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The long-run performance of stock returns following debt offerings

Citations

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Cited by:

  1. Gao, Pengjie & Lou, Dong, 2013. "Cross-market timing in security issuance," LSE Research Online Documents on Economics 119036, London School of Economics and Political Science, LSE Library.
  2. Malcolm Baker & Jeffrey Wurgler, 2006. "Investor Sentiment and the Cross‐Section of Stock Returns," Journal of Finance, American Finance Association, vol. 61(4), pages 1645-1680, August.
  3. Luc Renneboog & Peter G. Szilagyi, 2008. "Corporate Restructuring and Bondholder Wealth," European Financial Management, European Financial Management Association, vol. 14(4), pages 792-819, September.
  4. Rodney D. Boehme & Sorin M. Sorescu, 2002. "The Long‐run Performance Following Dividend Initiations and Resumptions: Underreaction or Product of Chance?," Journal of Finance, American Finance Association, vol. 57(2), pages 871-900, April.
  5. An Yan & Debarshi Nandy & Thomas Chemmanur, 2004. "Why Issue Mandatory Convertibles? Theory and Empirical Evidence," Econometric Society 2004 North American Winter Meetings 456, Econometric Society.
  6. Daniel M. Covitz & Paul Harrison, 2000. "The timing of debt issuance and rating migration: theory and evidence," Finance and Economics Discussion Series 2000-10, Board of Governors of the Federal Reserve System (U.S.).
  7. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2006. "Optimal Market Timing," NBER Working Papers 12014, National Bureau of Economic Research, Inc.
  8. Evgeny Lyandres & Le Sun & Lu Zhang, 2005. "Investment-Based Underperformance Following Seasoned Equity Offerings," NBER Working Papers 11459, National Bureau of Economic Research, Inc.
  9. Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2013. "Sukuk vs. conventional bonds: A stock market perspective," Journal of Comparative Economics, Elsevier, vol. 41(3), pages 745-761.
  10. Jandik, Tomas & Makhija, Anil K., 2004. "Debt, Debt Structure and Corporate Performance after Unsuccessful Takeovers: Evidence from Targets that Remain Independent," Working Paper Series 2005-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  11. Palani-Rajan Kadapakkam & Huey-Lian Sun & Alex P. Tang, 2004. "Operating Performance and Stock Returns of Firms Calling Convertible Preferred Stocks," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(9-10), pages 1559-1576.
  12. Thomas J. O'Brien & Linda Schmid Klein & James I. Hilliard, 2007. "Capital Structure Swaps and Shareholder Wealth," European Financial Management, European Financial Management Association, vol. 13(5), pages 979-997, November.
  13. Trauten, Andreas & Schulz, Roland C., 2006. "IPO investment strategies and pseudo market timing," Working Papers 36, University of Münster, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS).
  14. Fernando Moraes & Rodrigo De-Losso, 2020. "Risk Factors’ CPDAG Roots and the Cross-Section of Expected Returns," Working Papers, Department of Economics 2020_18, University of São Paulo (FEA-USP).
  15. Khalid Elbadraoui & Jean-Jacques Lilti & Bouchra M'Zali, 2008. "La performance opérationnelle à long terme des entreprises françaises émettrices d’obligations convertibles," Revue Finance Contrôle Stratégie, revues.org, vol. 11(3), pages 125-154, September.
  16. Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2011. "Do markets perceive sukuk and conventional bonds as different financing instruments?," BOFIT Discussion Papers 6/2011, Bank of Finland, Institute for Economies in Transition.
  17. Michael J. Cooper & Huseyin Gulen & Michael J. Schill, 2008. "Asset Growth and the Cross‐Section of Stock Returns," Journal of Finance, American Finance Association, vol. 63(4), pages 1609-1651, August.
  18. Sullivan, Michael & Zhang, Andrew (Jianzhong), 2011. "Are investment and financing anomalies two sides of the same coin?," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 616-633, September.
  19. Daniel M. Covitz & Paul Harrison, 2003. "Do banks strategically time public bond issuance because of the accompanying disclosure, due diligence, and investor scrutiny?," Finance and Economics Discussion Series 2003-37, Board of Governors of the Federal Reserve System (U.S.).
  20. 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.
  21. Hongbok Lee & Don Johnson, 2009. "The operating performance of preferred stock issuers," Applied Financial Economics, Taylor & Francis Journals, vol. 19(5), pages 397-407.
  22. Ales Berk, 2006. "Determinants of Leverage in Slovenian Blue-Chip Firms and Stock Performance Following Substantial Debt Increases," Post-Communist Economies, Taylor & Francis Journals, vol. 18(4), pages 479-494.
  23. repec:zbw:bofitp:2010_016 is not listed on IDEAS
  24. John Elder & Peter Westra, 2000. "The reaction of security prices to tracking stock announcements," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 24(1), pages 36-55, March.
  25. Malcolm Baker & Richard S. Ruback & Jeffrey Wurgler, 2004. "Behavioral Corporate Finance: A Survey," NBER Working Papers 10863, National Bureau of Economic Research, Inc.
  26. Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
  27. repec:zbw:bofitp:2011_006 is not listed on IDEAS
  28. Augusto Castillo R., 2001. "Long-Run Performance Of Stock Returns Following Junk Bond Offerings," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 4(1), pages 95-129.
  29. Fernando Moraes & Rodrigo De-Losso, 2020. "Risk Factor Centrality and the Cross-Section of Expected Returns," Working Papers, Department of Economics 2020_17, University of São Paulo (FEA-USP).
  30. Ronald Bremer & Bonnie Buchanan & Philip English, 2011. "The advantages of using quarterly returns for long-term event studies," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 491-516, May.
  31. Tribo Gine, José Antonio, 2002. "R&D investment and financial contracting in spanish manufacturig firms," DEE - Working Papers. Business Economics. WB wb020904, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  32. Christophe Godlewski & Zuzana Fungáčová & Laurent Weill, 2011. "Stock Market Reaction to Debt Financing Arrangements in Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 53(4), pages 679-693, December.
  33. Edward Lee & Konstantinos Stathopoulos & Mark Hon, 2006. "Investigating the return predictability of changes in corporate borrowing," Accounting and Business Research, Taylor & Francis Journals, vol. 36(2), pages 93-107.
  34. André Güttler, 2005. "Wird die Ad-hoc-Publizität korrekt umgesetzt? Eine empirische Analyse unter Einbezug von Unternehmen des Neuen Markts," Schmalenbach Journal of Business Research, Springer, vol. 57(3), pages 237-259, May.
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