IDEAS home Printed from https://ideas.repec.org/r/bla/jfinan/v34y1979i4p839-62.html
   My bibliography  Save this item

Equity Rights Issues and the Efficiency of the UK Stock Market

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Ferris, Stephen P. & Noronha, Gregory & McInish, Thomas, 1997. "New equity offerings in Japan: an examination of theory and practice," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(3), pages 185-200, October.
  2. B[oslash]hren, [Oslash]yvind & Eckbo, B. Espen & Michalsen, Dag, 1997. "Why underwrite rights offerings? Some new evidence," Journal of Financial Economics, Elsevier, vol. 46(2), pages 223-261, November.
  3. Wang, Junbo & Wei, K.C. John & Pruitt, Stephen W., 2006. "An analysis of the share price and accounting performance of rights offerings in China," Pacific-Basin Finance Journal, Elsevier, vol. 14(1), pages 49-72, January.
  4. Serdat Dinc & Patrick M. McGuire, 2004. "Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s?," BIS Working Papers 164, Bank for International Settlements.
  5. B. M. Burton & A. A. Lonie & D. M. Power, 2000. "The impact of corporate growth opportunities on the market response to new equity announcements," Applied Financial Economics, Taylor & Francis Journals, vol. 10(1), pages 27-36.
  6. Marsden, Alastair, 2000. "Shareholder wealth effects of rights issues: Evidence from the New Zealand capital market," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 419-442, July.
  7. Howard Chan, 1997. "The effect of volatility estimates in the valuation of underwritten rights issues," Applied Financial Economics, Taylor & Francis Journals, vol. 7(5), pages 473-480.
  8. Mario Levis, 1995. "Seasoned equity offerings and the short‐ and long‐run performance of initial public offerings in the UK," European Financial Management, European Financial Management Association, vol. 1(2), pages 125-146, July.
  9. Christopher Baker & Kanshukan Rajaratnam & Emlyn James Flint, 2016. "Beta estimates of shares on the JSE Top 40 in the context of reference-day risk," Environment Systems and Decisions, Springer, vol. 36(2), pages 126-141, June.
  10. Magdalena Mikolajek-Gocejna, 2021. "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 370-395.
  11. Dmitry Bazhutov & André Betzer & Richard Stehle, 2023. "Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 239-275, September.
  12. Nickolaos V. Tsangarakis, 1996. "Equity rights issues: Signalling vs issue price irrelevance hypothesis," European Financial Management, European Financial Management Association, vol. 2(3), pages 299-310, November.
  13. Thomas H. McInish & Robert A. Wood, 1985. "A New Approach To Controlling For Thin Trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(1), pages 69-76, March.
  14. Andrikopoulos, Panagiotis, 2009. "Seasoned equity offerings, operating performance and overconfidence: Evidence from the UK," Journal of Economics and Business, Elsevier, vol. 61(3), pages 189-215.
  15. Jan Bartholdy & Allan Riding, 1994. "Thin Trading And The Estimation Of Betas: The Efficacy Of Alternative Techniques," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(2), pages 241-254, June.
  16. Consuelo Riaño Gil & Francisco Javier Ruiz Cabestre & Rafael Santamaría Aquilué, 2004. "Formación de precios de suscripción en el mercado bursátil español: algunas consideraciones," Investigaciones Economicas, Fundación SEPI, vol. 28(1), pages 141-191, January.
  17. Iqbal, Javed & Brooks, Robert, 2007. "Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 75-93, February.
  18. Robert Brooks & Robert Faff & Tim Fry & E. Bissoondoyal-Bheenick, 2005. "Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 15(18), pages 1251-1258.
  19. Kursat Aydogan & Gulnur Muradoglu, 1998. "Do markets learn from experience? Price reaction to stock dividends in the Turkish market," Applied Financial Economics, Taylor & Francis Journals, vol. 8(1), pages 41-49.
  20. Richard Kolodny & Diane Rizzuto Suhler, 1985. "Changes In Capital Structure, New Equity Issues, And Scale Effects," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 127-136, June.
  21. Alvaro Veiga & Leonardo Souza, 2006. "Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 605-626.
  22. Hung T. Chu & Graham Partington, 2001. "Dangers in data adjustment: the case of rights issues and returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 41(3), pages 143-168, November.
  23. MacKie-Mason, Jeffrey K, 1990. "Do Taxes Affect Corporate Financing Decisions?," Journal of Finance, American Finance Association, vol. 45(5), pages 1471-1493, December.
  24. Slovin, M. B. & Sushka, M. E. & Lai, K. W. L., 2000. "Alternative flotation methods, adverse selection, and ownership structure: evidence from seasoned equity issuance in the U.K," Journal of Financial Economics, Elsevier, vol. 57(2), pages 157-190, August.
  25. Grant Fleming & Zhangxin (Frank) Liu & David Merrett & Simon Ville, 2021. "Underpricing in a developing capital market: Australian equity issuances, 1920–39†," Economic History Review, Economic History Society, vol. 74(3), pages 831-855, August.
  26. Tan, Ruth S. K. & Chng, P. L. & Tong, Y. H., 2002. "Private placements and rights issues in Singapore," Pacific-Basin Finance Journal, Elsevier, vol. 10(1), pages 29-54, January.
  27. Franks, Julian R & Harris, Robert & Mayer, Colin, 1987. "Means of Payment in Takeovers: Results for the UK and US," CEPR Discussion Papers 200, C.E.P.R. Discussion Papers.
  28. Muhtaseb, Majed R. & Philippatos, George C., 1995. "Shareholder wealth effects of common stock offerings," Global Finance Journal, Elsevier, vol. 6(2), pages 175-193.
  29. Kabir, Rezaul & Roosenboom, Peter, 2003. "Can the stock market anticipate future operating performance? Evidence from equity rights issues," Journal of Corporate Finance, Elsevier, vol. 9(1), pages 93-113, January.
  30. David Chambers, 2006. "Gentlemanly capitalism revisited: a case study of the underpricing of Initial Public Offerings on the London Stock Exchange, 1946-86," Working Papers 6016, Economic History Society.
  31. Sumon Kumar Bhaumik & Ekta Selarka, 2008. "Impact of M&A on firm performance in India: Implications for concentration of ownership and insider entrenchment," William Davidson Institute Working Papers Series wp907, William Davidson Institute at the University of Michigan.
  32. Bjorn Wahlroos & Tom Berglund, 1983. "The January Effect on a Small Stock Market: Lumpy Information and Tax-Loss Selling," Discussion Papers 579, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  33. Wayne H. Mikkelson, 1983. "Capital Structure Change and Decreases in Stockholders' Wealth: A Cross-Sectional Study of Convertible Security Calls," NBER Working Papers 1137, National Bureau of Economic Research, Inc.
  34. Scalia, Antonio, 1998. "Information transmission and causality in the Italian Treasury bond market," Journal of Empirical Finance, Elsevier, vol. 5(4), pages 361-384, October.
  35. Wulff, Christian, 1999. "The market reaction to stock splits: Evidence from Germany," SFB 373 Discussion Papers 1999,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  36. Behr, Patrick & Güttler, André, 2008. "The informational content of unsolicited ratings," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 587-599, April.
  37. Magdalena Mikolajek-Gocejna, 2022. "Systematic Risk of ESG Companies Listed on the Polish Capital Market in 2019-2022," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 597-615.
  38. Josef Schuster, 1996. "Underpricing and Crises - IPO Performance in Germany," FMG Discussion Papers dp252, Financial Markets Group.
  39. David McLean, R. & Pontiff, Jeffrey & Watanabe, Akiko, 2009. "Share issuance and cross-sectional returns: International evidence," Journal of Financial Economics, Elsevier, vol. 94(1), pages 1-17, October.
  40. Anderson, Hamish D. & Rose, Lawrence C. & Cahan, Steven F., 2006. "Differential shareholder wealth and volume effects surrounding private equity placements in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 14(4), pages 367-394, September.
  41. repec:cte:derepe:3014 is not listed on IDEAS
  42. Consuelo Riano & Fco. Javier Ruiz & Rafael Santamaria, 2007. "Determinants of the underpricing of new shares during the subscription period: empirical evidence from the Spanish stock exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 17(7), pages 521-540.
  43. Konstantinos Konstantaras, & Vasilios Sogiakas, 2014. "The role of convenience yield in going-private transactions," CFI Discussion Papers 1401, Centre for Finance and Investment, Heriot Watt University.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.