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An examination of market reaction to substantial shifts in dividend policy
Benesh, Gary A.; Keown, Arthur J.; Pinkerton, John M. - In: The journal of financial research 7 (1984) 2, pp. 131-142
Persistent link: https://www.econbiz.de/10003488757
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Security price reactions around product recall announcements
Pruitt, Stephen W. - In: The journal of financial research 9 (1986) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10001019916
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Earnings forecast revisions associated with stock split announcements
Klein, Linda S. - In: The journal of financial research 12 (1989) 4, pp. 319-328
Persistent link: https://www.econbiz.de/10001106272
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Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Tucker, Alan L. - In: The journal of financial research 11 (1988) 3, pp. 201-213
Persistent link: https://www.econbiz.de/10001090733
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The importance of liquidity as a factor in asset pricing
Keene, Marvin A.; Peterson, David R. - In: The journal of financial research 30 (2007) 1, pp. 91-109
Persistent link: https://www.econbiz.de/10003437432
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Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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A model of heterogeneous expectations as a determinant of short sales
Peterson, David R.; Waldman, Donald M. - In: The journal of financial research 7 (1984) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003650004