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Dividend, liquidity and firm valuation : evidence from China AB share markets
Li, Mao Liang; Chui, Chin Man; Li, Chang Qing - In: Applied financial economics 24 (2014) 7/9, pp. 587-603
Persistent link: https://www.econbiz.de/10010402685
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Joint venture investments and the market value of the firm
Jones, Edward; Danbolt, Jo - In: Applied financial economics 14 (2004) 18, pp. 1325-1331
Persistent link: https://www.econbiz.de/10002438242
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Explaining mispricing of initial public offerings in Singapore
Reber, Beat; Fong, Caroline - In: Applied financial economics 16 (2006) 18, pp. 1339-1353
Persistent link: https://www.econbiz.de/10003397227
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The relationship between dividend policy, financial structure, profitability and firm value
Ben Naceur, Samy; Goaïed, Mohamed - In: Applied financial economics 12 (2002) 12, pp. 843-849
Persistent link: https://www.econbiz.de/10001724601
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Wealth and liquidity effects of stock delistings : empirical evidence from the stock exchanges of Singapore and Malaysia
Ahamed Kameel Mydin Meera; Tripathy, Niranjan; … - In: Applied financial economics 10 (2000) 2, pp. 199-206
Persistent link: https://www.econbiz.de/10001526265
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Market valuation of the analyst's recommendations : the Spanish stock market
Menéndez Requejo, Susana - In: Applied financial economics 15 (2005) 7, pp. 509-518
Persistent link: https://www.econbiz.de/10002738643
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The Q theory of investment, the capital asset pricing model and the capitalization rate in real estate valuation
McDonald, John F. - In: Applied financial economics 20 (2010) 13/15, pp. 1133-1143
Persistent link: https://www.econbiz.de/10009010299
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Disentangling the signalling and liquidity effects of stock splits
Mohanty, Sunil; Moon, Doocheol - In: Applied financial economics 17 (2007) 10/12, pp. 979-987
Persistent link: https://www.econbiz.de/10003538094
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Systematic liquidity, characteristic liquidity and asset pricing
Nguyen, Duong; Puri, Tribhuvan N. - In: Applied financial economics 19 (2009) 10/12, pp. 853-868
In this article we examine whether the traditional characteristic liquidity premium can be explained by market … liquidity risk. We find that after adjusting for Pastor and Stambaugh market liquidity factor, the level of traditional … liquidity remains priced. Also, consistent with previous studies on market liquidity and asset pricing, we do not find stock …
Persistent link: https://www.econbiz.de/10003856654
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The long-run performance of firms emerging from Chapter 11 bankruptcy
Jory, Surendranath R.; Madura, Jeff - In: Applied financial economics 20 (2010) 13/15, pp. 1145-1161
Persistent link: https://www.econbiz.de/10009010297