An Examination of Investor Behavior During Periods of Large Dividend Changes

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Frontiers in Econometrics

1975 • 8,241 citations

Dividend Policy, Growth, and the Valuation of Shares

1961 • 6,581 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES

1956 • 3,496 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

The Information Content of Annual Earnings Announcements

1968 • 2,768 citations

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

1977 • 2,379 citations

Efficient Inference in a Random Coefficient Regression Model

1970 • 1,979 citations

Foundations of Finance.

1977 • 1,197 citations

Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis

1980 • 1,082 citations

The Information Content of Dividends

1973 • 636 citations

DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY

1972 • 624 citations

Tender offers and stockholder returns

1977 • 504 citations

Statistical Inference in Random Coefficient Regression Models

1971 • 474 citations

Dividend information, stock returns and market efficiency-II

1978 • 435 citations

On the Informational Content of Dividends

1976 • 121 citations

The Impact of Dividend and Earnings Announcements: A Reconciliation

1976 • 98 citations

Linear regression with randomly dispersed parameters

1973 • 82 citations

Efficient Market Tests of the Informational Content of Dividend Announcements: Critique and Extension

1981 • 80 citations

A Random Coefficient Model of the Demand for Liquid Assets

1974 • 37 citations

Comments on "The Impact of Dividend and Earnings Announcements: A Reconciliation"

1976 • 32 citations

Comments on "On the Informational Content of Dividends"

1976 • 26 citations

Price Effects of Stock Repurchasing: A Random Coefficient Regression Approach

1980 • 24 citations

EVIDENCE OF NON‐HOMOGENEITY OF CAPITAL COSTS WITHIN “RISK‐CLASSES”

1977 • 17 citations

Pooled data for financial markets

1980 • 11 citations

Reply: "The Dynamics of Corporate Debt Management, Decision Rules and Some Empirical Evidence"

1974 • 10 citations

New Estimates of the Market Parameters

1980 • 10 citations