurchases and intangi…An empirical assessment of the residual income valuation model (1999)An empirical assessment of th…Actual Share Reacquisitions in Open‐Market Repurchase Programs (1998)Actual Share Reacquisitions i…Accounting valuation, market expectation, and cross-sectional stock returns (1998)Accounting valuation, market …Industry costs of equity (1997)Industry costs of equitySize and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Market underreaction to open market share repurchases (1995)Market underreaction to open …Earnings, Book Values, and Dividends in Equity Valuation* (1995)Earnings, Book Values, and Di…Market Underreaction to Open Market Share Repurchases (1994)Market Underreaction to Open …The Relative Signalling Power of Dutch-Auction and Fixed-Price Self-Tender Offers and Open-Market Share Repurchases (1991)The Relative Signalling Power…Signalling with Dividends, Stock Repurchases, and Equity Issues (1986)Signalling with Dividends, St…Common stock repurchases (1981)Common stock repurchasesCommon stock repurchases and market signalling (1981)Common stock repurchases and …The Pricing of Options and Corporate Liabilities (1973)The effects of dividend yield and dividend policy on common stock prices and returns (1974)Dividends and taxes (1978)Efficient Capital Markets: II (1991)Event-study methodology under conditions of event-induced variance (1991)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Job Market Signaling (1973)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)The cost of capital, corporation finance and the theory of investment (2008)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Capital markets research in accounting (2001)The Capital Asset Pricing Model: Theory and Evidence (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Overconfidence, Arbitrage, and Equilibrium Asset Pricing (2001)Profitability, investment and average returns (2006)Replicating Anomalies (2018)Dividend Policy, Growth, and the Valuation of Shares (1961)The Theory and Measurement of Business Income (1961)Valuation and Clean Surplus Accounting for Operating and Financial Activities* (1995)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Limited-dependent and qualitative variables in econometrics (1983)Corporate payout policy and managerial stock incentives (2001)Institutional Holdings and Payout Policy (2005)Share Issuance and Cross‐sectional Returns (2008)An Intertemporal Capital Asset Pricing Model (1973)A five-factor asset pricing model (2014)Using daily stock returns (1985)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)Testing for a Unit Root in Time Series Regression (1988)Noise Trader Risk in Financial Markets (1990)Ratio Analysis and Equity Valuation: From Research to Practice (2001)What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research (2003)Assessing Alternative Proxies for the Expected Risk Premium (2005)
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References

  • 1997Industry costs of equity5,793 cited
  • 1995Earnings, Book Values, and Dividends in Equity Valuation*5,061 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1995Market underreaction to open market share repurchases1,739 cited
  • 1998Accounting valuation, market expectation, and cross-sectional stock returns1,083 cited
  • 1981Common stock repurchases and market signalling1,037 cited
  • 1999An empirical assessment of the residual income valuation model918 cited
  • 1998Actual Share Reacquisitions in Open‐Market Repurchase Programs844 cited
  • 1999What is the Intrinsic Value of the Dow?716 cited
  • 1981Common stock repurchases697 cited
  • 1991The Relative Signalling Power of Dutch-Auction and Fixed-Price Self-Tender Offers and Open-Market Share Repurchases616 cited
  • 1994Market Underreaction to Open Market Share Repurchases527 cited
  • 2000Comparing the Accuracy and Explainability of Dividend, Free Cash Flow, and Abnormal Earnings Equity Value Estimates456 cited
  • 1986Signalling with Dividends, Stock Repurchases, and Equity Issues315 cited
  • 2001Earnings, Book Values, and Dividends in Equity Valuation: An Empirical Perspective

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312 cited
  • 1999Share repurchases and intangible assets211 cited
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