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Government, taxes and banking crises
Hasman, Augusto; López, Angel L.; Samartín Sáenz, … - In: Journal of banking & finance 35 (2011) 10, pp. 2761-2770
Persistent link: https://www.econbiz.de/10009273865
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What do returns to acquiring firms tell us? : Evidence from firms that make many acquisitions
Fuller, Kathleen; Netter, Jeffry M.; Stegemoller, Mike - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1763-1793
Persistent link: https://www.econbiz.de/10001696264
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Does corporate international diversification destroy value? : evidence from cross-border mergers and acquisitions
Santos, Marcelo Bittencourt Coelho dos; Errunza, Vihang R. - In: Journal of banking & finance 32 (2008) 12, pp. 2716-2724
Persistent link: https://www.econbiz.de/10003796163
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Antitakeover provisions in corporate spin-offs
Chemmanur, Thomas J.; Jordan, Bradford D.; Liu, Mark H.; … - In: Journal of banking & finance 34 (2010) 4, pp. 813-824
Persistent link: https://www.econbiz.de/10003966114
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Tax-loss selling and the January effect : evidence from muncipal bond closed-end funds
Starks, Laura T.; Yong, Li; Lu, Zheng - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 3049-3067
Persistent link: https://www.econbiz.de/10003398546
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Incomplete markets and security prices : do asset-pricing puzzles result rom aggregation problems?
Jacobs, Kris - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 123-163
Persistent link: https://www.econbiz.de/10001355204
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Improved methods for tests of long-run abnormal stock returns
Lyon, John D.; Barber, Brad M.; Tsai, Chih-Ling - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 165-201
Persistent link: https://www.econbiz.de/10001355206
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Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
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Herding among investment newsletters : theory and evidence
Graham, John R. - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 237-268
Persistent link: https://www.econbiz.de/10001355208
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Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter; Trevor, Rob - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 377-402
Persistent link: https://www.econbiz.de/10001355222