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The Price Elasticity of Demand for Common Stock

Citations

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Cited by:

  1. Paul A. Gompers & Andrew Metrick, 2001. "Institutional Investors and Equity Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 116(1), pages 229-259.
  2. Nicolas Coeurdacier & Philippe Martin, 2009. "The Geography of Asset Trade and the Euro: Insiders and Outsiders," NBER Chapters, in: Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR, National Bureau of Economic Research, Inc.
  3. Yan Zeng & Josie McLaren, 2015. "The impact of large public sales of Government assets: empirical evidence from the Chinese stock markets on a gradual and offer-to-get approach," Review of Quantitative Finance and Accounting, Springer, vol. 45(1), pages 137-173, July.
  4. Gilchrist, Simon & Himmelberg, Charles P. & Huberman, Gur, 2005. "Do stock price bubbles influence corporate investment?," Journal of Monetary Economics, Elsevier, vol. 52(4), pages 805-827, May.
  5. Loderer, Claudio & Jacobs, Andreas, 1995. "The Nestle crash," Journal of Financial Economics, Elsevier, vol. 37(3), pages 315-339, March.
  6. Roth Tran, Brigitte, 2015. "Divest, Disregard, or Double Down?," University of California at San Diego, Economics Working Paper Series qt1hw1k2ps, Department of Economics, UC San Diego.
  7. Bagella, Michele & Becchetti, Leonardo, 1998. "The optimal financing strategy of a high-tech firm: The role of warrants," Journal of Economic Behavior & Organization, Elsevier, vol. 35(1), pages 1-23, March.
  8. Hodrick, Laurie Simon, 1999. "Does stock price elasticity affect corporate financial decisions?," Journal of Financial Economics, Elsevier, vol. 52(2), pages 225-256, May.
  9. Jeffrey Wurgler & Ekaterina Zhuravskaya, 2002. "Does Arbitrage Flatten Demand Curves for Stocks?," The Journal of Business, University of Chicago Press, vol. 75(4), pages 583-608, October.
  10. Eric J. Levin & Robert E. Wright, 2002. "Estimating the price elasticity of demand in the London stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 8(2), pages 222-237, June.
  11. Jung-Wook Kim & Jason Lee & Randall Morck, 2009. "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers 14733, National Bureau of Economic Research, Inc.
  12. Bozos, Konstantinos & Nikolopoulos, Konstantinos, 2011. "Forecasting the value effect of seasoned equity offering announcements," European Journal of Operational Research, Elsevier, vol. 214(2), pages 418-427, October.
  13. Massa, Massimo & Peyer, Urs & Tong, Zhenxu, 2005. "Limits of Arbitrage and Corporate Financial Policy," CEPR Discussion Papers 4829, C.E.P.R. Discussion Papers.
  14. Fares Triki, 2009. "Leverage Bubbles," Post-Print halshs-00390688, HAL.
  15. Ang, James S. & Kraizberg, Elli, 2004. "An analysis of a strategy for management to separate and reward supportive shareholders," Journal of Corporate Finance, Elsevier, vol. 10(4), pages 639-658, September.
  16. repec:hal:spmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7287gghh is not listed on IDEAS
  17. Redding, Lee S., 1997. "Firm Size and Dividend Payouts," Journal of Financial Intermediation, Elsevier, vol. 6(3), pages 224-248, July.
  18. Babbel, David F. & Merrill, Craig B. & Meyer, Mark F. & de Villiers, Meiring, 2004. "The Effect of Transaction Size on Off-the-Run Treasury Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(3), pages 595-611, September.
  19. Schäffner, Daniel, 2007. "Bestimmung des Ausgangsniveaus der Kosten und des kalkulatorischen Eigenkapitalzinssatzes für eine Anreizregulierung des Energiesektors," WIK Discussion Papers 293, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH.
  20. Grinblatt, Mark & Han, Bing, 2005. "Prospect theory, mental accounting, and momentum," Journal of Financial Economics, Elsevier, vol. 78(2), pages 311-339, November.
  21. Antti Petajisto, 2004. "Why Do Demand Curves for Stocks Slope Down?," Yale School of Management Working Papers amz2458, Yale School of Management, revised 01 Sep 2008.
  22. Riccardo Ferretti & Pierpaolo Pattitoni & Alex Castelli, 2019. "Security-voting structure and equity financing in the banking sector: ‘one head-one vote’ versus ‘one share-one vote’," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 23(4), pages 1063-1097, December.
  23. Seth Armitage & Dionysia Dionysiou & Angelica Gonzalez, 2014. "Are the Discounts in Seasoned Equity Offers Due to Inelastic Demand?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(5-6), pages 743-772, June.
  24. Miguel A. Acedo & Fco. Javier Ruiz & Rafael Santamaría, 2008. "Influence of Secondary Offerings on the Liquidity and Trading Activity of Stocks Outstanding," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(01-02), pages 21-37, January.
  25. Ahluwalia, Eshan & Mishra, Ajay Kumar & Tripathy, Trilochan, 2020. "Institutional ownership, investor recognition and stock performance around index rebalancing: Evidence from Indian market," Journal of Multinational Financial Management, Elsevier, vol. 55(C).
  26. Petajisto, Antti, 2011. "The index premium and its hidden cost for index funds," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 271-288, March.
  27. Elliott, William B. & Songur, Hilmi, 2016. "The role of arbitrage risk on the elasticity of demand: New evidence from 100% secondary equity offerings," Finance Research Letters, Elsevier, vol. 19(C), pages 165-172.
  28. repec:hal:wpspec:info:hdl:2441/c8dmi8nm4pdjkuc9g7287gghh is not listed on IDEAS
  29. Schotanus, Fredo & Telgen, Jan & de Boer, Luitzen, 2009. "Unraveling quantity discounts," Omega, Elsevier, vol. 37(3), pages 510-521, June.
  30. Leonce Bargeron & Michael Farrell, 2021. "The Price Effect of Stock Repurchases: Evidence from Dual Class Firms," Management Science, INFORMS, vol. 67(10), pages 6568-6580, October.
  31. Grinblatt, Mark & Han, Bing, 2005. "Prospect theory, mental accounting, and momentum," Journal of Financial Economics, Elsevier, vol. 78(2), pages 311-339, November.
  32. Johnson, Timothy C., 2006. "Dynamic liquidity in endowment economies," Journal of Financial Economics, Elsevier, vol. 80(3), pages 531-562, June.
  33. Mark Grinblatt & Bing Han, 2001. "Prospect Theory, Mental Accounting, and Momentum," Yale School of Management Working Papers amz2533, Yale School of Management, revised 01 May 2007.
  34. Johnson, Timothy C., 2008. "Volume, liquidity, and liquidity risk," Journal of Financial Economics, Elsevier, vol. 87(2), pages 388-417, February.
  35. Loderer, Claudio & Roth, Lukas, 2005. "The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 239-268, March.
  36. Kalay, Avner & Sade, Orly & Wohl, Avi, 2004. "Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE," Journal of Financial Economics, Elsevier, vol. 74(3), pages 461-486, December.
  37. Arturo Rubalcava, 2018. "Financial Impact of Canadian Bill 198 on Seasoned Equity Offerings by Canadian Firms," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 4(1), pages 43-68, January.
  38. 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.
  39. Kryzanowski, Lawrence & Rubalcava, Arturo, 2004. "Valuation effects of domestic and international seasoned equity offerings by Canadian cross-listed firms," Journal of Multinational Financial Management, Elsevier, vol. 14(2), pages 171-186, April.
  40. Davies, Shaun William & Van Wesep, Edward Dickersin, 2018. "The unintended consequences of divestment," Journal of Financial Economics, Elsevier, vol. 128(3), pages 558-575.
  41. Coeurdacier , Nicolas & Martin, Philippe, 2007. "The geography of asset holdings: Evidence from Sweden," Working Paper Series 202, Sveriges Riksbank (Central Bank of Sweden).
  42. Arturo Rubalcava, 2021. "Determinants Of Price Response To Canadian Bought Deals And Marketed Underwritten Equity Offers: Evidence Before And After The Canadian Sox," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 15(1), pages 19-32.
  43. repec:spo:wpmain:info:hdl:2441/c8dmi8nm4pdjkuc9g7287gghh is not listed on IDEAS
  44. repec:spo:wpecon:info:hdl:2441/c8dmi8nm4pdjkuc9g7287gghh is not listed on IDEAS
  45. Gao, Xiaohui & Ritter, Jay R., 2010. "The marketing of seasoned equity offerings," Journal of Financial Economics, Elsevier, vol. 97(1), pages 33-52, July.
  46. Michel A. Habib & Alexandre Ziegler, 2003. "Why Government Bonds Are Sold by Auction and Corporate Bonds by Posted-Price Selling," FAME Research Paper Series rp78, International Center for Financial Asset Management and Engineering.
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