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Information about:
Roni Michaely

Personal Details | Affiliation | Works
This is information that was supplied by Roni Michaely in registering through RePEc. If you are Roni Michaely , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Roni
Middle Name:
Last Name: Michaely
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RePEc Short-ID: pmi132

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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  6. h, where author has written h papers that have each been cited at least h times.
  7. Number of Journal Pages
  8. Number of Journal Pages, Weighted by Simple Impact Factor
  9. Number of Journal Pages, Weighted by Recursive Impact Factor
  10. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  12. Wu-Index

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael Roberts, 2004. "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," NBER Working Papers 10651, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  2. Alon Brav & John R. Graham & Campbell R. Harvey & Roni Michaely, 2003. "Payout Policy in the 21st Century," NBER Working Papers 9657, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  3. Franklin Allen & Roni Michaely, 2002. "Payout Policy," Center for Financial Institutions Working Papers 01-21, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Published as:
    • Allen, Franklin & Michaely, Roni, 2003. "Payout policy," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 7, pages 337-429 Elsevier. [Downloadable!] (restricted)

  4. Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang, 2001. "Dynamic Volume-Return Relation of Individual Stocks," NBER Working Papers 8312, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  5. Shlomo Benartzi & Roni Michaely & Richard Thaler, 1997. "Do Changes in Dividends Signal the Future or the Past?," CRSP working papers 455, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    Other versions:
    Published as:

  6. Roni Michaely & Richard H. Thaler & Kent Womack, 1994. "Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," NBER Working Papers 4778, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  7. Franklin Allen & Roni Michaely, . "Dividend Policy (Reprint 050)," Rodney L. White Center for Financial Research Working Papers 14-94, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael R. Roberts, 2007. "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," Journal of Finance, American Finance Association, vol. 62(2), pages 877-915, 04. [Downloadable!] (restricted)
    Other versions:

  2. Brav, Alon & Graham, John R. & Harvey, Campbell R. & Michaely, Roni, 2005. "Payout policy in the 21st century," Journal of Financial Economics, Elsevier, vol. 77(3), pages 483-527, September. [Downloadable!] (restricted)
    Other versions:

  3. Gustavo Grullon & Roni Michaely & Shlomo Benartzi & Richard H. Thaler, 2005. "Dividend Changes Do Not Signal Changes in Future Profitability," Journal of Business, University of Chicago Press, vol. 78(5), pages 1659-1682, September. [Downloadable!]

  4. Alon Brav & Reuven Lehavy & Roni Michaely, 2005. "Using Expectations to Test Asset Pricing Models," Financial Management, Financial Management Association, vol. 34(3), Fall.

  5. Yaniv Grinstein & Roni Michaely, 2005. "Institutional Holdings and Payout Policy," Journal of Finance, American Finance Association, vol. 60(3), pages 1389-1426, 06. [Downloadable!] (restricted)

  6. Robert Bloomfield & Roni Michaely, 2004. "Risk or Mispricing? From the Mouths of Professionals," Financial Management, Financial Management Association, vol. 33(3), Fall.

  7. Gustavo Grullon & Roni Michaely, 2004. "The Information Content of Share Repurchase Programs," Journal of Finance, American Finance Association, vol. 59(2), pages 651-680, 04. [Downloadable!] (restricted)

  8. John R. Graham & Roni Michaely & Michael R. Roberts, 2003. "Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex-Dividend Pricing before and after Decimalization," Journal of Finance, American Finance Association, vol. 58(6), pages 2611-2636, December. [Downloadable!] (restricted)

  9. Katrina Ellis & Roni Michaely & Maureen O'Hara, 2002. "The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks," Journal of Finance, American Finance Association, vol. 57(5), pages 2289-2316, October. [Downloadable!] (restricted)

  10. Gustavo Grullon & Roni Michaely, 2002. "Dividends, Share Repurchases, and the Substitution Hypothesis," Journal of Finance, American Finance Association, vol. 57(4), pages 1649-1684, 08. [Downloadable!] (restricted)

  11. Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang, 2002. "Dynamic Volume-Return Relation of Individual Stocks," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(4), pages 1005-1047.
    Other versions:

  12. Gustavo Grullon & Roni Michaely & Bhaskaran Swaminathan, 2002. "Are Dividend Changes a Sign of Firm Maturity?," Journal of Business, University of Chicago Press, vol. 75(3), pages 387-424, July. [Downloadable!]

  13. Katrina Ellis & Roni Michaely & Maureen O'Hara, 2000. "When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket," Journal of Finance, American Finance Association, vol. 55(3), pages 1039-1074, 06. [Downloadable!] (restricted)

  14. Avner Kalay & Roni Michaely, 2000. "Dividends and Taxes: A Re-Examination," Financial Management, Financial Management Association, vol. 29(2), Summer.

  15. Koski, Jennifer Lynch & Michaely, Roni, 2000. "Prices, Liquidity, and the Information Content of Trades," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 13(3), pages 659-96.

  16. Michaely, Roni & Womack, Kent L, 1999. "Conflict of Interest and the Credibility of Underwriter Analyst Recommendations," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(4), pages 653-86.

  17. Linda Canina & Roni Michaely & Richard Thaler & Kent Womack, 1998. "Caveat Compounder: A Warning about Using the Daily CRSP Equal-Weighted Index to Compute Long-Run Excess Returns," Journal of Finance, American Finance Association, vol. 53(1), pages 403-416, 02. [Downloadable!] (restricted)

  18. Gustavo Grullon & Roni Michaely & Itzhak Swary, 1997. "Capital Adequacy, Bank Mergers, and the Medium of Payment," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 24(1), pages 97-124. [Downloadable!] (restricted)

  19. Benartzi, Shlomo & Michaely, Roni & Thaler, Richard H, 1997. " Do Changes in Dividends Signal the Future or the Past?," Journal of Finance, American Finance Association, vol. 52(3), pages 1007-34, July. [Downloadable!] (restricted)
    Other versions:

  20. Michaely, Roni & Vila, Jean-Luc & Wang, Jiang, 1996. "A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs," Journal of Financial Intermediation, Elsevier, vol. 5(4), pages 340-371, October. [Downloadable!] (restricted)

  21. Michaely, Roni & Vila, Jean-Luc, 1996. "Trading Volume with Private Valuation: Evidence from the Ex-dividend Day," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 9(2), pages 471-509. [Downloadable!] (restricted)

  22. Roni Michaely & Wayne H. Shaw, 1995. "Does the Choice of Auditor Convey Quality in an Initial Public Offering?," Financial Management, Financial Management Association, vol. 24(4), Winter.

  23. Michaely, Roni & Thaler, Richard H & Womack, Kent L, 1995. " Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," Journal of Finance, American Finance Association, vol. 50(2), pages 573-608, June. [Downloadable!] (restricted)
    Other versions:

  24. Michaely, Roni & Murgia, Maurizio, 1995. "The Effect of Tax Heterogeneity on Prices and Volume around the Ex-dividend Day: Evidence from the Milan Stock Exchange," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 8(2), pages 369-99. [Downloadable!] (restricted)

  25. Roni Michaely & Wayne H. Shaw, 1995. "The Choice of Going Public: Spin-offs vs. Carve-outs," Financial Management, Financial Management Association, vol. 24(3), Fall.

  26. Michaely, Roni & Shaw, Wayne H, 1994. "The Pricing of Initial Public Offerings: Tests of Adverse-Selection and Signaling Theories," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 7(2), pages 279-319. [Downloadable!] (restricted)

  27. Michaely, Roni, 1991. " Ex-dividend Day Stock Price Behavior: The Case of the 1986 Tax Reform Act," Journal of Finance, American Finance Association, vol. 46(3), pages 845-59, July. [Downloadable!] (restricted)

  28. Elton, Edwin J & Gruber, Martin J & Michaely, Roni, 1990. " The Structure of Spot Rates and Immunization," Journal of Finance, American Finance Association, vol. 45(2), pages 629-42, June. [Downloadable!] (restricted)

Chapters

  1. Allen, Franklin & Michaely, Roni, 2003. "Payout policy," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 7, pages 337-429 Elsevier. [Downloadable!] (restricted)
    Other versions:

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-04-27 Author is listed
  2. NEP-FIN: Finance (1) 2001-06-08 Author is listed
  3. NEP-FMK: Financial Markets (1) 2001-06-08 Author is listed
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This page was last updated on 2009-11-10.

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