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The Effect Of Rate Cases On Public Utility Stock Returns

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  • Wallace N. Davidson III

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  • Wallace N. Davidson III, 1984. "The Effect Of Rate Cases On Public Utility Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(1), pages 81-93, March.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:1:p:81-93
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00356.x
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    References listed on IDEAS

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    1. Basu, S, 1977. "Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis," Journal of Finance, American Finance Association, vol. 32(3), pages 663-682, June.
    2. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    3. Brenner, Menachem, 1979. "The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model," Journal of Finance, American Finance Association, vol. 34(4), pages 915-929, September.
    4. Mandelker, Gershon, 1974. "Risk and return: The case of merging firms," Journal of Financial Economics, Elsevier, vol. 1(4), pages 303-335, December.
    5. Scholes, Myron S, 1972. "The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices," The Journal of Business, University of Chicago Press, vol. 45(2), pages 179-211, April.
    6. Lloyd-Davies, Peter & Canes, Michael, 1978. "Stock Prices and the Publication of Second-Hand Information," The Journal of Business, University of Chicago Press, vol. 51(1), pages 43-56, January.
    7. Ball, R & Brown, P, 1968. "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, Wiley Blackwell, vol. 6(2), pages 159-178.
    8. Elton, Edwin J & Gruber, Martin J, 1977. "Optimal Investment and Financing Patterns for a Firm Subject to Regulation with a Lag," Journal of Finance, American Finance Association, vol. 32(5), pages 1485-1500, December.
    9. Roll, Richard & Ross, Stephen A, 1980. "An Empirical Investigation of the Arbitrage Pricing Theory," Journal of Finance, American Finance Association, vol. 35(5), pages 1073-1103, December.
    10. Kaplan, Robert S & Roll, Richard, 1972. "Investor Evaluation of Accounting Information: Some Empirical Evidence," The Journal of Business, University of Chicago Press, vol. 45(2), pages 225-257, April.
    11. Elton, Edwin J & Gruber, Martin J & Lieber, Zvi, 1975. "Valuation, Optimum Investment and Financing for the Firm Subject to Regulation," Journal of Finance, American Finance Association, vol. 30(2), pages 401-425, May.
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    Cited by:

    1. Stephen W. Pruitt & David R. Peterson, 1986. "Security Price Reactions Around Product Recall Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(2), pages 113-122, June.
    2. Wallace N. Davidson III & James L. McDonald, 1987. "Evidence Of The Effect On Shareholder Wealth Of Corporate Spinoffs: The Creation Of Royalty Trusts," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(4), pages 321-328, December.
    3. Stephen P. Ferris & Dana J. Johnson & Dilip K. Shome, 1986. "Regulatory Environment And Market Response To Public Utility Rate Decisions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(4), pages 313-318, December.
    4. Wallace N. Davidson III & John L. Glascock, 1985. "The Announcement Effects Of Preferred Stock Re-Ratings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(4), pages 317-325, December.

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