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Regulation, Taxes, and Share Repurchases in the United Kingdom

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Author Info
P. Raghavendra Rau (Purdue University)
Theo Vermaelen (INSEAD)

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Abstract

We examine share repurchase activity in the United Kingdom over a period when the tax and regulatory environment changed drastically. We find that the form and intensity of repurchase activity in the United Kingdom is influenced by the tax consequences for pension funds. We also find that firms announcing share repurchases earn smaller excess returns, both in the short run and the long run, than those earned by firms in the United States. This is because of regulatory provisions in the United Kingdom that make it less likely that firms can use superior information to buy back shares when their shares are undervalued.

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File URL: http://www.journals.uchicago.edu/cgi-bin/resolve?JB750202
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Publisher Info
Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 75 (2002)
Issue (Month): 2 (April)
Pages: 245-282
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Handle: RePEc:ucp:jnlbus:v:75:y:2002:i:2:p:245-282

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  1. Andrew Vivian, 2005. "The Equity Premium: 101 years of Empirical Evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2005 92, Money Macro and Finance Research Group. [Downloadable!]
  2. Renneboog, L.D.R. & Trojanowski, Grzegorz, 2005. "Patterns in payout policy and payout channel choice of UK firms in the 1990s," Discussion Paper 22, Tilburg University, Center for Economic Research. [Downloadable!]
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  3. Andrew Vivian, 2007. "The Equity Premium: 100 Years of Empirical Evidence from the UK," CRIEFF Discussion Papers 0711, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
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This page was last updated on 2009-11-6.


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