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Manoj Kulchania

Personal Details

First Name:Manoj
Middle Name:
Last Name:Kulchania
Suffix:
In ASCII letters:
RePEc Short-ID:pku373
[This author has chosen not to make the email address public]
Terminal Degree:2010 Katz Graduate School of Business; University of Pittsburgh (from RePEc Genealogy)

Affiliation

College of Business Administration
Marquette University

Milwaukee, Wisconsin (United States)
http://www.busadm.mu.edu/
RePEc:edi:cbamuus (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Chung, Sung Gon & Kulchania, Manoj & Teo, Melvyn, 2021. "Hedge funds and their prime broker analysts," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 141-158.
  2. Sudip Datta & Anand Jha & Manoj Kulchania, 2020. "On accounting’s twenty-first century challenge: evidence on the relation between intangible assets and audit fees," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 123-162, July.
  3. D'Mello, Ranjan & Gruskin, Mark & Kulchania, Manoj, 2018. "Shareholders valuation of long-term debt and decline in firms' leverage ratio," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 352-374.
  4. Kulchania, Manoj & Thomas, Shawn, 2017. "Cash Reserves as a Hedge against Supply-Chain Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 1951-1988, October.
  5. Manoj Kulchania, 2016. "Cost Structure and Payout Policy," Financial Management, Financial Management Association International, vol. 45(4), pages 981-1009, December.
  6. Boulton, Thomas J. & Braga-Alves, Marcus V. & Kulchania, Manoj, 2014. "The flash crash: An examination of shareholder wealth and market quality," Journal of Financial Intermediation, Elsevier, vol. 23(1), pages 140-156.
  7. Manoj Kulchania, 2013. "Market Micrsotructure Changes Around Accelerated Share Repurchase Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(1), pages 91-114, January.
  8. Kulchania, Manoj, 2013. "Catering driven substitution in corporate payouts," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 180-195.
  9. Bargeron, Leonce & Kulchania, Manoj & Thomas, Shawn, 2011. "Accelerated share repurchases," Journal of Financial Economics, Elsevier, vol. 101(1), pages 69-89, July.

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. Chung, Sung Gon & Kulchania, Manoj & Teo, Melvyn, 2021. "Hedge funds and their prime broker analysts," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 141-158.

    Cited by:

    1. Chen, Haosi (Chelsea) & Puckett, Andy, 2023. "Do Hedge Funds Value Sell-Side Analysts Differently?," Journal of Banking & Finance, Elsevier, vol. 154(C).
    2. Gjergji Cici & Philip B. Shane & Yanhua Sunny Yang, 2024. "Do buy‐side analysts inform sell‐side analyst research?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 657-691, March.
    3. Zihao Lin, 2026. "Do Analysts Care About ESG Performance? Evidence From Tracking Decisions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 973-984, January.

  2. Sudip Datta & Anand Jha & Manoj Kulchania, 2020. "On accounting’s twenty-first century challenge: evidence on the relation between intangible assets and audit fees," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 123-162, July.

    Cited by:

    1. Daniel Aobdia & Luminita Enache & Anup Srivastava, 2021. "Changes in Big N auditors’ client selection and retention strategies over time," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 715-754, February.
    2. Salma Ibrahim & James Bowden & Mahmoud Elmarzouky & Mahmoud Al‐Kilani, 2025. "Recognition and Disclosure of Intangibles Under International Financial Reporting Standards," Abacus, Accounting Foundation, University of Sydney, vol. 61(4), pages 857-896, December.
    3. Yang, Xiaoyin & Zhang, Xinmin & Zang, Hong & Chu, Hongcong & Feng, Chao, 2025. "From shadows to spotlight: How big data bureaus unveil corporate R&D gaming?," Finance Research Letters, Elsevier, vol. 86(PG).

  3. D'Mello, Ranjan & Gruskin, Mark & Kulchania, Manoj, 2018. "Shareholders valuation of long-term debt and decline in firms' leverage ratio," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 352-374.

    Cited by:

    1. Chung, Richard Yiu-Ming & DeVaro, Jed & Fung, Scott, 2024. "Do Big Inequalities in Executive Pay Hurt Firm Performance?," IZA Discussion Papers 17346, IZA Network @ LISER.
    2. Cioroianu, Iulia & Corbet, Shaen & Larkin, Charles, 2021. "The differential impact of corporate blockchain-development as conditioned by sentiment and financial desperation," Journal of Corporate Finance, Elsevier, vol. 66(C).
    3. D’Mello, Ranjan & Gruskin, Mark, 2021. "To be or not to be all-equity for firms that eliminate long-term debt," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 183-206.
    4. Cuong, Ly Kim & Shimizu, Katsutoshi & Cui, Weihan, 2021. "The determinants of negative net leverage policy: New evidence from Japan," Economic Modelling, Elsevier, vol. 97(C), pages 449-460.
    5. Jiang, Wenwen & Kang, Jangkoo & Kim, Hwa-Sung, 2024. "Is the zero-leverage policy value-enhancing?," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 176-189.
    6. Liu, Cheng & Dong, Siyuan & Gao, Xinyi, 2026. "Vertical cross-shareholding and dynamic capital structure adjustment," Pacific-Basin Finance Journal, Elsevier, vol. 97(C).
    7. Katsutoshi Shimizu & Kim Cuong Ly & Weihan Cui, 2018. "Why do firms choose negative net debt policy?," Working Papers 2018-32, Swansea University, School of Management.
    8. Raed Kanakriyah, 2020. "Factors Used to Determine the Financing Structure for Shareholding Companies Listed in Amman Stock Exchange in Jordan," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(4), pages 462-474, July.
    9. Greta Falavigna & Roberto Ippoliti, 2018. "Industrial spatial dynamics, financial health and bankruptcy: evidence from Italian manufacturing industry," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 45(4), pages 533-554, December.

  4. Kulchania, Manoj & Thomas, Shawn, 2017. "Cash Reserves as a Hedge against Supply-Chain Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 1951-1988, October.

    Cited by:

    1. Neeraj Bharadwaj & Dominique M. Hanssens & Ramesh K. S. Rao, 2020. "Corporate brand value and cash holdings," Journal of Brand Management, Palgrave Macmillan, vol. 27(4), pages 408-420, July.
    2. Cardella, Laura & Fairhurst, Douglas & Klasa, Sandy, 2021. "What determines the composition of a firm's cash reserves?," Journal of Corporate Finance, Elsevier, vol. 68(C).
    3. Liu, Huilong & Xie, Jing & Yang, Yanning, 2024. "Government data opening and corporate cash holdings: Evidence from a quasi-natural experiment in China," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 1394-1414.
    4. Hadi Movaghari & Serafeim Tsoukas & Evangelos Vagenas‐Nanos, 2025. "Corporate cash policy and double machine learning," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(3), pages 3261-3279, July.
    5. Denis, David J. & McKeon, Stephen B., 2021. "Persistent negative cash flows, staged financing, and the stockpiling of cash balances," Journal of Financial Economics, Elsevier, vol. 142(1), pages 293-313.
    6. Xiaodan Gao, 2018. "Corporate Cash Hoarding: The Role of Just-in-Time Adoption," Management Science, INFORMS, vol. 64(10), pages 4858-4876, October.
    7. Tan, Jianhua & Wang, Xiongyuan & Chan, Kam C., 2020. "Does a national reform of a logistics system matter in corporate cash management? Evidence from logistics service standardization in China," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
    8. Xianhang Qian & Shanyun Qiu & Le Zhang, 2025. "Upstream propagation of shocks in supply chains: Evidence from earthquakes," Financial Management, Financial Management Association International, vol. 54(1), pages 147-175, March.
    9. Luo, Pengfei & Chen, Biao & Liu, Fengjun, 2020. "Growth option, debt maturity and cash reserves with bank-tax-interaction," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    10. Kei, Brian C.W. & Kwok, Wing Chun & Lin, Qiqing & Wong, George, 2025. "Do firms accumulate cash balances through financing persistent negative cash flows? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 94(C).
    11. Wang, Geng & Ye, Xiaoke & Li, Yunxiong & Postema, Louise & Skorytska, Olena & Lam, Hugo K.S., 2025. "How does firm exit during geopolitical conflicts affect idiosyncratic risk? Evidence from the Russia–Ukraine war," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 204(C).
    12. Samuel Yeboah & Frode Kjærland & Irena Kustec, 2025. "Sustainable Progress: Exploring the Environmental Impact of Dynamic and Static Working Capital Efficiency in the Context of Operational Profitability," Business Strategy and the Environment, Wiley Blackwell, vol. 34(8), pages 9620-9636, December.
    13. Viet Anh Dang & Ning Gao & Tiancheng Yu, 2023. "Climate Policy Risk and Corporate Financial Decisions: Evidence from the NO x Budget Trading Program," Management Science, INFORMS, vol. 69(12), pages 7517-7539, December.
    14. Mertzanis, Charilaos & Hamill, Philip A. & Pavlopoulos, Athanasios & Houcine, Asma, 2024. "Sustainable investment conditions and corporate cash holdings in the MENA region: Market preparedness and Shari'ah-compliant funds," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1043-1063.
    15. Liang, Chen & Zhu, Minghao & Lee, Peter K.C. & Cheng, T.C.E. & Yeung, Andy C.L., 2024. "Combating extreme weather through operations management: Evidence from a natural experiment in China," International Journal of Production Economics, Elsevier, vol. 267(C).
    16. Li, Xiaodan & Pan, Zikui & Ho, Kung-Cheng & Bo, Yu, 2024. "Epidemics, local institutional quality, and corporate cash holdings," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 193-210.
    17. Hassan, M. Kabir & Karim, M. Sydul & Cole, Matthew L., 2025. "Corporate culture and inventory behavior," International Review of Economics & Finance, Elsevier, vol. 102(C).
    18. Nguyen, Quang Minh Nhi & Do, Trung K., 2025. "Supply chain risk and capital structure decisions," Economic Modelling, Elsevier, vol. 153(C).
    19. Wu, YiLin & Ieong, Richard Lok-Si & Thomas, Shawn, 2025. "Exposures to common shocks along supply chains and relative performance evaluation in CEO compensation contracts," Journal of Corporate Finance, Elsevier, vol. 94(C).

  5. Manoj Kulchania, 2016. "Cost Structure and Payout Policy," Financial Management, Financial Management Association International, vol. 45(4), pages 981-1009, December.

    Cited by:

    1. Chang, Yuyuan & He, Wen & Mi, Lin, 2024. "Climate risk and payout flexibility around the world," Journal of Banking & Finance, Elsevier, vol. 166(C).
    2. Nguyen, Pascal & Rahman, Nahid & Zhao, Ruoyun, 2024. "Do firms adjust their payout policy to public perception of their social irresponsibility?," Journal of Business Research, Elsevier, vol. 185(C).
    3. Zhao, Na & Zhang, Lin & Huang, Hui, 2025. "Influence of China's geopolitical risk on corporate dividend policies," Finance Research Letters, Elsevier, vol. 72(C).
    4. Giulia Romano & Andrea Guerrini, 2019. "Paying Returns to Shareholders of Water Utilities: Evidence from Italy," Sustainability, MDPI, vol. 11(7), pages 1-12, April.
    5. Hui Liang James & Hongxia Wang, 2021. "Independent director tenure and dividends," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(5-6), pages 1057-1091, May.
    6. Pascal Nguyen & Nahid Rahman & Ruoyun Zhao, 2024. "Do firms adjust their payout policy to public perception of their social irresponsibility ?," Post-Print hal-05075880, HAL.
    7. JiHoon Hwang & Kathleen M. Kahle, 2024. "Nonregular Employment and Payout Policy: Evidence from the Massachusetts Independent Contractor Law," Management Science, INFORMS, vol. 70(9), pages 6415-6437, September.
    8. Dang, Viet A. & De Cesari, Amedeo & Phan, Hieu V., 2021. "Employment protection and share repurchases: Evidence from wrongful discharge laws," Journal of Corporate Finance, Elsevier, vol. 69(C).
    9. Zhu, Bo & Yuan, Menglin, 2022. "The business cycle and cost structure’s adjustment speed," Research in International Business and Finance, Elsevier, vol. 62(C).
    10. Surendranath Jory & Thanh Ngo & Hongxia Wang, 2021. "Non‐operating earnings and firm risk," Review of Financial Economics, John Wiley & Sons, vol. 39(1), pages 95-123, January.
    11. Efstathios Magerakis, 2025. "Industry differences and their influence on why companies retain cash: the impact of the COVID-19 pandemic," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 36(2), pages 205-267, June.

  6. Boulton, Thomas J. & Braga-Alves, Marcus V. & Kulchania, Manoj, 2014. "The flash crash: An examination of shareholder wealth and market quality," Journal of Financial Intermediation, Elsevier, vol. 23(1), pages 140-156.

    Cited by:

    1. Jurich, Stephen N. & Mishra, Ajay Kumar & Parikh, Bhavik, 2020. "Indecisive algos: Do limit order revisions increase market load?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
    2. Fry, John & Serbera, Jean-Philippe, 2017. "Modelling and mitigation of Flash Crashes," MPRA Paper 82457, University Library of Munich, Germany.
    3. Nathalie Oriol & Iryna Veryzhenko, 2019. "Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation," Post-Print halshs-01984442, HAL.
    4. Sobti, Neharika, 2025. "What triggers intraday price jumps and co-jumps in gold?," International Review of Financial Analysis, Elsevier, vol. 105(C).
    5. Viktor Manahov, 2024. "The great crypto crash in September 2018: why did the cryptocurrency market collapse?," Annals of Operations Research, Springer, vol. 332(1), pages 579-616, January.
    6. Steffen, Viktoria, 2023. "A literature review on extreme price movements with reversal," Journal of Behavioral and Experimental Finance, Elsevier, vol. 38(C).
    7. Jin, Miao & Liu, Yu-Jane & Meng, Juanjuan, 2019. "Fat-finger event and risk-taking behavior," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 126-143.
    8. Xu, Hai-Chuan & Zhang, Wei & Xiong, Xiong & Wang, Xue & Zhou, Wei-Xing, 2021. "The double-edged role of social learning: Flash crash and lower total volatility," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 405-420.

  7. Manoj Kulchania, 2013. "Market Micrsotructure Changes Around Accelerated Share Repurchase Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(1), pages 91-114, January.

    Cited by:

    1. Vogt, Jan, 2021. "Managerial market timing: What is the pot size for long-term shareholders assuming firm management acts in their best interest and does have an informational advantage?," Global Finance Journal, Elsevier, vol. 49(C).
    2. Olivier Gu'eant & Iuliia Manziuk & Jiang Pu, 2019. "Accelerated Share Repurchase and other buyback programs: what neural networks can bring," Papers 1907.09753, arXiv.org, revised Nov 2019.
    3. Olivier Guéant & Iuliia Manziuk & Jiang Pu, 2020. "Accelerated Share Repurchase and other buyback programs: what neural networks can bring," Working Papers hal-02987889, HAL.
    4. Hue Hwa Au Yong & Christine Brown & Chloe Choy Yeing Ho, 2014. "Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 551-585, December.

  8. Kulchania, Manoj, 2013. "Catering driven substitution in corporate payouts," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 180-195.

    Cited by:

    1. Karpavičius, Sigitas & Yu, Fan, 2018. "Dividend premium: Are dividend-paying stocks worth more?," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 112-126.
    2. Chang, Yuyuan & He, Wen & Mi, Lin, 2024. "Climate risk and payout flexibility around the world," Journal of Banking & Finance, Elsevier, vol. 166(C).
    3. Mohammed Amine Rharbi & Sami Ben Larbi & Nicolas Aubert, 2025. "Dividends, buybacks, and investor expectations: are French firms truly catering to investor demand?," Post-Print hal-05369144, HAL.
    4. Wong, Jin Boon & Hasan, Mostafa Monzur, 2021. "Oil shocks and corporate payouts," Energy Economics, Elsevier, vol. 99(C).
    5. Baker, H. Kent & Dam, Lammertjan & De Ridder, Adri, 2021. "Payouts and stock ownership," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
    6. Chao, Ching-Hsiang & Huang, Chih-Jen & Ho, Ruey-Jenn & Huang, Hsin-Yi, 2022. "Catering to investors through capital expenditures: Testing assets substitution problem around financing," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    7. Banyi, Monica L. & Kahle, Kathleen M., 2014. "Declining propensity to pay? A re-examination of the lifecycle theory," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 345-366.
    8. Hayley Baker & Millicent Chang & Choy Yeing (Chloe) Ho, 2021. "Value of dividend signaling in uncertain times," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1419-1440, December.
    9. Jha, Anand & Kulchania, Manoj & Kwon, Min-Jeong, 2022. "Stock repurchasing and corporate social responsibility," Journal of Financial Stability, Elsevier, vol. 62(C).
    10. Cave, Joshua & Lancheros, Sandra, 2024. "Local peer influence on dividend payout decisions," Journal of Banking & Finance, Elsevier, vol. 164(C).
    11. Mohammed Amine Rharbi & Sami Ben Larbi & Nicolas Aubert, 2025. "Dividends, Buybacks, and Investor Expectations: Are French Firms Truly Catering to Investor Demand?," Post-Print hal-05338540, HAL.
    12. Jyoti Pandey, 2024. "Valuation Effects of Magnitude and Frequency of Share Repurchases: Indian Evidence," Metamorphosis: A Journal of Management Research, , vol. 23(1), pages 23-33, June.
    13. Kumar, Alok & Lei, Zicheng & Zhang, Chendi, 2022. "Dividend sentiment, catering incentives, and return predictability," Journal of Corporate Finance, Elsevier, vol. 72(C).
    14. Gyimah, Daniel & Gyapong, Ernest, 2021. "Managerial entrenchment and payout policy: A catering effect," International Review of Financial Analysis, Elsevier, vol. 73(C).
    15. Bradley Benson & Travis Davidson & Hui James & Hongxia Wang, 2022. "Board busyness and corporate payout: are all busy directors the same?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3711-3759, September.
    16. Joanna Golden, 2018. "The Effect of Shareholder Rights and Information Asymmetry on Stock-Option-Related Repurchase Activity," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-41, June.
    17. Jiang, Zhan & Kim, Kenneth A. & Lie, Erik & Yang, Sean, 2013. "Share repurchases, catering, and dividend substitution," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 36-50.
    18. Krieger, Kevin & Lee, Bong-Soo & Mauck, Nathan, 2013. "Do senior citizens prefer dividends? Local clienteles vs. firm characteristics," Journal of Corporate Finance, Elsevier, vol. 23(C), pages 150-165.

  9. Bargeron, Leonce & Kulchania, Manoj & Thomas, Shawn, 2011. "Accelerated share repurchases," Journal of Financial Economics, Elsevier, vol. 101(1), pages 69-89, July.

    Cited by:

    1. Chuan-Hao Hsu & Hung-Gay Fung & Yi-Ping Chang, 2016. "The performance of Taiwanese firms after a share repurchase announcement," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1251-1269, November.
    2. Alquhaif, Abdulsalam & Al-Gamrh, Bakr & Abdul Latif, Rohaida, 2020. "An overview of share buybacks: A descriptive case from Malaysia," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
    3. Vinh Huy Nguyen & Suchismita Mishra & Pankaj K. Jain, 2022. "Institutional trading around repurchase announcements: An uphill battle," The Financial Review, Eastern Finance Association, vol. 57(3), pages 485-507, August.
    4. Chiu, Yung-Chin & Liang, Woan-lih, 2015. "Do firms manipulate earnings before accelerated share repurchases?," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 86-95.
    5. Dittmar, Amy & Field, Laura Casares, 2015. "Can managers time the market? Evidence using repurchase price data," Journal of Financial Economics, Elsevier, vol. 115(2), pages 261-282.
    6. Lily Nguyen & Le Vu & Xiangkang Yin, 2021. "Share repurchases and firm innovation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 1665-1695, April.
    7. Olivier Gu'eant & Iuliia Manziuk & Jiang Pu, 2019. "Accelerated Share Repurchase and other buyback programs: what neural networks can bring," Papers 1907.09753, arXiv.org, revised Nov 2019.
    8. Manoj Kulchania, 2013. "Market Micrsotructure Changes Around Accelerated Share Repurchase Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(1), pages 91-114, January.
    9. Ali Akyol & Jin S. Kim & Chander Shekhar, 2014. "The Causes and Consequences of Accelerated Stock Repurchases," International Review of Finance, International Review of Finance Ltd., vol. 14(3), pages 319-343, September.
    10. Nicholas Clarke & Dylan Norris & Andrew Schrowang, 2024. "Share repurchases and managerial reference points," The Financial Review, Eastern Finance Association, vol. 59(1), pages 57-87, February.
    11. Tao-Hsien Dolly King & Charles E. Teague, 2022. "Accelerated share repurchases: value creation or extraction," Review of Quantitative Finance and Accounting, Springer, vol. 58(1), pages 171-216, January.
    12. Huang, Chenghao & Luo, Chenyu & Kuang, Xuewen, 2025. "Share repurchases under economic policy uncertainty: Evidence from China," Economic Modelling, Elsevier, vol. 144(C).
    13. Olivier Guéant, 2016. "The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making," Post-Print hal-01393136, HAL.
    14. Ota, Koji & Lau, David & Kawase, Hironori, 2022. "Signal strength adjustment behavior: Evidence from share repurchases," Journal of Banking & Finance, Elsevier, vol. 143(C).
    15. Ota, Koji & Kawase, Hironori & Lau, David, 2019. "Does reputation matter? Evidence from share repurchases," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 287-306.
    16. Li, Xin & Xu, Zihan & Mei, Dexiang & Wang, Yu, 2025. "Optimal share repurchase decision model for retailers under supply chain collaboration," International Review of Financial Analysis, Elsevier, vol. 103(C).
    17. Olivier Gu'eant, 2014. "Optimal execution of ASR contracts with fixed notional," Papers 1410.1481, arXiv.org, revised May 2016.
    18. Liu, Harrison & Swanson, Edward P., 2016. "Is price support a motive for increasing share repurchases?," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 77-91.
    19. Hillert, Alexander & Maug, Ernst & Obernberger, Stefan, 2016. "Stock repurchases and liquidity," Journal of Financial Economics, Elsevier, vol. 119(1), pages 186-209.
    20. Olivier Guéant & Iuliia Manziuk & Jiang Pu, 2020. "Accelerated Share Repurchase and other buyback programs: what neural networks can bring," Working Papers hal-02987889, HAL.
    21. Boubaker, Sabri & Eshraghi, Arman & Liu, Yifan, 2024. "Stock Liquidity Sidedness and Share Repurchase," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    22. Srivastava, Pranjal & Jacob, Joshy & Pandey, Ajay, 2026. "A minimum buyback requirement in open market repurchases: Impact on the signaling role," Journal of Corporate Finance, Elsevier, vol. 98(C).
    23. Bonaimé, Alice A. & Hankins, Kristine W. & Jordan, Bradford D., 2016. "The cost of financial flexibility: Evidence from share repurchases," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 345-362.
    24. Gyoshev, Stanley B. & Kaplan, Todd R. & Szewczyk, Samuel H. & Tsetsekos, George P., 2021. "Why do investment banks buy put options from companies?," Journal of Corporate Finance, Elsevier, vol. 67(C).
    25. Ota, Koji & Lau, David, 2021. "Share repurchases on the Tokyo Stock Exchange Trading Network," Journal of the Japanese and International Economies, Elsevier, vol. 61(C).
    26. Jian Cao & Yun Cheng & Joanna Golden & Joseph H. Zhang, 2019. "Managerial ability, forecasting quality, and open-market repurchase program completion," Review of Quantitative Finance and Accounting, Springer, vol. 53(3), pages 871-894, October.
    27. Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Hoque, Hafiz, 2013. "Information disclosure, CEO overconfidence, and share buyback completion rates," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5486-5499.

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