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Price Effects of Stock Repurchasing: A Random Coefficient Regression Approach

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  • Dielman, Terry
  • Nantell, Timothy J.
  • Wright, Roger L.

Abstract

More than ten years have passed since Bierman and West [1] and Elton and Gruber [5] first used valuation models to study corporate stock repurchasing. Young [29] followed their work with an empirical investigation of the motivations for stock repurchasing and its impact on prices. Following Young, there seems to have been a five-year pause in the study of repurchasing. However, by 1973 repurchasing activity had increased in intensity, and this seems to have rekindled an interest in studying the phenomenon.

Suggested Citation

  • Dielman, Terry & Nantell, Timothy J. & Wright, Roger L., 1980. "Price Effects of Stock Repurchasing: A Random Coefficient Regression Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(1), pages 175-189, March.
    • Handle: RePEc:cup:jfinqa:v:15:y:1980:i:01:p:175-189_00
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    Cited by:

    1. James W. Wansley & Elayan Fayez, 1986. "Stock Repurchases And Securityholder Returns: A Case Study Of Teledyne," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(2), pages 179-191, June.
    2. Silvania Neris Nossa & Alexsandro Broedel Lopes & Aridelmo Teixeira, 2010. "Stock repurchases and fundamental analysis: an empirical study of the brazilian market in the period from 1994 to 2006," Brazilian Business Review, Fucape Business School, vol. 7(1), pages 1-22, January.
    3. K. Chau & S. Wong & C. Yiu & Maurice Tse & Frederik Pretorius, 2010. "Do Unexpected Land Auction Outcomes Bring New Information to the Real Estate Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 40(4), pages 480-496, May.
    4. Henchiri, jamel E., 2004. "Les rachats d actions régulent-ils le marché? [Is share repurchase regulate stock market ?]," MPRA Paper 82906, University Library of Munich, Germany.

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