Idiosyncratic risk and share repurchases
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DOI: 10.1016/j.frl.2016.04.003
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- Su, Zhi & Shu, Tengjia & Yin, Libo, 2018. "The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 497(C), pages 218-235.
- Ihsan Badshah & Hardjo Koerniadi & James Kolari, 2019. "Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases," JRFM, MDPI, vol. 12(4), pages 1-11, November.
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More about this item
Keywords
Long-run abnormal return; Share repurchases; Idiosyncratic risk;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy
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