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Do Stock Prices Underreact to Seo Announcements? Evidence from Seo Valuation
16 references·0 citing·36 second hop
Do Stock Prices Underreact to Seo Announcements? Evidence from Seo Valuation (2006)Do Stock Prices Underreact to Seo Announc…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Are IPOs Really Underpriced? (2004)Are IPOs Really Underpriced?Uniformly least powerful tests of market efficiency (2000)Uniformly least powerful test…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Seasoned public offerings: Resolution of the "new issues puzzle" (1998)Seasoned public offerings: Re…Industry costs of equity (1997)Industry costs of equityTiming, investment opportunities, managerial discretion, and the security issue decision (1996)Timing, investment opportunit…Expectations and the Cross-Section of Stock Returns (1996)Expectations and the Cross-Se…Underperformance in long-run stock returns following seasoned equity offerings (1995)Underperformance in long-run …The New Issues Puzzle (1995)The New Issues PuzzleCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Corporate Financing and Inves…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…A model of investor sentiment /A model of investor sentiment…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)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Pricing of Options and Corporate Liabilities (1973)Law and Finance (1998)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The Determinants of Capital Structure Choice (1988)Event Studies in Economics and Finance (1997)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)Judgment under Uncertainty: Heuristics and Biases (1975)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)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)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have6,535 cited
  • 1997Industry costs of equity5,793 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1995The New Issues Puzzle3,550 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1995Underperformance in long-run stock returns following seasoned equity offerings1,005 cited
  • 1996Expectations and the Cross-Section of Stock Returns982 cited
  • 1996Timing, investment opportunities, managerial discretion, and the security issue decision926 cited
  • 2000Uniformly least powerful tests of market efficiency839 cited
  • 2004Are IPOs Really Underpriced?

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541 cited
  • 1998Seasoned public offerings: Resolution of the "new issues puzzle"525 cited
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