Narrow search
Showing 1 - 10 of 131
Cover Image
Surprise vs anticipated information announcements : are prices affected differently? An investigation in the context of stock splits
Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-653
Persistent link: https://www.econbiz.de/10003702578
Cover Image
Surprise vs. Anticipated Information Announcements : Are Prices Affected Differently? An Investigation in the Context of Stock Splits
Hwang, Soosung - 2011
We compare the long run reaction to anticipated and surprise information announcements using stock splits. Although there is underreaction in both cases, anticipated splits are treated differently to those that are unforeseen. After anticipated splits, cumulative abnormal returns peak at...
Persistent link: https://www.econbiz.de/10012714431
Cover Image
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits
Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of Banking & Finance 32 (2008) 5, pp. 643-653
We compare the long run reaction to anticipated and surprise information announcements using stock splits. Although there is underreaction in both cases, anticipated splits are treated differently to those that are unforeseen. After anticipated splits, cumulative abnormal returns peak at...
Persistent link: https://www.econbiz.de/10005213768
Cover Image
How real option disinvestment flexibility augments project NPV
Keswani, Aneel; Shackleton, Mark B. - In: European Journal of Operational Research 168 (2006) 1, pp. 240-252
Persistent link: https://www.econbiz.de/10005257199
Cover Image
How real option disinvestment flexibility augments project NPV
Keswani, Aneel; Shackleton, Mark B. - In: European journal of operational research : EJOR 168 (2006) 1, pp. 240-252
Persistent link: https://www.econbiz.de/10006641240
Cover Image
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits
Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-653
Persistent link: https://www.econbiz.de/10007995472
Cover Image
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits
Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-654
Persistent link: https://www.econbiz.de/10008883959
Cover Image
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Cover Image
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 31 (2007) 5, pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
Cover Image
A snakes and ladders representation of stock prices and returns
Gager, Philip C.; Shackleton, Mark B. - 2009
Persistent link: https://www.econbiz.de/10003939254