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The distribution of target ownership and the division of gains in successful takeovers

Stulz, René M. - In: The journal of finance : the journal of the American … 45 (1990) 3, pp. 817-833

Persistent link: https://www.econbiz.de/10001091002

Global financial markets and the risk premium on US equity

Chan, K. C.; Karolyi, G. Andrew; Stulz, René M. - 1992

Persistent link: https://www.econbiz.de/10000136680

The underreaction hypothesis and the new issue puzzle : evidence from Japan

Kang, Jun-koo; Kim, Yong-cheol; Stulz, René M. - 1996

Persistent link: https://www.econbiz.de/10000613874

Contagion and competitive intra-industry effects of bankruptcy announcements : an empirical analysis

Lang, Larry H. P. - In: Journal of financial economics 32 (1992) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10001131938

Global financial markets and the risk premium on US equity

Chan, K. C. - In: Journal of financial economics 32 (1992) 2, pp. 137-167

Persistent link: https://www.econbiz.de/10001135592

Why do markets move together? : An investigation of US-Japan stock return comovements

Karolyi, G. Andrew - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 951-986

Persistent link: https://www.econbiz.de/10001203635

Asset sales, firm performance, and the agency costs of managerial discretion

Lang, Larry H. P. - In: Journal of financial economics 37 (1995) 1, pp. 3-37

Persistent link: https://www.econbiz.de/10001172916

An analysis of the wealth effects of Japanese offshore dollar-denominated convertible and warrant bond issues

Kang, Jun-koo; Kim, Yong-cheol; Park, Kyung-joo; Stulz, … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 257-270

Persistent link: https://www.econbiz.de/10001218105

Program trading, portfolio insurance and the crash of 1987

Stulz, René M. - In: Finanzmarkt und Portfolio-Management 2 (1988) 1, pp. 11-22

Persistent link: https://www.econbiz.de/10001219184

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...

Persistent link: https://www.econbiz.de/10011520321