Zobrazeno 1 - 10
of 61
pro vyhledávání: '"Ming-Shiun Pan"'
Publikováno v:
Review of Quantitative Finance and Accounting. 60:1495-1513
Publikováno v:
Journal of Property Research. 36:131-152
Conveyance of information associated with REIT FFO announcements is investigated by decomposing stock returns into three components: firm-specific, industry-level and market-wide. The relative impo...
Publikováno v:
Finance Research Letters. 47:102610
Publikováno v:
Journal of Real Estate Portfolio Management. 25:53-65
Executive Summary. In this study, we examine whether investors' opinion divergence has explanatory power for post-earnings announcement drift in equity real estate investment trusts (REITs). We mea...
Publikováno v:
Journal of Economics and Finance. 43:382-397
This study examines the extent of firm-specific and industry-level information conveyed in open-market stock repurchases announced by REITs. We measure information revealed in open-market stock repurchase announcements using stock return and decompos
Publikováno v:
Applied Economics. 47:2293-2306
This study examines whether investor opinion divergence is a significant determinant of post-repurchase abnormal returns. We examine the effect using abnormal trading turnover (ATO) ratio as a proxy for investor opinion divergence. While the OLS regr
Publikováno v:
Risk Management and Insurance Review. 16:47-69
The signaling hypothesis of share repurchases implies that management uses repurchases to signal either that their firm's future operating performance will improve or that shares of their stock are simply underpriced by the market. This study examine
Publikováno v:
Journal of Futures Markets. Apr2003, Vol. 23 Issue 4, p399-414. 16p. 6 Charts.
Publikováno v:
Journal of Real Estate Portfolio Management. 19:155-168
Executive Summary. This study examines whether the divergence of opinions among investors is a significant determinant of the real estate investment trust (REIT) post-repurchase announcement price ...
Publikováno v:
Journal of Real Estate Portfolio Management. 18:43-56
This study examines whether stock market liquidity affects a real estate investment trust's (REIT's) decision to initiate a share repurchase program. The results show that repurchasing REITs exhibi...