Drupal-Biblio17<style face="normal" font="default" size="100%">The Effect on Stockholder Wealth of Product Recalls and Government Action: The Case of Toyota's Accelerator Pedal Recall</style>Drupal-Biblio17<style face="normal" font="default" size="100%">What makes when-issued trading attractive to financial markets?</style>Drupal-Biblio17<style face="normal" font="default" size="100%">When-issued trading in the Indian IPO market</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Emerging from bankruptcy with when-issued trading</style>Drupal-Biblio13<style face="normal" font="default" size="100%">Emerging from Bankruptcy with When-Issued Trading</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Teaching an Old Dog New Tricks: Using the Dividend Growth Model in Financial Planning</style>Drupal-Biblio17<style face="normal" font="default" size="100%">The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE</style>Drupal-Biblio17<style face="normal" font="default" size="100%">When-Issued Shares, Small Trades and the Variance of Returns around Stock Splits</style>Drupal-Biblio17<style face="normal" font="default" size="100%">How the Equity Market Responds to Unanticipated Events</style>Drupal-Biblio13<style face="normal" font="default" size="100%">Teaching an Old Dog New Tricks: Using the Dividend Growth Model in Financial Planning Problems</style>Drupal-Biblio17<style face="normal" font="default" size="100%">The Performance of Firms Before and After They Adopt Accounting-Based Performance Plans</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Information Conveyed by Seasoned Security Offerings: Evidence from Components of the Bid-Ask Spread</style>Drupal-Biblio13<style face="normal" font="default" size="100%">The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A Statistical Assessment of Accounting-Based Performance Plans</style>Drupal-Biblio13<style face="normal" font="default" size="100%">The Interaction between Opening Call Auctions and Ongoing Trade: Evidence from the NYSE and AMEX</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Large Price Movements and Short-Lived Changes in Spreads, Volume, and Selling Pressure</style>Drupal-Biblio13<style face="normal" font="default" size="100%">When-Issued Shares, Small Traders and the Variance of Returns around Stock Splits</style>Drupal-Biblio17<style face="normal" font="default" size="100%">CEO Presentations to Financial Analysts: Much Ado About Nothing?</style>Drupal-Biblio17<style face="normal" font="default" size="100%">The Individual Investor and the Weekend Effect: A Reexamination with Intraday Data</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A Simple Cost Reduction Strategy for Liquidity Traders: Trade at the Opening</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Changes in Asymmetric Information at Earnings and Dividend Announcements</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Performance of Stoll's Spread Component Estimator: Evidence from Simultaions, Time-Series, and Cross-Sectional Data</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A Bias in Closing Prices: The Case of the When Issued Anomaly</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Bid-Ask Spread Components Around Anticipated Announcements</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Dividen Predicting Using Put-Call Parity</style>