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Investor Reaction to Mandatory Offers on the Warsaw Stock Exchange

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  • Szymon Okoń

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  • Szymon Okoń, 2012. "Investor Reaction to Mandatory Offers on the Warsaw Stock Exchange," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(2), June.
    • Handle: RePEc:wyz:journl:id:244
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    References listed on IDEAS

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    1. Masulis, Ronald W. & Korwar, Ashok N., 1986. "Seasoned equity offerings : An empirical investigation," Journal of Financial Economics, Elsevier, vol. 15(1-2), pages 91-118.
    2. Barber, Brad M. & Loeffler, Douglas, 1993. "The “Dartboard†Column: Second-Hand Information and Price Pressure," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(2), pages 273-284, June.
    3. Kwan, Clarence C. Y., 1981. "Efficient Market Tests of the Informational Content of Dividend Announcements: Critique and Extension," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(2), pages 193-206, June.
    4. JAMES G. MacKINNON, 2006. "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, September.
    5. Dann, Larry Y., 1981. "Common stock repurchases : An analysis of returns to bondholders and stockholders," Journal of Financial Economics, Elsevier, vol. 9(2), pages 113-138, June.
    6. Liu, Pu & Smith, Stanley D. & Syed, Azmat A., 1990. "Stock Price Reactions to The Wall Street Journal's Securities Recommendations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(3), pages 399-410, September.
    7. Binder, John J, 1998. "The Event Study Methodology since 1969," Review of Quantitative Finance and Accounting, Springer, vol. 11(2), pages 111-137, September.
    8. Corrado, Charles J., 1989. "A nonparametric test for abnormal security-price performance in event studies," Journal of Financial Economics, Elsevier, vol. 23(2), pages 385-395, August.
    9. Divecha, Arjun & Morse, Dale, 1983. "Market Responses to Dividend Increases and Changes in Payout Ratios," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(2), pages 163-173, June.
    10. Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February.
    11. Richard Kolodny & Diane Rizzuto Suhler, 1985. "Changes In Capital Structure, New Equity Issues, And Scale Effects," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 127-136, June.
    12. Asquith, Paul, 1983. "Merger bids, uncertainty, and stockholder returns," Journal of Financial Economics, Elsevier, vol. 11(1-4), pages 51-83, April.
    13. Keown, Arthur J & Pinkerton, John M, 1981. "Merger Announcements and Insider Trading Activity: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 36(4), pages 855-869, September.
    14. Amihud, Yakov & Murgia, Maurizio, 1997. "Dividends, Taxes, and Signaling: Evidence from Germany," Journal of Finance, American Finance Association, vol. 52(1), pages 397-408, March.
    15. Corrado, Charles J. & Zivney, Terry L., 1992. "The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(3), pages 465-478, September.
    16. 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.
    17. Beneish, Messod D, 1991. "Stock Prices and the Dissemination of Analysts' Recommendations," The Journal of Business, University of Chicago Press, vol. 64(3), pages 393-416, July.
    18. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    19. Charest, Guy, 1978. "Dividend information, stock returns and market efficiency-II," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 297-330.
    20. Lloyd-Davies, Peter & Canes, Michael, 1978. "Stock Prices and the Publication of Second-Hand Information," The Journal of Business, University of Chicago Press, vol. 51(1), pages 43-56, January.
    21. McDonald, Bill, 1987. "Event Studies and Systems Methods: Some Additional Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(4), pages 495-504, December.
    22. Asquith, Paul & Mullins, David Jr., 1986. "Equity issues and offering dilution," Journal of Financial Economics, Elsevier, vol. 15(1-2), pages 61-89.
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    Cited by:

    1. Joseph Ato Forson & Jakkaphong Janrattanagul, 2014. "Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(2), June.

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