Using two-part quantile regression to analyze how earnings shocks affect stock repurchases
| Year of publication: |
2014
|
|---|---|
| Authors: | Chi, Chih-Yi ; Yu, Shihti ; Li, Yi Tzu ; Lu, Yu-Lung |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 9.2014, 2, p. 1-13
|
| Subject: | Stock repurchases | earnings impact | quantile regression | Aktienrückkauf | Share repurchase | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Schock | Shock | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect |
-
Behavioral explanations for the preferences of dividends over stock repurchases
Oded, Jacob, (2025)
-
The persistence of long-run abnormal returns following stock repurchases and offerings
Fu, Fangjian, (2016)
-
Can the open market react to stock repurchases announcement correctly?
Li, Chun-an, (2019)
- More ...
-
USING TWO-PART QUANTILE REGRESSION TO ANALYZE HOW EARNINGS SHOCKS AFFECT STOCK REPURCHASES
CHI, CHIH-YI, (2014)
-
Han, Chuan-Hsiang, (2015)
-
Remuneration committee, board independence and top executive compensation
Kuo, Chii-Shyan, (2014)
- More ...