This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
How useful are signals? A micro-structure analysis Author info | Abstract | Publisher info | Download info | Related research | Statistics Michele O’Neill ()
Judith Swisher ()
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Springer in its journal Journal of Economics and Finance .
Volume (Year): 33 (2009)
Issue (Month): 1 (January)
Pages: 60-70
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:spr:jecfin:v:33:y:2009:i:1:p:60-70Contact details of provider: Web page: http://link.springer.de/link/service/journals/120857/index.htm
Order Information: Web: http://link.springer.de/orders.htm
For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).
Keywords: Signaling event ; Self-tender offer ; Firm value ; G14 ; G32 ; References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Hertzel, Michael & Jain, Prem C., 1991.
"Earnings and risk changes around stock repurchase tender offers ,"
Journal of Accounting and Economics ,
Elsevier, vol. 14(3), pages 253-274, September.
[Downloadable!] (restricted)
Madhavan, Ananth & Smidt, Seymour, 1991.
"A Bayesian model of intraday specialist pricing ,"
Journal of Financial Economics ,
Elsevier, vol. 30(1), pages 99-134, November.
[Downloadable!] (restricted)
Other versions:
Madhavan, A. & Smidt, S., 1991.
"A Baysian Model of Intraday Specialist Pricing ,"
Weiss Center Working Papers
2-91, Wharton School - Weiss Center for International Financial Research.
Ananth Madhavan & Seymour Smidt, .
"A Bayesian Model of Intraday Specialist Pricing ,"
Rodney L. White Center for Financial Research Working Papers
02-91, Wharton School Rodney L. White Center for Financial Research.
Ananth Madhavan & Seymour Smidt, .
"A Bayesian Model of Intraday Specialist Pricing ,"
Rodney L. White Center for Financial Research Working Papers
2-91, Wharton School Rodney L. White Center for Financial Research.
Brennan, Michael J. & Subrahmanyam, Avanidhar, 1995.
"Investment analysis and price formation in securities markets ,"
Journal of Financial Economics ,
Elsevier, vol. 38(3), pages 361-381, July.
[Downloadable!] (restricted)
Glosten, Lawrence R. & Harris, Lawrence E., 1988.
"Estimating the components of the bid/ask spread ,"
Journal of Financial Economics ,
Elsevier, vol. 21(1), pages 123-142, May.
[Downloadable!] (restricted)
Noronha, Gregory M. & Sarin, Atulya & Saudagaran, Shahrokh M., 1996.
"Testing for micro-structure effects of international dual listings using intraday data ,"
Journal of Banking & Finance ,
Elsevier, vol. 20(6), pages 965-983, July.
[Downloadable!] (restricted)
Dann, Larry Y. & Masulis, Ronald W. & Mayers, David, 1991.
"Repurchase tender offers and earnings information ,"
Journal of Accounting and Economics ,
Elsevier, vol. 14(3), pages 217-251, September.
[Downloadable!] (restricted)
Easley, David & O'Hara, Maureen & Paperman, Joseph, 1998.
"Financial analysts and information-based trade ,"
Journal of Financial Markets ,
Elsevier, vol. 1(2), pages 175-201, August.
[Downloadable!] (restricted)
Full
references
Access and
download statistics Did you know? You too can volunteer for RePEc, for example by editing a NEP report.
This page was last updated on 2009-10-15.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .