Similar Search Results

Is the stock dividend ex-day effect due to market microstructure? : Contrary evidence from Korea

Dhatt, Manjeet S. - In: Global finance journal 7 (1996) 1, pp. 89-99

Persistent link: https://www.econbiz.de/10001207049

Seasoned equity issues : the Korean experience

Dhatt, Manjeet S. - In: Pacific-Basin finance journal 4 (1996) 1, pp. 31-43

Persistent link: https://www.econbiz.de/10001204435

Japanese stock price reactions to stock dividend distributions

Dhatt, Manjeet S. - In: Pacific-Basin finance journal 2 (1994) 1, pp. 43-59

Persistent link: https://www.econbiz.de/10001162588

Relations between stock returns and fundamental variables : evidence from a segmented market

Dhatt, Manjeet S.; Kim, Yong H.; Mukherji, Sandip - In: Asia-Pacific financial markets 6 (1999) 3, pp. 221-233

Persistent link: https://www.econbiz.de/10001449331

The effect of stock splits on the ownership structure of firms

Mukherji, Sandip - In: The journal of corporate finance : contracting, … 3 (1997) 2, pp. 167-188

Persistent link: https://www.econbiz.de/10001230174

Cash dividend payments : an examination of the signaling and agency cost hypothesis

Dhatt, Manjeet S.; Mukherji, Sandip; Richards, Charles F. - In: Advances in working capital management : a research annual 4 (2001), pp. 169-188

Persistent link: https://www.econbiz.de/10001781093

Relations Between Stock Returns and Fundamental Variables: Evidence from a Segmented Market

Dhatt, Manjeet S.; Kim, Yong H.; Mukherji, Sandip - 1999

This study examines relations between stock returns and potential explanatory factors in Korea, an important and segmented emerging market. Our results show that Korean stock returns in general and returns on stocks listed in Section 1 in particular are significantly positively related to...

Persistent link: https://www.econbiz.de/10009476732

Can Composite Value Measures Enhance Portfolio Performance?

Dhatt, Manjeet S. - 2004

We determined whether there is a significant value premium for a broad cross-section of tradable U.S. stocks, examined the relative efficiency of individual value measures, and investigated whether composite value measures can be used to enhance the performance of value portfolios. Our results...

Persistent link: https://www.econbiz.de/10012785549

The Efficiency of Individual and Composite Measures for Identifying Value Stocks

Dhatt, Manjeet S. - 2001

Persistent link: https://www.econbiz.de/10012742100

Is the stock dividend ex-day effect due to market microstructure?: Contrary evidence from Korea

Dhatt, Manjeet S.; Kim, Yong H.; Mukherji, Sandip - In: Global Finance Journal 7 (1996) 1, pp. 89-99

Persistent link: https://www.econbiz.de/10005235049

1
2
3
4
5
6
7
8
9
10
Next
Last