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Stockholder wealth effects of Eurobond financing: A Canadian perspective

  • Athanassakos, George
  • Schnabel, Jacques A.
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    File URL: http://www.sciencedirect.com/science/article/B6W4F-45NP3GB-C/2/f83728896014cfc8d4941241f53678e7
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    Article provided by Elsevier in its journal Global Finance Journal.

    Volume (Year): 7 (1996)
    Issue (Month): 2 ()
    Pages: 191-208

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    Handle: RePEc:eee:glofin:v:7:y:1996:i:2:p:191-208
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620162

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    1. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
    2. Mikkelson, Wayne H. & Partch, M. Megan, 1986. "Valuation effects of security offerings and the issuance process," Journal of Financial Economics, Elsevier, vol. 15(1-2), pages 31-60.
    3. Charest, Guy, 1978. "Split information, stock returns and market efficiency-I," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 265-296.
    4. Chopra, Navin & Lakonishok, Josef & Ritter, Jay R., 1992. "Measuring abnormal performance : Do stocks overreact?," Journal of Financial Economics, Elsevier, vol. 31(2), pages 235-268, April.
    5. Finnerty, Joseph E. & Schneeweis, Thomas & Hegde, Shantaram P., 1980. "Interest Rates in the $Eurobond Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(03), pages 743-755, September.
    6. Rendleman, Richard Jr. & Jones, Charles P. & Latane, Henry A., 1982. "Empirical anomalies based on unexpected earnings and the importance of risk adjustments," Journal of Financial Economics, Elsevier, vol. 10(3), pages 269-287, November.
    7. Kim, Yong-Cheol & Stulz, Rene M, 1992. "Is There a Global Market for Convertible Bonds?," The Journal of Business, University of Chicago Press, vol. 65(1), pages 75-91, January.
    8. Eckbo, B. Espen, 1986. "Valuation effects of corporate debt offerings," Journal of Financial Economics, Elsevier, vol. 15(1-2), pages 119-151.
    9. Salinger, Michael, 1992. "Standard Errors in Event Studies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(01), pages 39-53, March.
    10. Arvind Mahajan & Donald R Fraser, 1986. "Dollar Eurobond and U.S. Bond Pricing," Journal of International Business Studies, Palgrave Macmillan, vol. 17(2), pages 21-36, June.
    11. Dimson, Elroy & Marsh, Paul, 1986. "Event study methodologies and the size effect : The case of UK press recommendations," Journal of Financial Economics, Elsevier, vol. 17(1), pages 113-142, September.
    12. Banz, Rolf W., 1981. "The relationship between return and market value of common stocks," Journal of Financial Economics, Elsevier, vol. 9(1), pages 3-18, March.
    13. Kim, Yong Cheol & Stulz, ReneM., 1988. "The Eurobond market and corporate financial policy : A test of the clientele hypothesis," Journal of Financial Economics, Elsevier, vol. 22(2), pages 189-205, December.
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