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Do firms buy their stock at bargain prices? : evidence from actual stock repurchase disclosure
Ben-Rephael, Azi; Oded, Jacob; Wohl, Avi - 2011
We use new data from SEC filings to investigate how S&P 500 firms execute their open market repurchase programs. We find that smaller S&P 500 firms repurchase less frequently than larger firms, and at a price which is significantly lower than the average market price. Their repurchase activity...
Persistent link: https://www.econbiz.de/10009248238
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The wealth effects of liquidity gains from option listing
Schinski, Michael D. - In: Research in finance 13 (1995), pp. 203-217
Persistent link: https://www.econbiz.de/10001201315
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Do firms buy their stock at bargain prices? : evidence from actual stock repurchase disclosures
Ben-Rephael, Azi; Oded, Jacob; Wohl, Avi - In: Review of finance : journal of the European Finance … 18 (2014) 4, pp. 1299-1340
Persistent link: https://www.econbiz.de/10010442846
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The price of corporate liquidity : acquisition discounts for unlisted targets
Officer, Micah S. - In: Journal of financial economics 83 (2007) 3, pp. 571-598
Persistent link: https://www.econbiz.de/10003439368
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Essays on financial economics
Warusawitharana, Missaka - 2006
Persistent link: https://www.econbiz.de/10003908769
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Liquidity and returns of target shareholders in the market for corporate control : evidence from the US markets
Lee, Kaun Y.; Chung, Kee H. - In: Journal of business finance & accounting : JBFA 40 (2013) 1/2, pp. 142-171
Persistent link: https://www.econbiz.de/10009729506
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Cash hoards and changes in investors' outlook
Asem, Ebenezer; Shamsul Alam, A. K. - In: The journal of financial research 37 (2014) 1, pp. 119-137
Persistent link: https://www.econbiz.de/10010359504
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Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
Persistent link: https://www.econbiz.de/10013545890
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The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence
Fan, Gang-zhi; Huszár, Zsuzsa R.; Zhang, Weina - In: The journal of real estate finance and economics 46 (2013) 4, pp. 568-595
Persistent link: https://www.econbiz.de/10009750329
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In the shadow of the United States : the international transmission effect of asset returns
Chang, Kuang-liang; Chen, Nan-kuang; Leung, Charles Ka Yui - In: Pacific economic review 18 (2013) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10009711340