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EVIDENCE OF A RELATION BETWEEN STOCK PRICE REACTIONS AROUND CASH DIVIDEND CHANGES AND YIELDS

Fehrs, Donald H.; Benesh, Gary A.; Peterson, David R. - In: Journal of Financial Research 11 (1988) 2, pp. 111-123

Persistent link: https://www.econbiz.de/10010889524

AN EXAMINATION OF MARKET REACTION TO SUBSTANTIAL SHIFTS IN DIVIDEND POLICY

Benesh, Gary A.; Keown, Arthur J.; Pinkerton, John M. - In: Journal of Financial Research 7 (1984) 2, pp. 131-142

Persistent link: https://www.econbiz.de/10010889106

Executive compensation structure and the motivations for seasoned equity offerings

Brisker, Eric R.; Autore, Don M.; Colak, Gonul; … - In: Journal of Banking & Finance 40 (2014) C, pp. 330-345

We hypothesize that managers who receive high equity-based compensation have greater incentive to avoid ownership dilution by timing their seasoned equity offers to periods when investors temporarily overvalue their stock. We provide empirical support for this hypothesis using a measure of...

Persistent link: https://www.econbiz.de/10010738268

SECURITY PRICE REACTIONS AROUND PRODUCT RECALL ANNOUNCEMENTS

Pruitt, Stephen W.; Peterson, David R. - In: Journal of Financial Research 9 (1986) 2, pp. 113-122

Persistent link: https://www.econbiz.de/10010889119

THE CROSS-SECTIONAL EFFECTS OF OPTION LISTING ON FIRM STOCK RETURN VARIANCES

Niendorf, Bruce D.; Peterson, David R. - In: Journal of Financial Research 19 (1996) 4, pp. 515-539

Persistent link: https://www.econbiz.de/10010889249

INVESTOR EXPECTATIONS OF VOLATILITY INCREASES AROUND LARGE STOCK SPLITS AS IMPLIED IN CALL OPTION PREMIA

Klein, Linda S.; Peterson, David R. - In: Journal of Financial Research 11 (1988) 1, pp. 71-80

Persistent link: https://www.econbiz.de/10010889297

A MODEL OF HETEROGENEOUS EXPECTATIONS AS A DETERMINANT OF SHORT SALES

Peterson, David R.; Waldman, Donald M. - In: Journal of Financial Research 7 (1984) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10010889332

A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS

Peterson, David R. - In: Journal of Financial Research 13 (1990) 2, pp. 117-131

Persistent link: https://www.econbiz.de/10010889366

THE NEGATIVE RELATION BETWEEN DAILY INDEX RETURN SERIAL CORRELATIONS AND CONDITIONAL VARIANCES: DOES IT HAVE MATHEMATICAL OR ECONOMIC ORIGINS?

Peterson, David R. - In: Journal of Financial Research 19 (1996) 3, pp. 429-442

Persistent link: https://www.econbiz.de/10010889423

AN EMPIRICAL STUDY OF THE DIFFUSION PROCESS OF SECURITIES AND PORTFOLIOS

Ang, James S.; Peterson, David R. - In: Journal of Financial Research 7 (1984) 3, pp. 219-229

Persistent link: https://www.econbiz.de/10010889458