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William B. Elliott

Personal Details

First Name:William
Middle Name:B.
Last Name:Elliott
Suffix:
RePEc Short-ID:pel89
[This author has chosen not to make the email address public]

Affiliation

Economics & Finance Department
College of Business Administration
University of Texas-El Paso

El Paso, Texas (United States)
http://business.utep.edu/EconomicsFinance/

915-747-5245
915-747-6282

RePEc:edi:efuteus (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Elliott, William B. & Prevost, Andrew K. & Rao, Ramesh P., 2009. "The announcement impact of seasoned equity offerings on bondholder wealth," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1472-1480, August.
  2. Elliott, William B. & Koëter-Kant, Johanna & Warr, Richard S., 2008. "Market timing and the debt-equity choice," Journal of Financial Intermediation, Elsevier, vol. 17(2), pages 175-197, April.
  3. Elliott, William B. & Koeter-Kant, Johanna & Warr, Richard S., 2007. "A valuation-based test of market timing," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 112-128, March.
  4. William Elliott & Bonnie Van Ness & Mark Walker & Richard Warr, 2006. "What Drives the S&P 500 Inclusion Effect? An Analytical Source," Financial Management, Financial Management Association, vol. 35(4), Winter.
  5. William B. Elliott & Bonnie F. Van Ness & Mark D. Walker & Richard S. Warr, 2006. "What Drives the S&P 500 Inclusion Effect? An Analytical Survey," Financial Management, Financial Management Association International, vol. 35(4), pages 31-48, December.
  6. Edward A. Dyl, 2006. "The Share Price Puzzle," The Journal of Business, University of Chicago Press, vol. 79(4), pages 2045-2066, July.
  7. Elliott, William B. & Huffman, Stephen P. & Makar, Stephen D., 2003. "Foreign-denominated debt and foreign currency derivatives: complements or substitutes in hedging foreign currency risk?," Journal of Multinational Financial Management, Elsevier, vol. 13(2), pages 123-139, April.
  8. William B. Elliott & Richard S. Warr, 2003. "Price Pressure on the NYSE and Nasdaq: Evidence from S&P 500 Index Changes," Financial Management, Financial Management Association, vol. 32(3), Fall.
  9. Edward A. Dyl & William B. Elliott & John C. Handley, 2002. "Do share prices matter?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 42(3), pages 225-237, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Elliott, William B. & Prevost, Andrew K. & Rao, Ramesh P., 2009. "The announcement impact of seasoned equity offerings on bondholder wealth," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1472-1480, August.

    Cited by:

    1. Maul, D. & Schiereck, D., 2016. "The bond event study methodology since 1974," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 80723, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    2. Boubakri, Narjess & Ghouma, Hatem, 2010. "Control/ownership structure, creditor rights protection, and the cost of debt financing: International evidence," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2481-2499, October.
    3. Bank for International Settlements, 2012. "Operationalising the selection and application of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 48, Autumn.
    4. Chen, Jun & King, Tao-Hsien Dolly & Wen, Min-Ming, 2015. "Do joint ventures and strategic alliances create value for bondholders?," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 247-267.
    5. Renneboog, L.D.R. & Szilagyi, P.G., 2006. "Corporate Restructuring and Bondholder Wealth," Discussion Paper 2006-007, Tilburg University, Tilburg Law and Economic Center.
    6. Jeon, Jin Q. & Ligon, James A., 2011. "The role of co-managers in reducing flotation costs: Evidence from seasoned equity offerings," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1041-1056, May.
    7. Kryzanowski, Lawrence & Lazrak, Skander & Rakita, Ian, 2010. "Behavior of liquidity and returns around Canadian seasoned equity offerings," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2954-2967, December.
    8. Baran, Lindsay C. & King, Tao-Hsien Dolly, 2010. "Going private transactions, bondholder returns, and wealth transfer effects," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1856-1872, August.
    9. Al-Yahyaee, Khamis H. & Pham, Toan M. & Walter, Terry S., 2011. "The information content of cash dividend announcements in a unique environment," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 606-612, March.
    10. Autore, Don M. & Kovacs, Tunde, 2010. "Equity issues and temporal variation in information asymmetry," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 12-23, January.
    11. Steve Janner & Daniel Schmidt, 2015. "Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 271-298, August.
    12. Chen, Fan, 2016. "The wealth effects of dividend announcements on bondholders: New evidence from the over-the-counter market," Journal of Economics and Business, Elsevier, vol. 86(C), pages 52-75.
    13. Chen, Fan & Ramaya, Krishnan & Wu, Wei, 2020. "The wealth effects of merger and acquisition announcements on bondholders: New evidence from the over-the-counter market," Journal of Economics and Business, Elsevier, vol. 107(C).
    14. Jory, Surendranath & Ngo, Thanh & Susnjara, Jurica, 2017. "The effect of shareholder activism on bondholders and stockholders," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 328-344.
    15. Mark D. Walker & Qingqing Wu, 2019. "Equity issues when in distress," European Financial Management, European Financial Management Association, vol. 25(3), pages 489-519, June.
    16. Chiou, Chyi-Lun & Shu, Pei-Gi, 2017. "Overvaluation and the cost of bank debt," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 235-254.
    17. Ari Pandes, J., 2010. "Bought deals: The value of underwriter certification in seasoned equity offerings," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1576-1589, July.
    18. Shi, Jinyan & Yu, Conghui & Guo, Sicen & Li, Yanxi, 2020. "Market effects of private equity placement: Evidence from Chinese equity and bond markets," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    19. He, Yan & Wang, Junbo & John Wei, K.C., 2014. "A comprehensive study of liquidity before and after SEOs and SEO underpricing," Journal of Financial Markets, Elsevier, vol. 20(C), pages 61-78.
    20. Szilagyi, P.G., 2007. "Corporate governance and the agency costs of debt and outside equity," Other publications TiSEM 9520d40a-224f-43a8-9bf9-b, Tilburg University, School of Economics and Management.

  2. Elliott, William B. & Koëter-Kant, Johanna & Warr, Richard S., 2008. "Market timing and the debt-equity choice," Journal of Financial Intermediation, Elsevier, vol. 17(2), pages 175-197, April.

    Cited by:

    1. Wadhwa, Kavita & Neupane, Suman & Syamala, Sudhakara Reddy, 2019. "Do group-affiliated firms time their equity offerings?," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 73-92.
    2. Sibel ÇELÝK & Yasemin Deniz AKARIM, 2013. "Does Market Timing Drive Capital Structure? Empirical Evidence from an Emerging Market," International Journal of Economics and Financial Issues, Econjournals, vol. 3(1), pages 140-152.
    3. Wadhwa, Kavita & Nagi Reddy, V. & Goyal, Abhinav & Mohamed, Abdulkadir, 2016. "IPOs and SEOs, real investments, and market timing: Emerging market evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 21-41.
    4. Elliott, William B. & Koeter-Kant, Johanna & Warr, Richard S., 2007. "A valuation-based test of market timing," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 112-128, March.
    5. Sakshi Khanna & Amit Srivastava & Yajulu Medury, 2015. "The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 968-978.
    6. Hafezali Iqbal Hussain, 2014. "Do Firms Time the Equity Market in a Non-Linear Manner? Evidence from the UK," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(4), pages 63-74.
    7. Bonaimé, Alice Adams & Öztekin, Özde & Warr, Richard S., 2014. "Capital structure, equity mispricing, and stock repurchases," Journal of Corporate Finance, Elsevier, vol. 26(C), pages 182-200.
    8. Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020. "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, vol. 52(1).
    9. Khalil Abbasi Museloo & Shaker Abartavi, 2017. "Incorrect Pricing Impact on Investment and the Capital Structure of Companies with Financial Constraints," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 319-324.
    10. Halil Dincer Kaya, 2017. "The Borrower Characteristics In Hot Equity Markets," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 36-43, June.
    11. Halil D. Kaya, 2011. "Syndicated bank loans and capital structure," Managerial Finance, Emerald Group Publishing, vol. 37(8), pages 697-714, July.
    12. Winston Pontoh, 2017. "The Capital Structure: Is Debt just a Policy or Requerement?," European Research Studies Journal, European Research Studies Journal, vol. 0(2A), pages 128-139.
    13. Elliott, William B. & Prevost, Andrew K. & Rao, Ramesh P., 2009. "The announcement impact of seasoned equity offerings on bondholder wealth," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1472-1480, August.
    14. Lo Duca, Marco & Nicoletti, Giulio & Vidal Martinez, Ariadna, 2014. "Global corporate bond issuance: what role for US quantitative easing?," Working Paper Series 1649, European Central Bank.
    15. Thomas J. O'Brien & Linda Schmid Klein & James I. Hilliard, 2007. "Capital Structure Swaps and Shareholder Wealth," European Financial Management, European Financial Management Association, vol. 13(5), pages 979-997, November.
    16. Iqbal Hussain, Hafezali & Mohd Farid, Shamsudin & Noor H, Jabarullah, 2016. "Non Linear Speed of Adjustment to Lead Leverage Levels and the Timing Element in Equity Issues: Empirical Evidence from the UK," MPRA Paper 79261, University Library of Munich, Germany.

  3. Elliott, William B. & Koeter-Kant, Johanna & Warr, Richard S., 2007. "A valuation-based test of market timing," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 112-128, March.

    Cited by:

    1. Andrew Vivian & Bin Xu, 2018. "Time-varying managerial overconfidence and pecking order preference," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 799-835, April.
    2. Hirschey, Mark & Skiba, Hilla & Wintoki, M. Babajide, 2012. "The size, concentration and evolution of corporate R&D spending in U.S. firms from 1976 to 2010: Evidence and implications," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 496-518.
    3. Sakshi Khanna & Amit Srivastava & Yajulu Medury, 2015. "The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 5(4), pages 968-978.
    4. Laih, Yih-Wenn & Lai, Hung-Neng & Li, Chun-An, 2015. "Analyst valuation and corporate value discovery," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 235-248.
    5. Bonaimé, Alice Adams & Öztekin, Özde & Warr, Richard S., 2014. "Capital structure, equity mispricing, and stock repurchases," Journal of Corporate Finance, Elsevier, vol. 26(C), pages 182-200.
    6. Hafezali Iqbal Hussain, 2014. "Do Firms Time the Equity Market in a Non-Linear Manner? Evidence from the UK," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(4), pages 63-74.
    7. Harris, Oneil & Madura, Jeff, 2011. "Why are proposed spinoffs withdrawn?," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(1), pages 69-81, February.
    8. José Luiz Rossi Júnior, 2007. "The Use of Currency Derivatives by Brazilian Companies: An Empirical Investigation," Brazilian Review of Finance, Brazilian Society of Finance, vol. 5(2), pages 205-232.
    9. Halil Dincer Kaya, 2017. "The Borrower Characteristics In Hot Equity Markets," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 36-43, June.
    10. Liu, Laura Xiaolei, 2009. "Historical market-to-book in a partial adjustment model of leverage," Journal of Corporate Finance, Elsevier, vol. 15(5), pages 602-612, December.
    11. Halil D. Kaya, 2011. "Syndicated bank loans and capital structure," Managerial Finance, Emerald Group Publishing, vol. 37(8), pages 697-714, July.
    12. Gomes, Matheus da Costa & Magnani, Vinícius Medeiros & Albanez, Tatiana & Valle, Mauricio Ribeiro do, 2019. "Effects of market timing on primary share issues in the Brazilian capital market," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 361-377.
    13. Huang, I-Hsiang, 2014. "Does market timing persistently affect capital structure? Evidence from stock market liberalization," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 123-144.
    14. Bontempi, Maria Elena & Bottazzi, Laura & Golinelli, Roberto, 2020. "A multilevel index of heterogeneous short-term and long-term debt dynamics," Journal of Corporate Finance, Elsevier, vol. 64(C).
    15. Tahera Ebrahimi & Jairaj Gupta & Aydin Ozkan, 2020. "Supply‐side factors, CEO overconfidence, and zero‐leverage policy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 547-564, October.
    16. Shu, Pei-Gi & Chiang, Sue-Jane, 2014. "Firm size, timing, and earnings management of seasoned equity offerings," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 177-194.
    17. Iqbal Hussain, Hafezali & Mohd Farid, Shamsudin & Noor H, Jabarullah, 2016. "Non Linear Speed of Adjustment to Lead Leverage Levels and the Timing Element in Equity Issues: Empirical Evidence from the UK," MPRA Paper 79261, University Library of Munich, Germany.

  4. William Elliott & Bonnie Van Ness & Mark Walker & Richard Warr, 2006. "What Drives the S&P 500 Inclusion Effect? An Analytical Source," Financial Management, Financial Management Association, vol. 35(4), Winter.

    Cited by:

    1. Honghui Chen & Vijay Singal & Robert F. Whitelaw, 2015. "Comovement Revisited," NBER Working Papers 21281, National Bureau of Economic Research, Inc.
    2. Danbolt, Jo & Hirst, Ian & Jones, Edward, 2018. "Gaming the FTSE 100 index," The British Accounting Review, Elsevier, vol. 50(4), pages 364-378.
    3. Lysle Boller & Fiona Scott Morton, 2020. "Testing the Theory of Common Stock Ownership," NBER Working Papers 27515, National Bureau of Economic Research, Inc.
    4. Ernest N. Biktimirov & Yuanbin Xu, 2019. "Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index," Journal of Asset Management, Palgrave Macmillan, vol. 20(2), pages 134-145, March.
    5. Karel Hrazdil, 2010. "S&P 500 index inclusion announcements: does the S&P committee tell us something new?," Managerial Finance, Emerald Group Publishing, vol. 36(5), pages 368-393, April.
    6. Houdou Basse Mama & Stefan Mueller & Ulrich Pape, 2017. "What’s in the news? The ambiguity of the information content of index reconstitutions in Germany," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1087-1119, November.

  5. William B. Elliott & Bonnie F. Van Ness & Mark D. Walker & Richard S. Warr, 2006. "What Drives the S&P 500 Inclusion Effect? An Analytical Survey," Financial Management, Financial Management Association International, vol. 35(4), pages 31-48, December.

    Cited by:

    1. Afego, Pyemo N., 2017. "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 228-239.
    2. Levy, Tamir & Yagil, Joseph, 2013. "Changing the methodology of equity indices—The case of the Tel-Aviv Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 91-99.
    3. Nawal Seif Kassim & Roslily Ramlee & Salina Kassim, 2017. "Impact of Inclusion into and Exclusion from the Shariah Index on a Stock Price and Trading Volume: An Event Study Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 40-51.
    4. Honghui Chen & Vijay Singal & Robert F. Whitelaw, 2015. "Comovement Revisited," NBER Working Papers 21281, National Bureau of Economic Research, Inc.
    5. Huseynov, Fariz & Sardarli, Sabuhi & Zhang, Wei, 2017. "Does index addition affect corporate tax avoidance?," Journal of Corporate Finance, Elsevier, vol. 43(C), pages 241-259.
    6. Danbolt, Jo & Hirst, Ian & Jones, Edward, 2018. "Gaming the FTSE 100 index," The British Accounting Review, Elsevier, vol. 50(4), pages 364-378.
    7. Chen, Honghui & Singal, Vijay & Whitelaw, Robert F., 2016. "Comovement revisited," Journal of Financial Economics, Elsevier, vol. 121(3), pages 624-644.
    8. Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N., 2013. "A comprehensive long-term analysis of S&P 500 index additions and deletions," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4920-4930.
    9. Ahluwalia, Eshan & Mishra, Ajay Kumar & Tripathy, Trilochan, 2020. "Institutional ownership, investor recognition and stock performance around index rebalancing: Evidence from Indian market," Journal of Multinational Financial Management, Elsevier, vol. 55(C).
    10. Chen, Haiwei & Ngo, Thanh, 2017. "Leverage-based index revisions: The case of Dow Jones Islamic Market World Index," Global Finance Journal, Elsevier, vol. 32(C), pages 16-34.
    11. Azevedo, Alcino & Karim, Mohamad & Gregoriou, Andros & Rhodes, Mark, 2014. "Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 20-35.
    12. Karel Hrazdil, 2010. "S&P 500 index inclusion announcements: does the S&P committee tell us something new?," Managerial Finance, Emerald Group Publishing, vol. 36(5), pages 368-393, April.
    13. Loice Koskei, 2017. "The Effect of Foreign Portfolio Equity Sales on Stock Returns in Kenya: Evidence from NSE Listed Financial Institutions," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(4), pages 185-190, April.
    14. Houdou Basse Mama & Stefan Mueller & Ulrich Pape, 2017. "What’s in the news? The ambiguity of the information content of index reconstitutions in Germany," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1087-1119, November.
    15. Eric C. Lin, 2018. "The Effect Of Dow Jones Industrial Average Index Component Changes On Stock Returns And Trading Volumes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 12(1), pages 81-92.
    16. Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N., 2015. "The long-term performance of index additions and deletions: Evidence from the Hang Seng Index," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 407-420.
    17. Chen, Wei-Kuang & Lin, Ching-Ting, 2016. "Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 36-48.

  6. Edward A. Dyl, 2006. "The Share Price Puzzle," The Journal of Business, University of Chicago Press, vol. 79(4), pages 2045-2066, July.

    Cited by:

    1. Autore, Don M. & Kovacs, Tunde, 2014. "Investor recognition and seasoned equity offers," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 216-233.
    2. Kaustia, Markku & Rantala, Ville, 2015. "Social learning and corporate peer effects," Journal of Financial Economics, Elsevier, vol. 117(3), pages 653-669.
    3. 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.
    4. 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.
    5. Kee-Hong Bae & Utpal Bhattacharya & Jisok Kang & S. Ghon Rhee, 2019. "Nominal Stock Price Anchors: A Global Phenomenon?," HKUST IEMS Working Paper Series 2019-64, HKUST Institute for Emerging Market Studies, revised May 2019.
    6. Mustafa Disli & Koen Inghelbrecht & Koen Schoors & Hannes Stieperaere, 2019. "Stock Price Anchoring," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/966, Ghent University, Faculty of Economics and Business Administration.
    7. 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.
    8. 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.
    9. 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.
    10. Christopher S. Armstrong & John E. Core & Daniel J. Taylor & Robert E. Verrecchia, 2011. "When Does Information Asymmetry Affect the Cost of Capital?," Journal of Accounting Research, Wiley Blackwell, vol. 49(1), pages 1-40, March.
    11. 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).
    12. Bodnaruk, Andriy & Ostberg, Per, 2009. "Does investor recognition predict returns?," Journal of Financial Economics, Elsevier, vol. 91(2), pages 208-226, February.
    13. Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2018. "Individual Investors Look at Price Tags," Working Papers, Department of Economics 2018_17, University of São Paulo (FEA-USP).
    14. 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.
    15. Maria Chiara Iannino & Sergey Zhuky, 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.
    16. Kristina Minnick & Kartik Raman, 2014. "Why are Stock Splits Declining?," Financial Management, Financial Management Association International, vol. 43(1), pages 29-60, March.
    17. João Pedro Pereira & Teresa Cutelo, 2013. "Tiny Prices in a Tiny Market: Evidence from Portugal on Optimal Share Prices," European Financial Management, European Financial Management Association, vol. 19(3), pages 579-598, June.
    18. Keith Jakob & Ryan Whitby, 2017. "The impact of nominal stock price on ex-dividend price responses," Review of Quantitative Finance and Accounting, Springer, vol. 48(4), pages 939-953, May.
    19. Perez, M. Fabricio & Shkilko, Andriy & Sokolov, Konstantin, 2015. "Factor models for binary financial data," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 177-188.
    20. Zhong, Angel & Chai, Daniel & Li, Bob & Chiah, Mardy, 2018. "Volume shocks and stock returns: An alternative test," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 1-16.
    21. Chan, Konan & Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun, 2017. "What do stock price levels tell us about the firms?," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 34-50.
    22. Maretno A. Harjoto & Dongshin Kim & Indrarini Laksmana & Richard C. Walton, 2019. "Corporate social responsibility and stock split," Review of Quantitative Finance and Accounting, Springer, vol. 53(2), pages 575-600, August.
    23. Birru, Justin & Wang, Baolian, 2016. "Nominal price illusion," Journal of Financial Economics, Elsevier, vol. 119(3), pages 578-598.
    24. Green, T. Clifton & Hwang, Byoung-Hyoun, 2009. "Price-based return comovement," Journal of Financial Economics, Elsevier, vol. 93(1), pages 37-50, July.
    25. Chitru S. Fernando & Vladimir A. Gatchev & Paul A. Spindt, 2013. "IPO offer price selection, institutional subscription, and the value of the firm: theory and evidence," Chapters, in: Mario Levis & Silvio Vismara (ed.), Handbook of Research on IPOs, chapter 5, pages 101-123, Edward Elgar Publishing.
    26. Harsimran Sandhu & Kousik Guhathakurta, 2020. "Effects of IPO Offer Price Ranges on Initial Subscription, Initial Turnover and Ownership Structure—Evidence from Indian IPO Market," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 13(11), pages 1-19, November.

  7. Elliott, William B. & Huffman, Stephen P. & Makar, Stephen D., 2003. "Foreign-denominated debt and foreign currency derivatives: complements or substitutes in hedging foreign currency risk?," Journal of Multinational Financial Management, Elsevier, vol. 13(2), pages 123-139, April.

    Cited by:

    1. Khalil Nimer & Mahmoud Nassar & Naser Abu Ghazaleh & Abdulhadi Ramadan, 2020. "Family Business and Transaction Exposure," Journal of Open Innovation: Technology, Market, and Complexity, MDPI, Open Access Journal, vol. 6(4), pages 1-22, October.
    2. Katalin Bodnár, 2009. "Exchange rate exposure of Hungarian enterprises – results of a survey," MNB Occasional Papers 2009/80, Magyar Nemzeti Bank (Central Bank of Hungary).
    3. Anthony Carroll & Fergal O'Brien & James Ryan, 2017. "An Examination of European Firms’ Derivatives Usage: The Importance of Model Selection," European Financial Management, European Financial Management Association, vol. 23(4), pages 648-690, September.
    4. Nguyen, Hoa & Faff, Robert, 2006. "Foreign debt and financial hedging: Evidence from Australia," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 184-201.
    5. Paul Mizen & Frank Packer & Eli M Remolona & Serafeim Tsoukas, 2012. "Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets," BIS Working Papers 401, Bank for International Settlements.
    6. Ireneusz Dabrowski, 2015. "Feedbacks and Systematic Risk of Denominated Debt in Poland (Sprzezenia zwrotne i ryzyko systemowe kredytow denominowanych w Polsce)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(55), pages 170-181.
    7. Paul Mizen & Frank Packer & Eli Remolona & Serafeim Tsoukas, 2014. "Capital structure and the issuance of corporate bonds in emerging Asia," Chapters, in: Iwan J. Azis & Hyun S. Shin (ed.), Global Shock, Risks, and Asian Financial Reform, chapter 13, pages 510-540, Edward Elgar Publishing.
    8. Aabo, Tom & Høg, Esben & Kuhn, Jochen, 2010. "Integrated foreign exchange risk management: The role of import in medium-sized manufacturing firms," Journal of Multinational Financial Management, Elsevier, vol. 20(4-5), pages 235-250, December.
    9. Tom Aabo, 2006. "The Importance of Corporate Foreign Debt in Managing Exchange Rate Exposures in Non‐Financial Companies," European Financial Management, European Financial Management Association, vol. 12(4), pages 633-649, September.
    10. Chaudhry, Dr. Naveed Iqbal & Mehmood, Mian Saqib & Mehmood, Asif, 2014. "Determinants of corporate hedging policies and derivatives usage in risk management practices of non-financial firms," MPRA Paper 57562, University Library of Munich, Germany, revised 26 Jul 2014.
    11. Udo Broll & Kit Wong, 2006. "Multinationals, Hedging, and Capital Structure under Exchange Rate Uncertainty," Open Economies Review, Springer, vol. 17(1), pages 103-114, January.
    12. Huffman, Stephen P. & Makar, Stephen D. & Beyer, Scott B., 2010. "A three-factor model investigation of foreign exchange-rate exposure," Global Finance Journal, Elsevier, vol. 21(1), pages 1-12.
    13. Pramborg, Bengt, 2005. "Foreign exchange risk management by Swedish and Korean nonfinancial firms: A comparative survey," Pacific-Basin Finance Journal, Elsevier, vol. 13(3), pages 343-366, June.
    14. Swidan, Hassan & Merkert, Rico, 2019. "The relative effect of operational hedging on airline operating costs," Transport Policy, Elsevier, vol. 80(C), pages 70-77.
    15. Habib, Maurizio Michael & Joy, Mark, 2008. "Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity," Working Paper Series 947, European Central Bank.
    16. Hadian, Azadeh & Adaoglu, Cahit, 2020. "The effects of financial and operational hedging on company value: The case of Malaysian multinationals," Journal of Asian Economics, Elsevier, vol. 70(C).
    17. Tom Aabo & Jochen Kuhn & Giovanna Zanotti, 2011. "Founder family influence and foreign exchange risk management," International Journal of Managerial Finance, Emerald Group Publishing, vol. 7(1), pages 38-67, February.
    18. Huffman, Stephen P. & Makar, Stephen D., 2004. "The effectiveness of currency-hedging techniques over multiple return horizons for foreign-denominated debt issuers," Journal of Multinational Financial Management, Elsevier, vol. 14(2), pages 105-115, April.
    19. Mark, Joy, 2011. "Gold and the US dollar: Hedge or haven?," Finance Research Letters, Elsevier, vol. 8(3), pages 120-131, September.
    20. Ephraim Clark & Amrit Judge, 2008. "The Determinants of Foreign Currency Hedging: Does Foreign Currency Debt Induce a Bias?," European Financial Management, European Financial Management Association, vol. 14(3), pages 445-469, June.
    21. Ephraim Clark & Amrit Judge, 2009. "Foreign Currency Derivatives versus Foreign Currency Debt and the Hedging Premium," European Financial Management, European Financial Management Association, vol. 15(3), pages 606-642, June.
    22. Kim, Soon Sung & Chung, Jaiho & Hwang, Joon Ho & Pyun, Ju Hyun, 2020. "The effectiveness of foreign debt in hedging exchange rate exposure: Multinational enterprises vs. exporting firms," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
    23. Gatopoulos, Georgios & Loubergé, Henri, 2013. "Combined use of foreign debt and currency derivatives under the threat of currency crises: The case of Latin American firms," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 54-75.
    24. Aabo, Tom & Ploeen, Rasmus, 2014. "The German humpback: Internationalization and foreign exchange hedging," Journal of Multinational Financial Management, Elsevier, vol. 27(C), pages 114-129.
    25. Amrit Judge, 2006. "The Determinants of Foreign Currency Hedging by U.K. Non-Financial Firms," Multinational Finance Journal, Multinational Finance Journal, vol. 10(1-2), pages 1-41, March-Jun.

  8. William B. Elliott & Richard S. Warr, 2003. "Price Pressure on the NYSE and Nasdaq: Evidence from S&P 500 Index Changes," Financial Management, Financial Management Association, vol. 32(3), Fall.

    Cited by:

    1. Brisker, Eric R. & Çolak, Gönül & Peterson, David R., 2013. "Changes in cash holdings around the S&P 500 additions," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1787-1807.
    2. Isaac Otchere & Sana Mohsni, 2016. "Changing organizational form in the stock exchange industry and risk-taking," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 427-451, November.
    3. Green, T. Clifton & Jame, Russell, 2011. "Strategic trading by index funds and liquidity provision around S&P 500 index additions," Journal of Financial Markets, Elsevier, vol. 14(4), pages 605-624, November.
    4. Sascha Wilkens & Jens Wimschulte, 2005. "Price and Volume Effects Associated with 2003’s Major Reorganization of German Stock Indices," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(1), pages 61-98, June.
    5. Kappou, Konstantina & Brooks, Chris & Ward, Charles, 2010. "The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 116-126, January.
    6. Brockman, Paul & Luo, Juan & Xu, Limin, 2020. "The impact of short-selling pressure on corporate employee relations," Journal of Corporate Finance, Elsevier, vol. 64(C).
    7. Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu, 2013. "Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 379-401.
    8. Gonul Colak, 2012. "IPO characteristics of index firms," Managerial Finance, Emerald Group Publishing, vol. 38(12), pages 1134-1159, October.
    9. Chen, Hung-Ling & Shiu, Cheng-Yi & Wei, Hui-Shan, 2019. "Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 93-112.
    10. Azevedo, Alcino & Karim, Mohamad & Gregoriou, Andros & Rhodes, Mark, 2014. "Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 20-35.
    11. Bechmann, Ken L. & Lunde, Asger & Zebedee, Allan A., 2014. "In- and out-of-the-money convertible bond calls: Signaling or price pressure?," Journal of Corporate Finance, Elsevier, vol. 24(C), pages 135-148.
    12. Ken L. Bechmann, 2004. "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index," Multinational Finance Journal, Multinational Finance Journal, vol. 8(1-2), pages 3-34, March-Jun.
    13. Wang, Chuan & Murgulov, Zoltan & Haman, Janto, 2015. "Impact of changes in the CSI 300 Index constituents," Emerging Markets Review, Elsevier, vol. 24(C), pages 13-33.
    14. Joon Woo Park & Chang Won Lee, 2018. "Performance of stock price with changes in SRI governance index," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 25(6), pages 1121-1129, November.
    15. Ernest N. Biktimirov & Yuanbin Xu, 2019. "Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index," Journal of Asset Management, Palgrave Macmillan, vol. 20(2), pages 134-145, March.
    16. Jie Cai, 2007. "What's in the News? Information Content of S&P 500 Additions," Financial Management, Financial Management Association International, vol. 36(3), pages 113-124, September.
    17. Safi Ullah Khan & Zaheer Abbas, 2013. "Does Equity Derivatives Trading Affect the Systematic Risk of the Underlying Stocks in an Emerging Market: Evidence from Pakistan’s Futures Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(1), pages 63-80, Jan-June.
    18. Houdou Basse Mama & Stefan Mueller & Ulrich Pape, 2017. "What’s in the news? The ambiguity of the information content of index reconstitutions in Germany," Review of Quantitative Finance and Accounting, Springer, vol. 49(4), pages 1087-1119, November.
    19. William B. Elliott & Bonnie F. Van Ness & Mark D. Walker & Richard S. Warr, 2006. "What Drives the S&P 500 Inclusion Effect? An Analytical Survey," Financial Management, Financial Management Association International, vol. 35(4), pages 31-48, December.
    20. Bennett, Paul & Wei, Li, 2006. "Market structure, fragmentation, and market quality," Journal of Financial Markets, Elsevier, vol. 9(1), pages 49-78, February.
    21. Chen, Wei-Kuang & Lin, Ching-Ting, 2016. "Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 36-48.

  9. Edward A. Dyl & William B. Elliott & John C. Handley, 2002. "Do share prices matter?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 42(3), pages 225-237, November.

    Cited by:

    1. Torbjörn Tagesson & Sven-Olof Yrjö Collin, 2016. "Corporate governance influencing compliance with the Swedish Code of Corporate Governance," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 13(3), pages 262-277, August.
    2. Zhong, Angel & Chai, Daniel & Li, Bob & Chiah, Mardy, 2018. "Volume shocks and stock returns: An alternative test," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 1-16.

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