Alon Brav

Christopher Geczy

Paul A. Gompers

English

Research Papers in Economics

A model of investor sentiment,

A theory of overconfidence, self-attribution, and security market under- and over-reactions,

An empirical investigation of short interest,

Buy-and-Hold Returns Equal Weighted Buy-and-Hold Returns (%) Value Weighted Buy-and-Hold Returns (%) Benchmarks IPO Benchmark Abnormal Return Wealth Relative IPO Benchmark Abnormal Return Wealth Relative

Buy-and-Hold Returns Equal Weighted Buy-and-Hold Returns (%) Value Weighted Buy-and-Hold Returns (%) Benchmarks SEO Benchmark Abnormal Return Wealth Relative SEO Benchmark Abnormal Return Wealth Relative

Common risk factors in the returns of stocks and bonds,

Contrarian investment, extrapolation, and risk,

Corporate financing and investment decisions when firms have information that investors do not have,

Cumulative Abnormal Returns Equal Weighted CARs (%) Value Weighted CARs (%)

Detecting long-run abnormal stock returns: The empirical power and specification of test statistics,

Do Firms Knowingly Sell Overvalued Equity?

Earnings management and the long-run underperformance of seasoned equity offerings,

Equity issues and offering dilution,

Further evidence on investor overreaction and stock market seasonality,

Improved methods for tests for long run abnormal stock returns,

Inferences in long-horizon event studies: A Bayesian approach with applications to initial public offerings, Duke University working paper.

Intuitive prediction: Biases and corrective procedures,

Long-Run Performance of Seasoned Equity Offerings: Benchmark Errors and Biases in Expectations,

Managerial decisions and long-term stock price performance,

Market efficiency, long-term returns, and behavioral finance,

Market underreaction to open market share repurchases,

Measuring long horizon security price performance,

Merger bids, uncertainty, and stockholder returns,

Multifactor explanations of asset pricing anomalies,

Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture Capital and Nonventure Capital-backed Companies,

On Persistence in Mutual Fund Performance,”

Price reactions to dividend initiations and omissions,

Size and book-to-market factors in earnings and returns,

Size Quintile Book-to-Market Quintiles Smallest Quintile 2 Quintile 3 Quintile 4 Largest Total Low

Stock price effects and costs of secondary distributions,

The cross-section of expected stock returns,

The limits to arbitrage,

The long-run negative drift of post-listing stock returns,

The long-run performance following public bond issues, Forthcoming in the

The long-run performance following seasoned equity issues,

The long-run performance of initial public offerings,

The new issues puzzle,

The post-merger performance of acquiring firms: A re-examination of an anomaly,

Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing,

Is the Abnormal Return Following Equity Issuances Anomalous?

http://finance.wharton.upenn.edu/%7Erlwctr/papers/9902.pdf

Is the Abnormal Return Following Equity Issuances Anomalous?

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Research Papers in Economics