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Stock repurchases with legal restrictions. Evidence from Spain

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Author Info
Víctor González
Francisco González
Abstract

This paper analyses the consequences of legal restrictions on the volume of shares firms can repurchase. Results suggest that the imposition of a limit on the volume of common stock favours the use of open market repurchases (OMRs) compared to other methods of repurchase such as tender offer repurchases (TORs) and Dutch auctions (DAs). The positive share abnormal returns around both announcements of open market buybacks and sellbacks in the full sample suggest that they are basically used to change the ownership structure of the firm in a consistent way with the convergence of interest hypothesis. The positive abnormal stock returns around open market repurchases, which are significantly different to the negative ones around sellbacks, when there are no changes in ownership structure also indicates the existence of a signalling and free cash flow effects. * E-mails: vmendez@uniovi.es; fgonzale@uniovi.es

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Publisher Info
Article provided by Taylor and Francis Journals in its journal The European Journal of Finance.

Volume (Year): 10 (2004)
Issue (Month): 6 (December)
Pages: 526-541
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Handle: RePEc:taf:eurjfi:v:10:y:2004:i:6:p:526-541

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Related research
Keywords: buybacks; sellbacks; corporate control; signalling; free cash flow; event study;

References listed on IDEAS
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  1. Jensen, Michael C, 1986. "Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers," American Economic Review, American Economic Association, vol. 76(2), pages 323-29, May. [Downloadable!] (restricted)
  2. Miller, Merton H & Rock, Kevin, 1985. " Dividend Policy under Asymmetric Information," Journal of Finance, American Finance Association, vol. 40(4), pages 1031-51, September. [Downloadable!] (restricted)
  3. Franz, Diana R & Rao, Ramesh P & Tripathy, Niranjan, 1995. "Informed Trading Risk and Bid-Ask Spread Changes around Open Market Stock Repurchases in the NASDAQ Market," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 18(3), pages 311-27, Fall.
  4. Cohen, Kalman J. & Hawawini, Gabriel A. & Maier, Steven F. & Schwartz, Robert A. & Whitcomb, David K., 1983. "Friction in the trading process and the estimation of systematic risk," Journal of Financial Economics, Elsevier, vol. 12(2), pages 263-278, August. [Downloadable!] (restricted)
  5. Arnold R. Cowan & Anne M.A. Sergeant, 1996. "Trading Frequency and Event Study Test Specification," Finance 9610002, EconWPA. [Downloadable!]
  6. Maynes, Elizabeth & Rumsey, John, 1993. "Conducting event studies with thinly traded stocks," Journal of Banking & Finance, Elsevier, vol. 17(1), pages 145-157, February. [Downloadable!] (restricted)
  7. John, Kose & Lang, Larry H P, 1991. " Insider Trading around Dividend Announcements: Theory and Evidence," Journal of Finance, American Finance Association, vol. 46(4), pages 1361-89, September. [Downloadable!] (restricted)
  8. Barclay, Michael J. & Smith, Clifford Jr., 1988. "Corporate payout policy : Cash Dividends versus Open-Market Repurchases," Journal of Financial Economics, Elsevier, vol. 22(1), pages 61-82, October. [Downloadable!] (restricted)
  9. Jagannathan, Murali & Stephens, Clifford P. & Weisbach, Michael S., 2000. "Financial flexibility and the choice between dividends and stock repurchases," Journal of Financial Economics, Elsevier, vol. 57(3), pages 355-384, September. [Downloadable!] (restricted)
  10. Clifford P. Stephens & Michael S. Weisbach, 1998. "Actual Share Reacquisitions in Open-Market Repurchase Programs," Journal of Finance, American Finance Association, vol. 53(1), pages 313-333, 02. [Downloadable!] (restricted)
  11. Ofer, Aharon R & Thakor, Anjan V, 1987. " A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends," Journal of Finance, American Finance Association, vol. 42(2), pages 365-94, June. [Downloadable!] (restricted)
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  12. Fields, L. Paige & Mais, Eric L., 1994. "Managerial Voting Rights and Seasoned Public Equity Issues," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(03), pages 445-457, September. [Downloadable!]
  13. Cowan, Arnold R. & Sergeant, Anne M. A., 1996. "Trading frequency and event study test specification," Journal of Banking & Finance, Elsevier, vol. 20(10), pages 1731-1757, December. [Downloadable!] (restricted)
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