The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Market underreaction to open market share repurchases
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Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Simple technical trading rules and the stochastic properties of stock returns
BROCK, W., LAKONISHOK, J., & LeBARON, B. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04681.x · Cited by 2,301
Self-citation
Cited by
A five-factor asset pricing model
Fama, E. F., & French, K. R. (2015) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.10.010 · Cited by 7,852
Corporate Governance and Equity Prices
Gompers, P., Ishii, J., & Metrick, A. (2003) · The Quarterly Journal of Economics · doi:10.1162/00335530360535162 · Cited by 6,120
Fama (1998) · doi:10.1016/s0304-405x(98)00026-9 · Cited by 2,576
Does the stock market fully value intangibles? Employee satisfaction and equity prices
Edmans, A. (2011) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.03.021 · Cited by 2,511
Odean, T. (1999) · American Economic Review · doi:10.1257/aer.89.5.1279 · Cited by 2,247
Do Brokerage Analysts' Recommendations Have Investment Value?
WOMACK, K. L. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb05205.x · Cited by 1,931
Improved Methods for Tests of Long‐Run Abnormal Stock Returns
Lyon, J. D., Barber, B. M., & Tsai, C. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00101 · Cited by 1,828
FAMA, E. F., & FRENCH, K. R. (2008) · The Journal of Finance · doi:10.1111/j.1540-6261.2008.01371.x · Cited by 1,578
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
HIRSHLEIFER, D., LIM, S. S., & TEOH, S. H. (2009) · The Journal of Finance · doi:10.1111/j.1540-6261.2009.01501.x · Cited by 1,542
Corporate payout policy and managerial stock incentives
Fenn, G. W., & Liang, N. (2001) · Journal of Financial Economics · doi:10.1016/s0304-405x(01)00039-3 · Cited by 559
Hirshleifer, D. (2015) · Annual Review of Financial Economics · doi:10.1146/annurev-financial-092214-043752 · Cited by 497
Investors' Horizons and the Amplification of Market Shocks
Cella, C., Ellul, A., & Giannetti, M. (2013) · Review of Financial Studies · doi:10.1093/rfs/hht023 · Cited by 330
Learning and the disappearing association between governance and returns
Bebchuk, L. A., Cohen, A., & Wang, C. C. Y. (2013) · Journal of Financial Economics · doi:10.1016/j.jfineco.2012.10.004 · Cited by 311
Farre-Mensa, J., Michaely, R., & Schmalz, M. (2014) · Annual Review of Financial Economics · doi:10.1146/annurev-financial-110613-034259 · Cited by 224
The cost of financial flexibility: Evidence from share repurchases
Bonaimé, A. A., Hankins, K. W., & Jordan, B. D. (2016) · Journal of Corporate Finance · doi:10.1016/j.jcorpfin.2016.02.002 · Cited by 68
Metadata
- Authors
- Ikenberry, D., Lakonishok, J., & Vermaelen, T.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1995-10
- Volume
- 39
- Issue
- 2-3
- Pages
- 181-208
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3122993843
- Cited by
- 1,733
- References
- 2
- FWCI
- 33.35
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
