Equity Issues, Market Timing, and Limits to Arbitrage

Keywords

Arbitrage, Equity (law), Financial economics, Limits to arbitrage, Economics

References

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• Inefficient Markets: An Introduction to Behavioral FinanceAndrei Shleifer — 2002
• The Effect of Information Releases on the Pricing and Timing of Equity IssuesRobert A. Korajczyk, Deborah Lucas, Robert L. McDonald — 1991
• On Economics and FinanceLawrence H. Summers — 1985
• Do Demand Curves for Stocks Slope DownAndrei Shleifer — 1986
• What Do We Know About Capital Structure? Some Evidence from International DataRaghuram G. Rajan, Luigi Zingales — 1995
• Firms' Histories and Their Capital StructuresAyla Kayhan, Sheridan Titman — 2004
• Differential Interpretation of Public Signals and Trade in Speculative MarketsEugene Kandel, Neil D. Pearson — 1995
• Initial Public Offerings in Hot and Cold MarketsJean Helwege, Nellie Liang — 2004
• Back to the Beginning: Persistence and the Cross-Section of Corporate Capital StructureMichael L. Lemmon, Michael R. Roberts, Jaime F. Zender — 2008
• Does Asymmetric Information Drive Capital Structure DecisionsSreedhar T. Bharath, Paolo Pasquariello, Guojun Wu — 2009
• The Limits of ArbitrageAndrei Shleifer, Robert W. Vishny — 1997
• A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset MarketsHarrison Hong, Jeremy C. Stein — 1997
• Why Do Firms Issue EquityAmy K. Dittmar, Anjan V. Thakor — 2007
• Disagreement and the Stock MarketHarrison Hong, Jeremy C. Stein — 2007
• Value-Enhancing Capital Budgeting and Firm-specific Stock Return VariationArt Durnev, Randall Mørck, Bernard Yeung — 2004
• Rational IPO WavesĽuboš Pástor, Pietro Veronesi — 2005

Cited by

• Capital Market-Driven Corporate FinanceMalcolm Baker — 2009

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