Repurchase Tender Offers, Signaling, and Managerial Incentives
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 19 (1984)
Issue (Month): 02 (June)
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- Peyer, Urs C. & Vermaelen, Theo, 2005. "The many facets of privately negotiated stock repurchases," Journal of Financial Economics, Elsevier, vol. 75(2), pages 361-395, February.
- George W. Fenn & Nellie Liang, 1997. "Good news and bad news about share repurchases," Finance and Economics Discussion Series 1998-04, Board of Governors of the Federal Reserve System (U.S.).
- Jung, Sung-Chang & Lee, Yong-Gyo & Thornton, John Jr., 2005. "An empirical comparison between operations of stabilization funds and stock repurchases in Korea," Pacific-Basin Finance Journal, Elsevier, vol. 13(3), pages 319-341, June.
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"A European-type wage equation from an American-style labor market: Evidence from a panel of Norwegian manufacturing industries in the 1930s,"
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- de Jong, A. & van Dijk, R. & Veld, C.H., 2001. "The Dividend and Share Repurchase Policies of Canadian Firms," ERIM Report Series Research in Management ERS-2001-88-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Powell, O.R., 2010. "Essays on experimental bubble markets," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4219264, Tilburg University.
- Fenn, George W. & Liang, Nellie, 2001. "Corporate payout policy and managerial stock incentives," Journal of Financial Economics, Elsevier, vol. 60(1), pages 45-72, April.
- de Jong, Abe & Dutordoir, Marie & Verwijmeren, Patrick, 2011. "Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation," Journal of Financial Economics, Elsevier, vol. 100(1), pages 113-129, April.
- Firth, Michael & Leung, T.Y. & Rui, Oliver M., 2010.
"Double signals or single signal? An investigation of insider trading around share repurchases,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 20(4), pages 376-388, October.
- Michael Firth & T. Y. Leung & Oliver M. Rui, 2008. "Double Signals or Single Signal? An Investigation of Insider Trading Around Share Repurchases," Working Papers 222008, Hong Kong Institute for Monetary Research.
- Oded, Jacob, 2011. "Stock repurchases: How firms choose between a self tender offer and an open-market program," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3174-3187.
- Nohel, Tom & Tarhan, Vefa, 1998. "Share repurchases and firm performance:: new evidence on the agency costs of free cash flow," Journal of Financial Economics, Elsevier, vol. 49(2), pages 187-222, August.
- Lee, Chun I. & Ejara, Demissew Diro & Gleason, Kimberly C., 2010. "An empirical analysis of European stock repurchases," Journal of Multinational Financial Management, Elsevier, vol. 20(2-3), pages 114-125, July.
- Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2004. "The ownership structure of repurchasing firms," Working Paper 2004/7, Norges Bank.
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