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Market reactions to announcements to expense options

Author

Listed:
  • Larry Prather

    ()

  • Ting-Heng Chu

    ()

  • Paul Bayes

Abstract

No abstract is available for this item.

Suggested Citation

  • Larry Prather & Ting-Heng Chu & Paul Bayes, 2009. "Market reactions to announcements to expense options," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(3), pages 223-245, July.
  • Handle: RePEc:spr:jecfin:v:33:y:2009:i:3:p:223-245
    DOI: 10.1007/s12197-008-9035-5
    as

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    References listed on IDEAS

    as
    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. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    3. Harrison, Walter Jr. & Grudnitski, Gary, 1987. "Bondholder and stockholder reactions to discretionary accounting changes," Journal of Accounting and Public Policy, Elsevier, vol. 6(2), pages 87-113.
    4. David Aboody & Mary E. Barth & Ron Kasznik, 2004. "Firms' Voluntary Recognition of Stock-Based Compensation Expense," Journal of Accounting Research, Wiley Blackwell, vol. 42(2), pages 123-150, May.
    5. Grossman, Sanford J & Miller, Merton H, 1988. " Liquidity and Market Structure," Journal of Finance, American Finance Association, vol. 43(3), pages 617-637, July.
    6. Barry, Christopher B. & Brown, Stephen J., 1984. "Differential information and the small firm effect," Journal of Financial Economics, Elsevier, vol. 13(2), pages 283-294, June.
    7. Michael J. Brennan, 1995. "A Perspective On Accounting And Stock Prices," Journal of Applied Corporate Finance, Morgan Stanley, vol. 8(1), pages 43-53.
    8. Hirshleifer, David & Teoh, Siew Hong, 2003. "Limited attention, information disclosure, and financial reporting," Journal of Accounting and Economics, Elsevier, vol. 36(1-3), pages 337-386, December.
    9. Boehmer, Ekkehart & Masumeci, Jim & Poulsen, Annette B., 1991. "Event-study methodology under conditions of event-induced variance," Journal of Financial Economics, Elsevier, vol. 30(2), pages 253-272, December.
    10. repec:bla:joares:v:35:y:1997:i:2:p:157-179 is not listed on IDEAS
    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. Giaccotto, Carmelo & Sfiridis, James M., 1996. "Hypothesis testing in event studies: The case of variance changes," Journal of Economics and Business, Elsevier, vol. 48(4), pages 349-370, October.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Stock Options; Mandatory Expensing; G14; G38;

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation

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