Table of contents - Special Issue: Selected papers from the Annual Meeting of the Southwestern Finance Association in 2009
Guest Editors: Susana Yu, Richard Lord
Expected return, liquidity risk, and contrarian strategy: evidence from the Tokyo Stock Exchange
Keiichi Kubota, Hitoshi TakeharaThe purpose of this paper is to determine the best conditional asset pricing model for the Tokyo Stock Exchange sample by utilizing long‐run daily data. It aims to investigate…
2516
Accrued capital gains and ex‐dividend day pricing
Jeff Whitworth, Yi ZhangThe purpose of this paper is to show how recent capital gains affect ex‐dividend stock pricing. Traditional models assume that investors are motivated to sell a stock before its…
1136
Insider signaling and seasoned equity offerings
Robert M. Hull, Sungkyu Kwak, Rosemary L. WalkerThe purpose of this paper is to examine the impact of insider ownership decreases on stock returns for firms undergoing seasoned equity offerings (SEOs).
907
Restricted private information provision during short sale bans
Yiuman Tse, Michael WilliamsThe purpose of this paper is to examine the 2008 SEC short selling ban on financial firms and whether this ban negatively impacted private information provision in these…
392
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson