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The visibility effects of Amex listing

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Author Info

  • Bakera, H. Kent
  • Powell, Gary E.
  • Weaver, Daniel G.

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File URL: http://www.sciencedirect.com/science/article/B6W5X-3XTDVBN-3/2/ad37725d40c1b61e6fc6b320a164eb95
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Bibliographic Info

Article provided by Elsevier in its journal The Quarterly Review of Economics and Finance.

Volume (Year): 39 (1999)
Issue (Month): 3 ()
Pages: 341-361

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Handle: RePEc:eee:quaeco:v:39:y:1999:i:3:p:341-361

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Web page: http://www.elsevier.com/locate/inca/620167

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References

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  1. Kadlec, Gregory B & McConnell, John J, 1994. " The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings," Journal of Finance, American Finance Association, vol. 49(2), pages 611-36, June.
  2. Rendleman, Richard Jr. & Jones, Charles P. & Latane, Henry A., 1982. "Empirical anomalies based on unexpected earnings and the importance of risk adjustments," Journal of Financial Economics, Elsevier, vol. 10(3), pages 269-287, November.
  3. Edelman, Richard B & Baker, H Kent, 1990. "Liquidity and Stock Exchange Listing," The Financial Review, Eastern Finance Association, vol. 25(2), pages 231-49, May.
  4. Peterson, David & Peterson, Pamela, 1982. "The Effect of Changing Expectations upon Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(05), pages 799-813, December.
  5. Arnold R. Cowan & Richard B. Carter & Frederick H. Dark & Ajai K. Singh, 1992. "Explaining the NYSE Listing Choices of NASDAQ Firms," Financial Management, Financial Management Association, vol. 21(4), Winter.
  6. Bhardwaj, Ravinder K & Brooks, LeRoy D, 1992. "Stock Price and Degree of Neglect as Determinants of Stock Returns," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 15(2), pages 101-12, Summer.
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Cited by:
  1. Papaioannou, George J. & Travlos, Nickolaos G. & Viswanathan, K.G., 2009. "Visibility effects and timing in stock listing changes: Evidence from operating performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 357-377, May.
  2. Leonardo Becchetti & Michele Bagella & Fabrizio Adriani, 2003. "Observed and 'Fundamental' Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe," CEIS Research Paper 34, Tor Vergata University, CEIS.
  3. Leonardo Becchetti & Fabrizio Adriani, 2004. "Do high-tech stock prices revert to their 'fundamental' value?," Applied Financial Economics, Taylor and Francis Journals, vol. 14(7), pages 461-476.

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