-
1
-
-
0036017581
-
Earnings predictability, information asymmetry, and market liquidity
-
Affleck-Graves, J., C.M. Callahan, and N. Chipalkatti, 2002, "Earnings Predictability, Information Asymmetry, and Market Liquidity," Journal of Accounting Research 40, 561-583.
-
(2002)
Journal of Accounting Research
, vol.40
, pp. 561-583
-
-
Affleck-Graves, J.1
Callahan, C.M.2
Chipalkatti, N.3
-
3
-
-
0002526466
-
Liquidity and asset prices: Financial management implications
-
Amihud, Y. and H. Mendelson, 1988, "Liquidity and Asset Prices: Financial Management Implications," Financial Management 17, 5-15.
-
(1988)
Financial Management
, vol.17
, pp. 5-15
-
-
Amihud, Y.1
Mendelson, H.2
-
5
-
-
1842632354
-
Determinants of premiums on self-tender offers
-
Anderson, A.M. and E. Dyl, 2004, "Determinants of Premiums on Self-Tender Offers," Financial Management 33, 25-45.
-
(2004)
Financial Management
, vol.33
, pp. 25-45
-
-
Anderson, A.M.1
Dyl, E.2
-
6
-
-
84977702782
-
Dutch auction repurchases: An analysis of shareholder heterogeneity
-
Bagwell, L.S., 1992, "Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity," Journal of Finance 47, 71-106.
-
(1992)
Journal of Finance
, vol.47
, pp. 71-106
-
-
Bagwell, L.S.1
-
7
-
-
23844507739
-
Payout policy in the 21st century
-
Brav, A., J.R. Graham, C.R. Harvey, and R. Michaely, 2005, "Payout Policy in the 21st Century," Journal of Financial Economics 77, 483-527.
-
(2005)
Journal of Financial Economics
, vol.77
, pp. 483-527
-
-
Brav, A.1
Graham, J.R.2
Harvey, C.R.3
Michaely, R.4
-
8
-
-
0008960994
-
Managerial timing and corporate liquidity: Evidence from actual share repurchases
-
Brockman, P. and D.Y. Chung, 2001, "Managerial Timing and Corporate Liquidity: Evidence from Actual Share Repurchases," Journal of Financial Economics 61, 417-448.
-
(2001)
Journal of Financial Economics
, vol.61
, pp. 417-448
-
-
Brockman, P.1
Chung, D.Y.2
-
9
-
-
38249023087
-
Bid-ask spreads and volatility estimates: The implications for options pricing
-
Choi, J.Y. and K. Shastri, 1989, "Bid-Ask Spreads and Volatility Estimates: The Implications for Options Pricing," Journal of Banking and Finance 13, 207-219.
-
(1989)
Journal of Banking and Finance
, vol.13
, pp. 207-219
-
-
Choi, J.Y.1
Shastri, K.2
-
10
-
-
84977719740
-
The relative signaling power of dutch-auction and fixed-price self- tender offers and open market repurchases
-
Comment, R. and G. Jarrell, 1991, "The Relative Signaling Power of Dutch-Auction and Fixed-Price Self- Tender Offers and Open Market Repurchases," Journal of Finance 46, 1243-1271.
-
(1991)
Journal of Finance
, vol.46
, pp. 1243-1271
-
-
Comment, R.1
Jarrell, G.2
-
11
-
-
4344575787
-
On the timing and execution of open market repurchases
-
Cook, D., L. Krigman, and C. Leach, 2004, "On the Timing and Execution of Open Market Repurchases," Review of Financial Studies 17, 463-498.
-
(2004)
Review of Financial Studies
, vol.17
, pp. 463-498
-
-
Cook, D.1
Krigman, L.2
Leach, C.3
-
12
-
-
84944836521
-
Information Effects on the Bid-Ask Spread
-
Copeland, T.E. and D. Galai, 1983, "Information Effects on the Bid-Ask Spread," Journal of Finance 25, 1457-1469.
-
(1983)
Journal of Finance
, vol.25
, pp. 1457-1469
-
-
Copeland, T.E.1
Galai, D.2
-
13
-
-
49049148412
-
Common stock repurchases: An analysis of returns to bond holders and stockholders
-
Dann, L.Y., 1981, "Common Stock Repurchases: An Analysis of Returns to Bondholders and Stockholders," Journal of Financial Economics 9, 113-138.
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 113-138
-
-
Dann, L.Y.1
-
14
-
-
2442609381
-
Information and the cost of capital
-
Easley, D. and M. O'Hara, 2004, "Information and the Cost of Capital," Journal of Finance 59, 1553-1583.
-
(2004)
Journal of Finance
, vol.59
, pp. 1553-1583
-
-
Easley, D.1
O'Hara, M.2
-
15
-
-
85010732945
-
Informed trading risk and bid-ask spread changes around open market repurchases in the NASDAQ market
-
Franz, D., R. Rao, and N. Tripathy, 1995, "Informed Trading Risk and Bid-Ask Spread Changes around Open Market Repurchases in the NASDAQ Market," Journal of Financial Research 18, 311-327.
-
(1995)
Journal of Financial Research
, vol.18
, pp. 311-327
-
-
Franz, D.1
Rao, R.2
Tripathy, N.3
-
17
-
-
0345401653
-
Bid, ask and transaction prices in a specialist market with heterogeneously informed trades
-
Glosten, L.R. and P.R. Milgrom, 1985, "Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Trades," Journal of Financial Economics 14, 70-100.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 70-100
-
-
Glosten, L.R.1
Milgrom, P.R.2
-
18
-
-
21344483536
-
Minimum price variations, discrete bid-ask spreads, and quotation sizes
-
Harris, L., 1994, "Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes," Review of Financial Studies 7, 149-178.
-
(1994)
Review of Financial Studies
, vol.7
, pp. 149-178
-
-
Harris, L.1
-
19
-
-
0036746593
-
Open-market repurchase announcements and stock price behavior in inefficient markets
-
Isagawa, N., 2002, "Open-Market Repurchase Announcements and Stock Price Behavior in Inefficient Markets," Financial Management 31, 5-20.
-
(2002)
Financial Management
, vol.31
, pp. 5-20
-
-
Isagawa, N.1
-
20
-
-
1842715235
-
Motives for multiple open-market repurchase programs
-
Jagannathan, M. and C. Stephens, 2003, "Motives for Multiple Open-Market Repurchase Programs," Financial Management 32, 71-91.
-
(2003)
Financial Management
, vol.32
, pp. 71-91
-
-
Jagannathan, M.1
Stephens, C.2
-
21
-
-
34548709861
-
Cross sectional differences in the liquidity effects of open market share repurchases
-
Kim, J., 2004, "Cross Sectional Differences in the Liquidity Effects of Open Market Share Repurchases," Journal of Economics and Finance 29, 1-31.
-
(2004)
Journal of Economics and Finance
, vol.29
, pp. 1-31
-
-
Kim, J.1
-
22
-
-
33646095243
-
An examination of large sell orders in cold IPO aftermarkets
-
Krishnan, C.N.V., A.K. Singh, and A.A. Zebedee, 2006, "An Examination of Large Sell Orders in Cold IPO Aftermarkets," Journal of Financial Markets 9, 119-143.
-
(2006)
Journal of Financial Markets
, vol.9
, pp. 119-143
-
-
Krishnan, C.N.V.1
Singh, A.K.2
Zebedee, A.A.3
-
23
-
-
0040165094
-
The impact of options trading on the market quality of the underlying security: An empirical analysis
-
Kumar, R., A. Sarin, and K. Shastri, 1998, "The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis," Journal of Finance 53, 717-732.
-
(1998)
Journal of Finance
, vol.53
, pp. 717-732
-
-
Kumar, R.1
Sarin, A.2
Shastri, K.3
-
24
-
-
3843112765
-
Spreads, depth, and the impact of earnings information: An intraday analysis
-
Lee, M.C., B. Mucklow, and M. Ready, 1993, "Spreads, Depth, and the Impact of Earnings Information: An Intraday Analysis," Review of Financial Studies 6, 345-374.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 345-374
-
-
Lee, M.C.1
Mucklow, B.2
Ready, M.3
-
26
-
-
84974489702
-
Open market share repurchase programs and the bid-ask spreads on the NYSE: Implications for corporate payout policy
-
Miller, J. and J. McConnell, 1995, "Open Market Share Repurchase Programs and the Bid-Ask Spreads on the NYSE: Implications for Corporate Payout Policy," Journal of Financial and Quantitative Analysis 31, 365-382.
-
(1995)
Journal of Financial and Quantitative Analysis
, vol.31
, pp. 365-382
-
-
Miller, J.1
McConnell, J.2
-
28
-
-
21344495357
-
Liquidity changes associated with open market repurchases
-
Singh, A., M. Zaman, and C. Krishnamurti, 1994, "Liquidity Changes Associated with Open Market Repurchases," Financial Management 23, 47-55.
-
(1994)
Financial Management
, vol.23
, pp. 47-55
-
-
Singh, A.1
Zaman, M.2
Krishnamurti, C.3
-
29
-
-
84977426528
-
The supply of dealer services in security markets
-
Stoll, H., 1978, "The Supply of Dealer Services in Security Markets," Journal of Finance 33, 1133-1151.
-
(1978)
Journal of Finance
, vol.33
, pp. 1133-1151
-
-
Stoll, H.1
|