Managerial Decisions and Long-Term Stock Price Performance

By Chenchuramaiah T. Bathala. 2001

216 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/b1b2daf64a64dbe5ed94b1b63caf2a77bc763b7a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Eugene F. Fama
2. Kenneth R. French
3. Malcolm P. Baker
4. V. Jog
5. Shantanu Dutta
6. Douglas J. Skinner
7. Eric C. So
8. Jeffrey Wurgler

In Finance

1. Eugene F. Fama
2. Kenneth R. French
3. V. Jog
4. Malcolm P. Baker
5. Shantanu Dutta
6. Eric C. So
7. Robert Novy-Marx
8. Mozaffar Khan

In Strategy and Management

1. Eugene F. Fama
2. Kenneth R. French
3. V. Jog
4. Malcolm P. Baker
5. Shantanu Dutta
6. Eric C. So
7. Robert Novy-Marx
8. Selale Tuzel

Citations in the corpus

• Capital Market-Driven Corporate Finance (2009, background): “There are statistical concerns raised by Fama (1998) and Mitchell & Stafford (2000).”
• Do Firms Mislead Investors by Overstating Earnings Before Seasoned Equity Offerings (2000, unknown): “This is notwithstanding the fact that recent studies (e.g., Fama, 1998; Mitchell and Stafford, 2000; Brav et al., 2000; Eckbo et 17 When the regressions are estimated separately for firms sorted into two groups based on their market capitalization at the end of quarter –1, negative coefficients are…”
• Riding the Merger Wave: Uncertainty, Reduced Monitoring, and Bad Acquisitions (2013, unknown): “Prior literature raises a number of issues that potentially affect long-term event studies (e.g., Barber and Lyon, 1997; Fama, 1998; Brav, 2000; Mitchell and Stafford, 2000).”
• The long-term performance of acquiring firms: A re-examination of an anomaly (2009, methodology): “FF 3-Factor Regression for Non-overlapping and Overlapping Cases We use Fama French (F-F) three factor regression to detect abnormal return.”
• Profitability, investment and average returns (2006, background): “Fama and French (1993) find that small growth stocks are a problem for their threefactor asset pricing model, and Mitchell and Stafford (2000) find that small growth stocks are influential in many high profile event study anomalies.”
• Are Friendly Acquisitions Too Bad for Shareholders and Managers? Long-Term Value Creation and Top Management Turnover in Hostile and Friendly Acquirers (2006, unknown): “We minimize the skewness problem, as recommended by Cowan and Sergeant (2001) by winsorizing our sample distributions by re-setting extreme outliers to 2 standard deviations from the sample mean APR. Mitchell and Stafford (2000) show that correlated BHARs arising from overlapping event windows of sa”
• Acquisitions Driven by Stock Overvaluation: Are They Good Deals? (2013, unknown): “(2) The calendar-time portfolio approach proposed by Mitchell and Stafford (2000).”