Long-Run Performance and Insider Trading in Completed and Canceled Seasoned Equity Offerings
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 36 (2001)
Issue (Month): 04 (December)
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- Dunbar, Craig G. & Foerster, Stephen R., 2008. "Second time lucky? Withdrawn IPOs that return to the market," Journal of Financial Economics, Elsevier, vol. 87(3), pages 610-635, March.
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- Partha Gangopadhyay & Ken Yook & Yoon Shin, 2014. "Insider trading and firm-specific return volatility," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 1-19, July.
- Brisker, Eric R. & Autore, Don M. & Colak, Gonul & Peterson, David R., 2014. "Executive compensation structure and the motivations for seasoned equity offerings," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 330-345.
- YiLin Wu & Lee Cheng-Few, 2008. "Specification analysis of corporate equity financing decision: a conditional residual approach," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 395-423, November.
- Busaba, Walid Y., 2006. "Bookbuilding, the option to withdraw, and the timing of IPOs," Journal of Corporate Finance, Elsevier, vol. 12(2), pages 159-186, January.
- Lee, Cheng-Few & YiLin, Wu, 2009. "Two-stage models for the analysis of information content of equity-selling mechanisms choices," Journal of Business Research, Elsevier, vol. 62(1), pages 123-133, January.
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