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Smart investments by smart money : evidence from acquirers' projected synergies

Ismail, Ahmad; Khalil, Samer; Safieddine, Assem; … - In: The journal of corporate finance : contracting, … 56 (2019), pp. 343-363

Persistent link: https://www.econbiz.de/10012098821

Is it Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance

Hwang, Chuan-Yang - 2016

performance is largely due to the elite graduates having better access to IPO underwriters. A strategy of buying mutual funds in … generate insignificant excess returns in months with no IPO connections …

Persistent link: https://www.econbiz.de/10013001077

Is it who you know or what you know? : evidence from IPO allocations and mutual fund performance

Hwang, Chuan-yang; Titman, Sheridan; Wang, Yuxi - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2491-2523

Persistent link: https://www.econbiz.de/10012128047

The going-public decision and the development of financial markets

Subrahmanyam, Avanidhar; Titman, Sheridan; Womack, Kent - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 1045-1082

Persistent link: https://www.econbiz.de/10001395690

The postmerger share-price performance of acquiring firms

Franks, Julian R. - In: Journal of financial economics 29 (1991) 1, pp. 81-96

Persistent link: https://www.econbiz.de/10001108336

Share tendering strategies and the success of hostile takeover bids

Hirshleifer, David - In: Journal of political economy 98 (1990) 2, pp. 295-324

Persistent link: https://www.econbiz.de/10001089177

Evidence on the characteristics of cross sectional variation in stock returns

Daniel, Kent; Titman, Sheridan - 1996

Persistent link: https://www.econbiz.de/10000592269

Individual investor trading and stock returns

Kaniel, Ron (contributor); Saar, Gideon (contributor); … - 2004

This paper investigates the dynamic relation between net individual investor trading and short-horizon returns for a large cross-section of NYSE stocks. The evidence indicates that individuals tend to buy stocks following declines in the previous month and sell following price increases. We...

Persistent link: https://www.econbiz.de/10003770555

Market reactions to tangible and intangible information

Daniel, Kent; Titman, Sheridan - In: The journal of finance : the journal of the American … 61 (2006) 4, pp. 1605-1643

Persistent link: https://www.econbiz.de/10003357783

Financial market shocks and the macroeconomy

Subrahmanyam, Avanidhar; Titman, Sheridan - In: The review of financial studies 26 (2013) 11, pp. 2687-2717

Persistent link: https://www.econbiz.de/10010225970

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