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Stock Prices and the Supply of Information

Citations

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Cited by:

  1. Harrison Hong & Terence Lim & Jeremy C. Stein, 2000. "Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies," Journal of Finance, American Finance Association, vol. 55(1), pages 265-295, February.
  2. Roger Huang & H. Weingartner, 2000. "Do Market Makers Suffer from Splitting Headaches?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 17(2), pages 105-126, August.
  3. Eugster, Nicolas, 2019. "Family firms and financial analyst activity," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  4. Lieven Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," Small Business Economics, Springer, vol. 35(4), pages 433-448, November.
  5. Chordia, Tarun, 1996. "The structure of mutual fund charges," Journal of Financial Economics, Elsevier, vol. 41(1), pages 3-39, May.
  6. Allaudeen Hameed & Randall Morck & Jianfeng Shen & Bernard Yeung, 2015. "Information, Analysts, and Stock Return Comovement," Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3153-3187.
  7. Ryan, Paul, 2005. "The market impact of directors' trades: relationship to various measures of a firm's information environment," The British Accounting Review, Elsevier, vol. 37(3), pages 319-337.
  8. Lingchen Liu & Yan Gu & Kung‐Cheng Ho & Chiu‐Lan Chang, 2022. "Customer concentration and analyst following: Evidence from China," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(1), pages 97-110, January.
  9. Dow, James & Gorton, Gary, 1994. "Arbitrage Chains," Journal of Finance, American Finance Association, vol. 49(3), pages 819-849, July.
  10. Jiong Gong & Ping Jiang & Shu Tian, 2016. "Contractual mutual fund governance: the case of China," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 543-567, April.
  11. Chung, Richard & Kryzanowski, Lawrence, 2001. "Tests of investor cognizance using earnings forecasts of North American analysts," International Review of Economics & Finance, Elsevier, vol. 10(2), pages 187-204.
  12. Ferris, Stephen P. & Noronha, Gregory & McInish, Thomas, 1997. "New equity offerings in Japan: an examination of theory and practice," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(3), pages 185-200, October.
  13. John A. Doukas & Phillip J. McKnight, 2005. "European Momentum Strategies, Information Diffusion, and Investor Conservatism," European Financial Management, European Financial Management Association, vol. 11(3), pages 313-338, June.
  14. Xiaoxiao Song, 2019. "Effects Of Analysts’ Country Familiarity On Forecast Behavior: Evidence From Chinese Cross-Listed Firms In The United States," Accounting & Taxation, The Institute for Business and Finance Research, vol. 11(1), pages 35-46.
  15. Phillip J. McKnight & Steven K. Todd, 2013. "Forecast Bias and Analyst Independence," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 3-32.
  16. Craig W. Holden & Pamela S. Stuerke, 2008. "The Frequency of Financial Analysts' Forecast Revisions: Theory and Evidence about Determinants of Demand for Predisclosure Information," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(7‐8), pages 860-888, September.
  17. Xi He & Mingsheng Li & Jing Shi & Garry Twite, 2016. "Why do firms pay stock dividends: Is it just a stock split?," Australian Journal of Management, Australian School of Business, vol. 41(3), pages 508-537, August.
  18. Huang, Gow-Cheng & Liano, Kartono & Pan, Ming-Shiun, 2009. "The information content of stock splits," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 557-567, September.
  19. Jose S. Penalva & Mikel Tapia, 2021. "Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed," Applied Mathematical Finance, Taylor & Francis Journals, vol. 28(2), pages 143-177, March.
  20. Li Eng & Joohyung Ha & Sandeep Nabar, 2014. "The impact of regulation FD on the information environment: evidence from the stock market response to stock split announcements," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 829-853, November.
  21. Miran Hossain & Benjamin A. Jansen & Jon Taylor, 2020. "Do Analysts Cater to Investor Information Demand?," Working Papers 202003, Middle Tennessee State University, Department of Economics and Finance.
  22. Flannery, Mark & Hirtle, Beverly & Kovner, Anna, 2017. "Evaluating the information in the federal reserve stress tests," Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 1-18.
  23. Muscarella, Chris J. & Vetsuypens, Michael R., 1996. "Stock splits: Signaling or liquidity? The case of ADR 'solo-splits'," Journal of Financial Economics, Elsevier, vol. 42(1), pages 3-26, September.
  24. Lin, Yongjia Rebecca & Fu, Xiaoqing Maggie, 2017. "Does institutional ownership influence firm performance? Evidence from China," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 17-57.
  25. Frankel, Richard & Kothari, S.P. & Weber, Joseph, 2006. "Determinants of the informativeness of analyst research," Journal of Accounting and Economics, Elsevier, vol. 41(1-2), pages 29-54, April.
  26. Dunbar, Craig G., 1998. "The Choice between Firm-Commitment and Best-Efforts Offering Methods in IPOs: The Effect of Unsuccessful Offers," Journal of Financial Intermediation, Elsevier, vol. 7(1), pages 60-90, January.
  27. Maurizio Rocca & Raffaele Staglianò & Tiziana Rocca & Alfio Cariola & Ekaterina Skatova, 2019. "Cash holdings and SME performance in Europe: the role of firm-specific and macroeconomic moderators," Small Business Economics, Springer, vol. 53(4), pages 1051-1078, December.
  28. Yakov Amihud & Haim Mendelson, 2012. "Liquidity, the Value of the Firm, and Corporate Finance," Journal of Applied Corporate Finance, Morgan Stanley, vol. 24(1), pages 17-32, March.
  29. Guo, Lin & Mech, Timothy S., 2000. "Conditional event studies, anticipation, and asymmetric information: the case of seasoned equity issues and pre-issue information releases," Journal of Empirical Finance, Elsevier, vol. 7(2), pages 113-141, August.
  30. Leon G. Shilton & Janet K. Tandy, 1993. "The Information Precision of CBD Office Vacancy Rates," Journal of Real Estate Research, American Real Estate Society, vol. 8(3), pages 421-444.
  31. Haoyue Zhang & Dayong Lv & Wenfeng Wu, 2022. "Why do bank‐affiliated mutual funds perform better in China?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(5), pages 4755-4782, December.
  32. Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow, 2004. "The Impact of Clientele Changes: Evidence from Stock Splits," Yale School of Management Working Papers ysm369, Yale School of Management, revised 01 Sep 2009.
  33. Jagjeev Dosanjh, 2017. "Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2017.
  34. Seguin, P. J. & Smoller, M. M., 1997. "Share price and mortality: An empirical evaluation of newly listed Nasdaq stocks," Journal of Financial Economics, Elsevier, vol. 45(3), pages 333-363, September.
  35. Chuang, Wen-I & Huang, Teng-Ching & Lin, Bing-Huei, 2013. "Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 168-187.
  36. Oksana Kim & Matt Pinnuck, 2014. "Competition among exchanges through simplified disclosure requirements: evidence from the American and Global Depositary Receipts," Accounting and Business Research, Taylor & Francis Journals, vol. 44(1), pages 1-40, February.
  37. Khamis H. Al-Yahyaee, 2014. "Frequency and Motives for Stock Dividends in a Unique Environment," International Review of Finance, International Review of Finance Ltd., vol. 14(2), pages 295-318, June.
  38. Gomes, Armando & Gorton, Gary & Madureira, Leonardo, 2007. "SEC Regulation Fair Disclosure, information, and the cost of capital," Journal of Corporate Finance, Elsevier, vol. 13(2-3), pages 300-334, June.
  39. Dodd, Olga & Louca, Christodoulos & Paudyal, Krishna, 2015. "The determinants of foreign trading volume of stocks listed in multiple markets," Journal of Economics and Business, Elsevier, vol. 79(C), pages 38-61.
  40. Liao, Guanmin & Chen, Xin & Jing, Xin & Sun, Jianfei, 2009. "Policy burdens, firm performance, and management turnover," China Economic Review, Elsevier, vol. 20(1), pages 15-28, March.
  41. Thomas Richter, 2022. "Trading Activity in Public Real Estate Markets," JRFM, MDPI, vol. 15(9), pages 1-12, August.
  42. Perotti, Pietro & Rindi, Barbara, 2010. "Market makers as information providers: The natural experiment of STAR," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 895-917, December.
  43. Ranjan D'Mello & Oranee Tawatnuntachai & Devrim Yaman, 2003. "Why Do Firms Issue Equity after Splitting Stocks?," The Financial Review, Eastern Finance Association, vol. 38(3), pages 323-350, August.
  44. Fernando, Chitru S. & Gatchev, Vladimir A. & Spindt, Paul A., 2010. "Institutional Ownership, Analyst Following and Share Prices," Working Papers 10-07, University of Pennsylvania, Wharton School, Weiss Center.
  45. Anginer, Deniz & Mansi, Sattar & Warburton, A. Joseph & Yildizhan, Celim, 2011. "Firm Reputation and Cost of Debt Capital," MPRA Paper 64965, University Library of Munich, Germany, revised 05 Jun 2015.
  46. Nhut H. Nguyen & David Y. Wang, 2013. "Stock dividends in China: signalling or liquidity explanations?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(2), pages 513-535, June.
  47. Mola, Simona & Guidolin, Massimo, 2009. "Affiliated mutual funds and analyst optimism," Journal of Financial Economics, Elsevier, vol. 93(1), pages 108-137, July.
  48. Feito-Ruiz, Isabel & Renneboog, Luc & Vansteenkiste, Cara, 2020. "Elective stock and scrip dividends," Journal of Corporate Finance, Elsevier, vol. 64(C).
  49. Matthew D. Hill & G. Wayne Kelly & Michael J. Highfield, 2010. "Net Operating Working Capital Behavior: A First Look," Financial Management, Financial Management Association International, vol. 39(2), pages 783-805, June.
  50. Kim, Oksana, 2017. "The joint role of the bonding mechanisms and the reduction in market segmentation in valuation of firms cross-listed as Global Depositary Receipts (GDRs)," Journal of Multinational Financial Management, Elsevier, vol. 39(C), pages 19-38.
  51. Yagüe, José & Gómez-Sala, J. Carlos & Poveda-Fuentes, Francisco, 2009. "Stock split size, signaling and earnings management: Evidence from the Spanish market," Global Finance Journal, Elsevier, vol. 20(1), pages 31-47.
  52. John A. Doukas & Chansog (Francis) Kim & Christos Pantzalis, 2008. "Do Analysts Influence Corporate Financing and Investment?," Financial Management, Financial Management Association International, vol. 37(2), pages 303-339, June.
  53. Desai, Chintal A. & Savickas, Robert, 2010. "On the causes of volatility effects of conglomerate breakups," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 554-571, September.
  54. Hou, Jianlei & Zhao, Shangmei & Yang, Haijun, 2018. "Security analysts’ earnings forecasting performance based on information transmission network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 611-619.
  55. Louis, Henock & Robinson, Dahlia, 2005. "Do managers credibly use accruals to signal private information? Evidence from the pricing of discretionary accruals around stock splits," Journal of Accounting and Economics, Elsevier, vol. 39(2), pages 361-380, June.
  56. Lijuan Zhang & Mark Wilson, 2018. "Does the accruals quality premium arise from information risk?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(2), pages 599-632, June.
  57. Bajo, Emanuele & Chemmanur, Thomas J. & Simonyan, Karen & Tehranian, Hassan, 2016. "Underwriter networks, investor attention, and initial public offerings," Journal of Financial Economics, Elsevier, vol. 122(2), pages 376-408.
  58. Brennan, Michael J & Jegadeesh, Narasimhan & Swaminathan, Bhaskaran, 1993. "Investment Analysis and the Adjustment of Stock Prices to Common Information," Review of Financial Studies, Society for Financial Studies, vol. 6(4), pages 799-824.
  59. Madureira, Leonardo & Underwood, Shane, 2008. "Information, sell-side research, and market making," Journal of Financial Economics, Elsevier, vol. 90(2), pages 105-126, November.
  60. Ang, James S. & Ma, Yulong, 2001. "The behavior of financial analysts during the Asian financial crisis in Indonesia, Korea, Malaysia, and Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 9(3), pages 233-263, June.
  61. Welch, Ivo, 1996. "Equity offerings following the IPO theory and evidence," Journal of Corporate Finance, Elsevier, vol. 2(3), pages 227-259, February.
  62. Stehle, Richard & Seifert, Udo, 2003. "Stock Performance around Share Repurchase Announcements in Germany," SFB 373 Discussion Papers 2003,48, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  63. Chen, Honghui & Nguyen, Hoang Huy & Singal, Vijay, 2011. "The information content of stock splits," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2454-2467, September.
  64. Filzen, Joshua J. & Schutte, Maria Gabriela, 2017. "Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 19-37.
  65. Haw, In-Mu & Hu, Bingbing & Lee, Jay Junghun, 2015. "Product market competition and analyst forecasting activity: International evidence," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 48-60.
  66. Easley, David & O'Hara, Maureen & Paperman, Joseph, 1998. "Financial analysts and information-based trade," Journal of Financial Markets, Elsevier, vol. 1(2), pages 175-201, August.
  67. McKnight, Phillip J. & Hou, Tony C.T., 2006. "The determinants of momentum in the United Kingdom," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 227-240, May.
  68. Erik Devos & William B. Elliott & Richard S. Warr, 2018. "The Propensity to Split and CEO Compensation," Financial Management, Financial Management Association International, vol. 47(1), pages 105-129, March.
  69. Fernando, Chitru S. & Gatchev, Vladimir A. & Spindt, Paul A., 2012. "Institutional ownership, analyst following, and share prices," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2175-2189.
  70. Briana Chang & Harrison Hong, 2017. "Assignment of Stock Market Coverage," NBER Working Papers 23115, National Bureau of Economic Research, Inc.
  71. Edric Julio Kinata, 2016. "The effect of market volatility and firm size towards the difference of market reaction around stock-split announcement in indonesia stock exchange," Journal of Administrative and Business Studies, Professor Dr. Usman Raja, vol. 2(6), pages 304-314.
  72. Chen, Chun-nan & Wu, Chunchi, 2009. "Small trades and volatility increases after stock splits," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 592-610, October.
  73. Hollander, S., 2007. "The merits and economic consequences of reputation : Three essays," Other publications TiSEM d9932a90-7aac-4b23-bf99-6, Tilburg University, School of Economics and Management.
  74. Eugster, Nicolas, 2017. "Family firms and financial analyst activity," FSES Working Papers 491, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
  75. Arie E. Gozluklu & Pietro Perotti & Barbara Rindi & Roberta Fredella, 2013. "Removing the Trade Size Constraint? Evidence from the Italian Market Design," Working Papers 493, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  76. Barth, Mary E. & Kasznik, Ron, 1999. "Share repurchases and intangible assets," Journal of Accounting and Economics, Elsevier, vol. 28(2), pages 211-241, December.
  77. Andrikopoulos, Athanasios & Zheng, Min, 2023. "A dynamic analysis of the neglected firm effect," International Review of Financial Analysis, Elsevier, vol. 85(C).
  78. Merve Gizem Cevheroglu-Acar, 2018. "Determinants of Capital Structure: Empirical Evidence from Turkey," Journal of Management and Sustainability, Canadian Center of Science and Education, vol. 8(1), pages 31-45, March.
  79. Tsao, Shou-Min & Lu, Hsueh-Tien & Keung, Edmund C., 2016. "Voluntary monthly earnings disclosures and analyst behavior," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 37-49.
  80. Amitabh Dugar & Siva Nathan, 1995. "The Effect of Investment Banking Relationships on Financial Analysts' Earnings Forecasts and Investment Recommendations," Contemporary Accounting Research, John Wiley & Sons, vol. 12(1), pages 131-160, September.
  81. Saltuk Ozerturk, 2004. "Direct sale of information when precision is unobservable," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(2), pages 269-293, May.
  82. Jank, Stephan & Smajlbegovic, Esad, 2015. "Dissecting short-sale performance: Evidence from large position disclosures," CFR Working Papers 15-15, University of Cologne, Centre for Financial Research (CFR).
  83. Nihat Gumus & Ayse Caglayan Gumus, 2021. "Do stock splits matter for returns, volatility, and liquidity? New Evidence from Borsa Istanbul," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 10(4), pages 467-478, June.
  84. Juan Carlos Gómez-Sala, 2001. "Rentabilidad y liquidez alrededor de la fecha de desdoblamiento de las acciones," Investigaciones Economicas, Fundación SEPI, vol. 25(1), pages 171-202, January.
  85. Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun & Shang, Longfei, 2023. "Behavioral bias, distorted stock prices, and stock splits," Journal of Banking & Finance, Elsevier, vol. 154(C).
  86. Anwer S. Ahmed & Minsup Song & Douglas E. Stevens, 2009. "Earnings characteristics and analysts’ differential interpretation of earnings announcements: An empirical analysis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(2), pages 223-246, June.
  87. repec:uts:finphd:34 is not listed on IDEAS
  88. Ko Wang & John Erickson & Su Han Chan, 1995. "Does the REIT Stock Market Resemble the General Stock Market?," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 445-460.
  89. Kee H. Chung & Sean Yang, 2015. "Reverse Stock Splits, Institutional Holdings, and Share Value," Financial Management, Financial Management Association International, vol. 44(1), pages 177-216, March.
  90. Syrine Sassi & Narjess Toumi, 2018. "Product market competition and analyst following," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 22(1), pages 55-88, March.
  91. Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan, 2011. "REIT Stock Splits and Liquidity Changes," The Journal of Real Estate Finance and Economics, Springer, vol. 43(4), pages 527-547, November.
  92. Amini, Shima & Buchner, Axel & Cai, Charlie X. & Mohamed, Abdulkadir, 2020. "Why do firms manage their stock price levels?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
  93. Chemmanur, Thomas J. & Hu, Gang & Li, Yingzhen & Xie, Jing, 2021. "Institutional trading, information production, and forced CEO turnovers," Journal of Corporate Finance, Elsevier, vol. 67(C).
  94. Jonathan Ross & David Ziebart & Anthony Meder, 2019. "A new measure of firm-group accounting closeness," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1137-1161, May.
  95. Ali, Ashiq & Chen, Tai-Yuan & Radhakrishnan, Suresh, 2007. "Corporate disclosures by family firms," Journal of Accounting and Economics, Elsevier, vol. 44(1-2), pages 238-286, September.
  96. Lin, Ji-Chai & Singh, Ajai K. & Yu, Wen, 2009. "Stock splits, trading continuity, and the cost of equity capital," Journal of Financial Economics, Elsevier, vol. 93(3), pages 474-489, September.
  97. D. G. DeBoskey & Peter R. Gillett, 2019. "Another Look: The Impact of Multi-Dimensional Corporate Transparency on US Firms’ Market Liquidity and Analyst Forecast Properties," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-35, June.
  98. Alford, Andrew W. & Jones, Jonathan D., 1998. "Financial reporting and information asymmetry: an empirical analysis of the SEC's information-supplying exemption for foreign companies," Journal of Corporate Finance, Elsevier, vol. 4(4), pages 373-398, December.
  99. Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan, 2015. "The effects of stock splits on stock liquidity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(1), pages 119-135, January.
  100. Hueiling Chen & Cheng-Tsu Huang & Hsiou-Wei W. Lin, 2016. "Changes in analyst following for less covered firms accompanying Regulation Fair Disclosure: the roles of ability and industry experience," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 519-541, April.
  101. Ozkan, Aydin & Ozkan, Neslihan, 2004. "Corporate cash holdings: An empirical investigation of UK companies," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2103-2134, September.
  102. Doukas, John A. & McKnight, Phillip J. & Pantzalis, Christos, 2005. "Security analysis, agency costs, and UK firm characteristics," International Review of Financial Analysis, Elsevier, vol. 14(5), pages 493-507.
  103. Li, Fengyu & Liu, Mark H. & Shi, Yongdong (Eric), 2017. "Institutional ownership around stock splits," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 14-40.
  104. Amir Rubin & Eran Rubin, 2010. "Informed Investors and the Internet," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7‐8), pages 841-865, July.
  105. Maria Chiara Iannino & Sergey Zhuk, 2020. "Signaling through Timing of Stock Splits," Discussion Paper Series, School of Economics and Finance 202009, School of Economics and Finance, University of St Andrews, revised 18 Jun 2021.
  106. Fu, Xiaoqing (Maggie) & Lin, Yongjia & Zhang, Yang, 2020. "Responsible investing in the gaming industry," Journal of Corporate Finance, Elsevier, vol. 64(C).
  107. Guo, Fang & Zhou, Kaiguo & Cai, Jinghan, 2008. "Stock splits, liquidity, and information asymmetry--An empirical study on Tokyo Stock Exchange," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 417-438, September.
  108. Kee, H. Chung & McInish, Thomas H. & Wood, Robert A. & Wyhowski, Donald J., 1995. "Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1025-1046, September.
  109. Chitru S. Fernando & Srinivasan Krishnamurthy & Paul A. Spindt, 2002. "Is the Offer Price in IPOs Informative? Underpricing, Ownership Structure, and Performance," Center for Financial Institutions Working Papers 01-33, Wharton School Center for Financial Institutions, University of Pennsylvania.
  110. Nan-Ting Kuo, 2013. "Dividend tax signaling and the pricing of future earnings: a case of taxable stock dividends," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 539-570, April.
  111. Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Ho, Richard Y.K., 2005. "Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1483-1508, June.
  112. Qilong Cao & Meng Ju & Jinglei Li & Changbao Zhong, 2022. "Managerial Myopia and Long-Term Investment: Evidence from China," Sustainability, MDPI, vol. 15(1), pages 1-20, December.
  113. Zhifeng Yang, 2013. "Do Political Connections Add Value to Audit Firms? Evidence from IPO Audits in China," Contemporary Accounting Research, John Wiley & Sons, vol. 30(3), pages 891-921, September.
  114. José Yagüe & J. Gómez-Sala, 2005. "Price and tick size preferences in trading activity changes around stock split executions," Spanish Economic Review, Springer;Spanish Economic Association, vol. 7(2), pages 111-138, June.
  115. Erik Devos & Seow Ong & Andrew Spieler, 2007. "Analyst Activity and Firm Value: Evidence from the REIT Sector," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 333-356, October.
  116. Chung, Kee H. & Cho, Seong-Yeon, 2005. "Security analysis and market making," Journal of Financial Intermediation, Elsevier, vol. 14(1), pages 114-141, January.
  117. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
  118. Miguel A. Ferreira & Aneel Keswani & António F. Miguel & Sofia B. Ramos, 2013. "The Determinants of Mutual Fund Performance: A Cross-Country Study," Review of Finance, European Finance Association, vol. 17(2), pages 483-525.
  119. repec:dau:papers:123456789/1331 is not listed on IDEAS
  120. Hu, Conghui & Lin, Ji-Chai & Liu, Yu-Jane, 2022. "What are the benefits of attracting gambling investors? Evidence from stock splits in China," Journal of Corporate Finance, Elsevier, vol. 74(C).
  121. Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow, 2004. "The Impact of Clientele Changes: Evidence from Stock Splits," Yale School of Management Working Papers ysm369, Yale School of Management, revised 01 Sep 2009.
  122. Chern, Keh-Yiing & Tandon, Kishore & Yu, Susana & Webb, Gwendolyn, 2008. "The information content of stock split announcements: Do options matter?," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 930-946, June.
  123. Wolfgang Drobetz & Matthias Grüninger, 2007. "Corporate cash holdings: Evidence from Switzerland," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 293-324, September.
  124. Sanjay Varshney & Rich Robinson, 2004. "IPO research symposium review," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(1), pages 56-67, March.
  125. Steve Johnson & Robert Stretcher, 2011. "News and noise: do investors react to stock split announcements differently during periods of high and low market volatility?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(1), pages 71-78, January.
  126. Leledakis, George N. & Papaioannou, George J. & Travlos, Nickolaos G. & Tsangarakis, Nickolaos V., 2009. "Stock splits in a neutral transaction cost environment: Evidence from the Athens Stock Exchange," Journal of Multinational Financial Management, Elsevier, vol. 19(1), pages 12-25, February.
  127. Sunil Mohanty & Doocheol Moon, 2007. "Disentangling the signalling and liquidity effects of stock splits," Applied Financial Economics, Taylor & Francis Journals, vol. 17(12), pages 979-987.
  128. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  129. Anand S. Desai & M. Nimalendran & S. Venkataraman, 1998. "Changes In Trading Activity Following Stock Splits And Their Effect On Volatility And The Adverse-Information Component Of The Bid-Ask Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 21(2), pages 159-183, June.
  130. Martina Vitézová, 2011. "Market Perception of SOX Act in the Case of US Listed Banks," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 155-170.
  131. Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018. "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 143-167.
  132. Mark H. Lang & Karl V. Lins & Darius P. Miller, 2004. "Concentrated Control, Analyst Following, and Valuation: Do Analysts Matter Most When Investors Are Protected Least?," Journal of Accounting Research, Wiley Blackwell, vol. 42(3), pages 589-623, June.
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