Using new monthly data, we investigate open-market repurchase executions of US firms. We
find that firms repurchase at prices that are significantly lower than average market prices …

In this paper, we assess which firm-characteristics are associated with a firm's decision to
announce a share repurchase programme in a cross-country framework. In the models, we …

Using the financial crisis as a natural experiment, we test whether repurchases are more
flexible than dividends. We document that the proportion of repurchasing firms that reduced …

In this paper, we test whether corporate managers have the ability to time the market, which
is still controversial in the corporate finance literature. In empirical analyses, we show that …

The main objective of this study is to examine how institutional investors and different types
of them influence the firms' capital structure. Using a panel data including 240 the main …

The purpose of this study is to examine the effect of free cash flow, leverage, price earnings
ratio and dividend on stock repurchase atmanufacturing companies listed on Bursa Efek …

This study compares and contrasts actual share repurchase transactions with insider
purchases. With a unique daily data set of actual share repurchases and insider purchase …

ABSTRAK Tujuan penelitian ini adalah untuk meneliti kandungan informasi stock
repurchase. Tujuan lainnya adalah untuk menguji pengaruh pengumuman stock …

This paper shows that the distress of a firm, in the form of a price drop due to a contraction in
the earnings of the industry to which it belongs, is transmitted through the trading of mutual …

We use new data from SEC filings to investigate how S&P 500 firms execute their
openmarket repurchase programs. We find that smaller S&P 500 firms repurchase less …