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Citations for " Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity"

by Bagwell, Laurie Simon

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  1. Martin, Philippe & Rey, Hélène, 2000. "Financial Super-Markets: Size Matters for Asset Trade," Center for International and Development Economics Research, Working Paper Series qt0dr2z6p9, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
  2. Ahn, Hee-Joon & Cao, Charles & Choe, Hyuk, 2001. "Share repurchase tender offers and bid-ask spreads," Journal of Banking & Finance, Elsevier, vol. 25(3), pages 445-478, March.
  3. Weston, J. Fred & Siu, Juan A., 2003. "Changing Motives for Share Repurchases," University of California at Los Angeles, Anderson Graduate School of Management qt9146588t, Anderson Graduate School of Management, UCLA.
  4. Stanley, H.E. & Gabaix, Xavier & Gopikrishnan, Parameswaran & Plerou, Vasiliki, 2007. "Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 286-301.
  5. Persons, John C., 1997. "Heterogeneous shareholders and signaling with share repurchases," Journal of Corporate Finance, Elsevier, vol. 3(3), pages 221-249, June.
  6. Asquith, Daniel & Kieschnick, Robert, 1999. " An Examination of Initial Shareholdings in Tender Offer Bids," Review of Quantitative Finance and Accounting, Springer, vol. 12(2), pages 171-88, March.
  7. Duca, Eric & Dutordoir, Marie & Veld, Chris & Verwijmeren, Patrick, 2012. "Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 2884-2899.
  8. Atanasov, Vladimir & Merrick, John, 2011. "Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3225-3239.
  9. Harris, Trevor S. & Hubbard, R. Glenn & Kemsley, Deen, 2001. "The share price effects of dividend taxes and tax imputation credits," Journal of Public Economics, Elsevier, vol. 79(3), pages 569-596, March.
  10. Gilchrist, Simon & Himmelberg, Charles P. & Huberman, Gur, 2005. "Do stock price bubbles influence corporate investment?," Journal of Monetary Economics, Elsevier, vol. 52(4), pages 805-827, May.
  11. Rafael Romeu & Lawrence Ausubel, 2005. "Bidder Participation and Information in Currency Auctions," IMF Working Papers 05/157, International Monetary Fund.
  12. René M. Stulz & Dimitrios Vagias & Mathijs A. van Dijk, 2013. "Do Firms Issue more equity when markets are more liquid?," NBER Working Papers 19229, National Bureau of Economic Research, Inc.
  13. Trevor S. Harris & R. Glenn Hubbard & Deen Kemsley, 1999. "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," NBER Working Papers 7445, National Bureau of Economic Research, Inc.
  14. Martin D. D. Evans & Richard K. Lyons, 2000. "Are Different-Currency Assets Imperfect Substitutes?," Working Papers gueconwpa~00-00-05, Georgetown University, Department of Economics.
  15. Terrance Odean, 1998. "Volume, Volatility, Price and Profit When All Traders Are Above Average," Finance 9803001, EconWPA.
  16. Jung-Wook Kim & Jason Lee & Randall Morck, 2009. "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers 14733, National Bureau of Economic Research, Inc.
  17. Ang, James S. & Kraizberg, Elli, 2004. "An analysis of a strategy for management to separate and reward supportive shareholders," Journal of Corporate Finance, Elsevier, vol. 10(4), pages 639-658, September.
  18. Jeffrey Wurgler & Ekaterina Zhuravskaya, 2002. "Does Arbitrage Flatten Demand Curves for Stocks?," The Journal of Business, University of Chicago Press, vol. 75(4), pages 583-608, October.
  19. Chen, An-Sing & Liaw, Gwohorng & Leung, Mark T., 2003. "Stock auction bidding behavior and information asymmetries: An empirical analysis using the discriminatory auction model framework," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 867-889, May.
  20. Martin D. D. Evans & Richard K. Lyons, 2001. "Portfolio Balance, Price Impact, and Secret Intervention," NBER Working Papers 8356, National Bureau of Economic Research, Inc.
  21. William J. McNally, 1999. "Multi-dimensional signaling with fixed-price repurchase offers," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(3), pages 131-150.
  22. Jung-Wook Kim & Jason Lee & Randall Morck, 2004. "Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks," Harvard Institute of Economic Research Working Papers 2031, Harvard - Institute of Economic Research.
  23. Loderer, Claudio & Roth, Lukas, 2005. "The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 239-268, March.
  24. Hodrick, Laurie Simon, 1999. "Does stock price elasticity affect corporate financial decisions?," Journal of Financial Economics, Elsevier, vol. 52(2), pages 225-256, May.
  25. Terrance Odean., 1996. "Volume, Volatility, Price and Profit When All Trader Are Above Average," Research Program in Finance Working Papers RPF-266, University of California at Berkeley.
  26. Stanley, H. Eugene & Plerou, Vasiliki & Gabaix, Xavier, 2008. "A statistical physics view of financial fluctuations: Evidence for scaling and universality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3967-3981.
  27. de Jong, Abe & Dutordoir, Marie & Verwijmeren, Patrick, 2011. "Why do convertible issuers simultaneously repurchase stock? An arbitrage-based explanation," Journal of Financial Economics, Elsevier, vol. 100(1), pages 113-129, April.
  28. Mann, Steven V. & Powers, Eric A., 2007. "Determinants of bond tender premiums and the percentage tendered," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 547-566, March.
  29. Johnson, Timothy C., 2006. "Dynamic liquidity in endowment economies," Journal of Financial Economics, Elsevier, vol. 80(3), pages 531-562, June.
  30. Baker, Malcolm & Coval, Joshua & Stein, Jeremy C., 2007. "Corporate financing decisions when investors take the path of least resistance," Journal of Financial Economics, Elsevier, vol. 84(2), pages 266-298, May.
  31. Atreya Chakraborty & Richard Arnott, 1997. "Takeover Defenses and Dilution: A Welfare Analysis," Boston College Working Papers in Economics 351., Boston College Department of Economics, revised 06 Oct 2000.
  32. Zhilan Feng & Chinmoy Ghosh & C. Sirmans, 2007. "CEO Involvement in Director Selection: Implications for REIT Dividend Policy," The Journal of Real Estate Finance and Economics, Springer, vol. 35(4), pages 385-410, November.
  33. Eli Ofek & Matthew Richardson, 2000. "The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-054, New York University, Leonard N. Stern School of Business-.
  34. Rocholl, Jrg, 2009. "A friend in need is a friend indeed: Allocation and demand in IPO bookbuilding," Journal of Financial Intermediation, Elsevier, vol. 18(2), pages 284-310, April.