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Stock price effects and costs of secondary distributions

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Cited by:

  1. Pérez-Soba, Inés & Martínez-Cañete, Ana R. & Márquez–de-la-Cruz, Elena, 2021. "Private benefits from control block trades in the Spanish stock exchange," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
  2. Charoenwong, Charlie & Ding, David K. & Wang, Ping, 2013. "Short sales constraint and SEO pricing," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 107-118.
  3. Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M., 2016. "Explaining turn of the year order flow imbalance," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 76-95.
  4. 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.
  5. LaPlante, Michele & Muscarella, Chris J., 1997. "Do institutions receive comparable execution in the NYSE and Nasdaq markets? A transaction study of block trades," Journal of Financial Economics, Elsevier, vol. 45(1), pages 97-134, July.
  6. Giusti, G. & Noussair, C.N. & Voth, H-J., 2013. "Recreating the South Sea Bubble : Lessons from an Experiment in Financial History," Discussion Paper 2013-042, Tilburg University, Center for Economic Research.
  7. Feng, Zhi-Yuan & Chen, Carl R. & Tseng, Yen-Jung, 2018. "Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 54-74.
  8. Patricia Dechow, 1987. "The Share Market's Assessment of Initial Acquisitions by Seven Controversial Investors," Australian Journal of Management, Australian School of Business, vol. 12(1), pages 23-48, June.
  9. Murgia, Maurizio & Pinna, Andrea & Gottardo, Pietro & Bosetti, Luisella, 2019. "The impact of large orders in electronic markets," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 174-192.
  10. 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.
  11. Chaturvedula, Chakrapani & Bang, Nupur Pavan & Rastogi, Nikhil & Kumar, Satish, 2015. "Price manipulation, front running and bulk trades: Evidence from India," Emerging Markets Review, Elsevier, vol. 23(C), pages 26-45.
  12. Goldstein, Itay & Razin, Assaf, 2006. "An information-based trade off between foreign direct investment and foreign portfolio investment," Journal of International Economics, Elsevier, vol. 70(1), pages 271-295, September.
  13. Xing, Xuejing, 2008. "Do demand curves for stocks slope down?: Evidence from aggregate data," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(3), pages 641-651, August.
  14. Anna Danielova & Scott Smart, 2012. "Stock Price Effects of Mandatory Exchangeable Debt," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(1), pages 40-52, February.
  15. Andrew Holmes & Barrett A. Slade, 2001. "Do Tax-Deferred Exchanges Impact Purchase Price? Evidence form the Phoenix Apartment Market," ERES eres2001_180, European Real Estate Society (ERES).
  16. Crystal Lin & Kenneth Yung, 2006. "Equity Capital Flows and Demand for REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 33(3), pages 275-291, November.
  17. 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.
  18. Wm R McDaniel & Jeff Madura & Aigbe Akhigbe, 1994. "The Valuation Effects Of Frequent Common Stock Issuances," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(3), pages 417-426, September.
  19. Agarwalla, Sobhesh Kumar & Pandey, Ajay, 2010. "Price Impact of Block Trades and Price Behavior Surrounding Block Trades in Indian Capital Market," IIMA Working Papers WP2010-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  20. Hasan, M. Emrul & Klein, Peter, 2022. "The capital gain lock-in effect and seasoned equity offerings," Journal of Banking & Finance, Elsevier, vol. 138(C).
  21. Luke Bouffler & Amy Kwan & Lantian Liang & Richard Philip, 2023. "Do uninformed traders move prices? Evidence from the Bank of Japan's ETF purchasing program," The Financial Review, Eastern Finance Association, vol. 58(1), pages 5-18, February.
  22. Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles, 2013. "The performance effects of composition changes on sector specific stock indices: The case of European listed real estate," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 132-142.
  23. Wang, Chuan & Murgulov, Zoltan & Haman, Janto, 2015. "Impact of changes in the CSI 300 Index constituents," Emerging Markets Review, Elsevier, vol. 24(C), pages 13-33.
  24. Fan, Longzhen & Hu, Bill & Jiang, Christine, 2012. "Pricing and information content of block trades on the Shanghai Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 378-397.
  25. Ajay Pandey & Sobhesh Kumar Agarwalla, 2010. "Price Impact of Block Trades and Price Behavior Surrounding Block Trades in Indian Capital Market," Working Papers id:2618, eSocialSciences.
  26. 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.
  27. Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4, July-Dece.
  28. Deshmukh, Sanjay & Gamble, Keith Jacks & Howe, Keith M., 2017. "Informed short selling around SEO announcements," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 121-138.
  29. Carol. A. Marquardt & Christine I. Wiedman, 1998. "Voluntary Disclosure, Information Asymmetry, and Insider Selling through Secondary Equity Offerings," Contemporary Accounting Research, John Wiley & Sons, vol. 15(4), pages 505-537, December.
  30. Bortolotti, Bernardo & Megginson, William & Smart, Scott B., 2007. "The Rise of Accelerated Seasoned Equity Underwritings," Privatisation Regulation Corporate Governance Working Papers 12190, Fondazione Eni Enrico Mattei (FEEM).
  31. Ernan Haruvy & Charles N. Noussair & Owen Powell, 2014. "The Impact of Asset Repurchases and Issues in an Experimental Market," Review of Finance, European Finance Association, vol. 18(2), pages 681-713.
  32. Stefano Bonini & Diana Boraschi, 2010. "Corporate Scandals and Capital Structure," Journal of Business Ethics, Springer, vol. 95(2), pages 241-269, September.
  33. Vincent J. Intintoli & Shrikant P. Jategaonkar & Kathleen M. Kahle, 2014. "The Effect of Demand for Shares on the Timing and Underpricing of Seasoned Equity Offers," Financial Management, Financial Management Association International, vol. 43(1), pages 61-86, March.
  34. Dong, Qi & Slovin, Myron B. & Sushka, Marie E., 2020. "Private equity exits after IPOs," Journal of Corporate Finance, Elsevier, vol. 64(C).
  35. Benjamin Kleidt & Eckhard Scharmer & Dirk Schiereck, 2009. "Desinvestitionen von Aktienpaketen — Eine Analyse von Exchangeable Bonds," Schmalenbach Journal of Business Research, Springer, vol. 61(7), pages 738-780, November.
  36. Ernest N. Biktimirov, 2004. "The Effect of Demand on Stock Prices: Evidence from Index Fund Rebalancing," The Financial Review, Eastern Finance Association, vol. 39(3), pages 455-472, August.
  37. Carol A. Marquardt & Christine I. Wiedman, 2004. "The Effect of Earnings Management on the Value Relevance of Accounting Information," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(3‐4), pages 297-332, April.
  38. Kappou, Konstantina & Brooks, Chris & Ward, Charles, 2010. "The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 116-126, January.
  39. Alex Edmans, 2014. "Blockholders and Corporate Governance," Annual Review of Financial Economics, Annual Reviews, vol. 6(1), pages 23-50, December.
  40. Carl D. Hudson & Marlin R. H. Jensen & William N. Pugh, 1993. "Informational Versus Price-Pressure Effects: Evidence From Secondary Offerings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(3), pages 193-207, September.
  41. Robert Edelstein & Branko Urošević & Nicholas Wonder, 2005. "Ownership Dynamics of REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 447-466, June.
  42. Altinkilic, Oya & Hansen, Robert S., 2003. "Discounting and underpricing in seasoned equity offers," Journal of Financial Economics, Elsevier, vol. 69(2), pages 285-323, August.
  43. William Gentry & David M. Schizer, 2002. "Frictions and Tax-Motivated Hedging: An Empirical Exploration of Publicly-Traded Exchangeable Securities," NBER Working Papers 9243, National Bureau of Economic Research, Inc.
  44. Atanasov, Vladimir & Merrick, John, 2011. "Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3225-3239.
  45. Alex Edmans & Gustavo Manso, 2011. "Governance Through Trading and Intervention: A Theory of Multiple Blockholders," The Review of Financial Studies, Society for Financial Studies, vol. 24(7), pages 2395-2428.
  46. Patricia Chelley‐Steeley & Neophytos Lambertides & Christos S. Savva, 2019. "Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity," European Financial Management, European Financial Management Association, vol. 25(1), pages 116-159, January.
  47. Li, Yuanpeng & Sun, Qian & Tian, Shu, 2018. "The impact of IPO approval on the price of existing stocks: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 50(C), pages 109-127.
  48. Joon Woo Park & Chang Won Lee, 2018. "Performance of stock price with changes in SRI governance index," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 25(6), pages 1121-1129, November.
  49. Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2013, January-A.
  50. Pereiro, Luis E., 2006. "The practice of investment valuation in emerging markets: Evidence from Argentina," Journal of Multinational Financial Management, Elsevier, vol. 16(2), pages 160-183, April.
  51. Mikkelson, Wayne H. & Partch, M. Megan & Shah, Kshitij, 1997. "Ownership and operating performance of companies that go public," Journal of Financial Economics, Elsevier, vol. 44(3), pages 281-307, June.
  52. 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.
  53. Kappou, Konstantina & Brooks, Chris & Ward, Charles W.R., 2008. "A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal'," Research in International Business and Finance, Elsevier, vol. 22(3), pages 325-350, September.
  54. Amir Alizadeh & Konstantina Kappou & Dimitris Tsouknidis & Ilias Visvikis, 2014. "Liquidity Risk Premia in the International Shipping Derivatives Market," ICMA Centre Discussion Papers in Finance icma-dp2014-15, Henley Business School, University of Reading.
  55. Edmans, Alex & Holderness, Clifford, 2016. "Blockholders: A Survey of Theory and Evidence," CEPR Discussion Papers 11442, C.E.P.R. Discussion Papers.
  56. Huang, Zhangkai & Xu, Xingzhong, 2009. "Marketability, control, and the pricing of block shares," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 88-97, January.
  57. J. Randall Woolridge & Chinmoy Ghosh, 1986. "Institutional Trading And Security Prices: The Case Of Changes In The Composition Of The S&P 500 Index," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(1), pages 13-24, March.
  58. Alizadeh, Amir H. & Kappou, Konstantina & Tsouknidis, Dimitris & Visvikis, Ilias, 2015. "Liquidity effects and FFA returns in the international shipping derivatives market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 76(C), pages 58-75.
  59. Chune Young Chung & Seok‐Kyun Hur & Suk Bong Kim, 2020. "Overnight block trades in the Korean stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2231-2261, September.
  60. Pulvino, Todd C., 1999. "Effects of bankruptcy court protection on asset sales," Journal of Financial Economics, Elsevier, vol. 52(2), pages 151-186, May.
  61. Greg Filbeck & Raymond Gorman & Xin Zhao, 2013. "Are the best of the best better than the rest? The effect of multiple rankings on company value," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 695-722, November.
  62. Aggarwal, Reena & Gray, Ian & Singer, Hal, 1999. "Capital raising in the offshore market," Journal of Banking & Finance, Elsevier, vol. 23(8), pages 1181-1194, August.
  63. Greg Filbeck & Raymond Gorman & Xin Zhao, 2013. "Barron’s most respected companies," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(3), pages 623-641, September.
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