Can the Information Content of Share Repurchases Improve Out-of-Sample Predictive Performance? (original) (raw)

Can the information content of share repurchases improve the accuracy of equity premium predictions?

Dimitris Andriosopoulos

Journal of Empirical Finance, 2014

View PDFchevron_right

The determinants of share repurchases in Europe

Dimitris Andriosopoulos

International Review of Financial Analysis, 2013

View PDFchevron_right

The Determinants of Share Repurchases in Europe - with author details

Dimitris Andriosopoulos

2014

View PDFchevron_right

Stock Repurchases: A Theoretical Prediction Model

Craig Santicola

Journal of Business & Economics Research (JBER), 2011

View PDFchevron_right

Prediction of open market share repurchases and portfolio returns: evidence from France, Germany and the UK

Chrysovalantis Gaganis

Review of Quantitative Finance and Accounting, 2014

View PDFchevron_right

An empirical analysis of European stock repurchases

Demissew Ejara

Journal of Multinational Financial Management, 2010

View PDFchevron_right

Dividends and share repurchases in the European Union

William Megginson

Journal of Financial Economics, 2008

View PDFchevron_right

Dividends, Share Repurchases, and the Substitution Hypothesis

Roni Michaely

The Journal of Finance, 2002

View PDFchevron_right

Repurchase premia as a reason for dividends: a dynamic model of corporate payout policies

vikram nanda

Review of Financial Studies, 1994

View PDFchevron_right

Share Repurchases and Stock Valuation Models

John Stowe

Social Science Research Network, 2007

View PDFchevron_right

On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

Roni Michaely

The Journal of Finance, 2007

View PDFchevron_right

On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios

Carlos Velasco

Journal of Financial Econometrics, 2013

View PDFchevron_right

Stock Repurchase Waves: An Explanation of the Trends in Aggregate Corporate Payout Policy

roni ron

2004

View PDFchevron_right

The existence and source of stock return predictability: Evidence from dividend, output and consumption ratios

Olga Klinkowska

Journal of Asset Management, 2015

View PDFchevron_right

Journal of Finance and Banking Review Effect of Stock Price Information on Timing of Share Repurchases

GATR Journals

View PDFchevron_right

Why do Firms Repurchase Shares? Evidence from Actual Share Repurchases

Journal of Finance and Economics

View PDFchevron_right

ON the TIMING of INITIAL STOCK REPURCHASES

Clara Ellys Raposo

2009

View PDFchevron_right

Dividend Growth and Return Predictability: A Long-Run Re-Examination of Conventional Wisdom

Gertjan Verdickt

SSRN Electronic Journal, 2018

View PDFchevron_right

The information content of share repurchases – evidence from Poland

Bogna Kazmierska-Jozwiak

E+M. Ekonomie a Management, 2018

View PDFchevron_right

Do Share Repurchases Distort Stock Prices? Evidence from the United States and Malaysia

chong chee

Studies in Microeconomics, 2021

View PDFchevron_right

The market valuation of share repurchases in Europe q

Gabriel Ferreira, Dimitris Andriosopoulos

View PDFchevron_right

The Effect of Specific Share Repurchases on South African Payout Ratios: An Exploratory Study

Pierre Erasmus

Risk Governance and Control: Financial Markets & Institutions

View PDFchevron_right

The Market Valuation of Share Repurchases in Europe

Meziane Lasfer

Journal of Banking & Finance, 2014

View PDFchevron_right

The dividend–price ratio does predict dividend growth: International evidence

Thomas Pedersen, Tom Engsted

Journal of Empirical Finance, 2010

View PDFchevron_right

Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach

Neil Kellard

2007

View PDFchevron_right

Short-Term Return Impact of Share Repurchase Announcements

Ahmet Tasdemir

Research Journal of Finance and Accounting

View PDFchevron_right

Evidence on How Companies Choose Between Dividends and Open-Market Stock Repurchases

Jason Lee

Journal of Applied Corporate Finance, 1998

View PDFchevron_right

Open Market Repurchases and Stock Price Informativeness: Evidence from Malaysia Stock Market

Nazrul Razak

Journal of the Asian Academy of Applied Business (JAAAB), 2019

View PDFchevron_right