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Why Do Firms Undertake Accelerated Share Repurchase Programs?
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Why Do Firms Undertake Accelerated Share Repurchase Programs? (2010)Why Do Firms Undertake Accelerated Share …Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…Payout policy in the 21st century (2005)Payout policy in the 21st cen…Dividends, Share Repurchases, and the Substitution Hypothesis (2002)Dividends, Share Repurchases,…Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Disappearing dividends: chang…Managerial Decisions and Long‐Term Stock Price Performance (2000)Managerial Decisions and Long…Financial flexibility and the choice between dividends and stock repurchases (2000)Financial flexibility and the…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Market Efficiency, Long-Term …Market 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…Dividends, Dilution, and Taxes: A Signalling Equilibrium (1985)Dividends, Dilution, and Taxe…Dividend Policy under Asymmetric Information (1985)Dividend Policy under Asymmet…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Two Agency-Cost Explanations of Dividends (1984)Two Agency-Cost Explanations …Common stock repurchases and market signalling (1981)Common stock repurchases and …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)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)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Dividend Policy, Growth, and the Valuation of Shares (1961)Job Market Signaling (1973)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Efficient Capital Markets: II (1991)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)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Common Errors: How to (and Not to) Control for Unobserved Heterogeneity (2012)Corporate Immunity to the COVID-19 Pandemic (2020)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)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Multifactor Explanations of Asset Pricing Anomalies (1996)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)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Dividend Policy under Asymmetric Information3,459 cited
  • 1984Two Agency-Cost Explanations of Dividends3,109 cited
  • 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?3,039 cited
  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches2,559 cited
  • 2005Payout policy in the 21st century2,268 cited
  • 1995Market underreaction to open market share repurchases1,739 cited
  • 2000Managerial Decisions and Long‐Term Stock Price Performance1,573 cited
  • 2002Dividends, Share Repurchases, and the Substitution Hypothesis1,467 cited
  • 1985Dividends, Dilution, and Taxes: A Signalling Equilibrium1,425 cited
  • 1997Market Efficiency, Long-Term Returns, and Behavioral Finance1,278 cited
  • 2000Financial flexibility and the choice between dividends and stock repurchases1,043 cited

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  • 1981Common stock repurchases and market signalling1,037 cited
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