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Dividends versus Stock Repurchases and Long-Run Stock Returns under Heterogeneous Beliefs
Bayar, Onur - 2017
We analyze a firm's choice between dividend payments and stock repurchases under heterogeneous beliefs and the … of its equity, choose between paying out its cash available through a dividend payment or a stock repurchase, as well as …. Finally, we develop a number of new results characterizing a firm's long-run stock returns following dividend payments and …
Persistent link: https://www.econbiz.de/10012974192
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Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
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Dividend initiations, increases and idiosyncratic volatility
Lee, Bong-soo; Mauck, Nathan - In: The journal of corporate finance : contracting, … 40 (2016), pp. 47-60
Persistent link: https://www.econbiz.de/10011595820
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Dividend taxes, investor horizon, and idiosyncratic volatility
Li, Oliver Zhen; Liu, Hang; Ni, Chenkai - In: The accounting review : a publication of the American … 96 (2021) 3, pp. 403-430
Persistent link: https://www.econbiz.de/10012596300
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When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of empirical finance 18 (2011) 2, pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
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The earnings announcement premium around the globe
Barber, Brad M.; George, Emmanuel T. de; Lehavy, Reuven; … - In: Journal of financial economics 108 (2013) 1, pp. 118-138
Persistent link: https://www.econbiz.de/10009746553
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Information and opinions in financial markets
Banerjee, Snehal - 2007
Persistent link: https://www.econbiz.de/10009691380
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Idiosyncratic Volatility and Firm-Specific News : Beyond Limited Arbitrage
DeLisle, Jared - 2016
Recent evidence (Stambaugh, Yu, and Yuan, 2015) indicates that the most promising explanation for the negative price of idiosyncratic volatility is from its function as a limit arbitrage. Our evidence incorporating firm specific news is inconsistent with the limited arbitrage explanation. Since...
Persistent link: https://www.econbiz.de/10013003459
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Impact of public news sentiment on stock market index return and volatility
Anese, Gianluca; Corazza, Marco; Costola, Michele; … - 2021
Recent advances in natural language processing have contributed to the development of market sentiment measures through text content analysis in news providers and social media. The effectiveness of these sentiment variables depends on the implemented techniques and the type of source on which...
Persistent link: https://www.econbiz.de/10012629835
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Stock Market's responses to intraday investor sentiment
Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013187639