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Seasoned equity issues: The Korean experience

Dhatt, Manjeet S.; Kim, Yong H.; Mukherji, Sandip - In: Pacific-Basin Finance Journal 4 (1996) 1, pp. 31-43

Persistent link: https://www.econbiz.de/10005372411

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

The role of stock dividends in Korea

Dhatt, Manjeet S.; Kim, Yong H.; Mukherji, Sandip - In: Global Finance Journal 8 (1997) 2, pp. 295-308

Persistent link: https://www.econbiz.de/10005235255

Japanese stock price reactions to stock dividend distributions

Dhatt, Manjeet S.; Kim, Yong H.; Mukherji, Sandip - In: Pacific-Basin Finance Journal 2 (1994) 1, pp. 43-59

Persistent link: https://www.econbiz.de/10005351965

Japanese stock price reactions to stock dividend distributions

Dhatt, Manjeet S.; Kim, Yong H.; Mukherji, Sandip - In: Pacific-Basin Finance Journal 3 (1995) 1, pp. 138-138

Persistent link: https://www.econbiz.de/10005351970

Asymmetric mean reversion of stock returns

Mukherji, Sandip - In: American journal of finance and accounting 7 (2022) 1, pp. 53-70

This study investigates asymmetric mean reversion in the real returns of large- and small-cap US stocks for one- to ten-year periods. The return distributions are estimated with 1,000 random block bootstraps of 240-month returns from 1926-2017. Large-cap stock returns show significant asymmetric...

Persistent link: https://www.econbiz.de/10014285874