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Dividend Policy, Information Uncertainty, and the Distress Anomaly

https://doi.org/10.2139/ssrn.4781211
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(84)90030-8openalex-extracted
On interpreting security returns during the ex-dividend period
inferredcites →https://doi.org/10.1016/0304-405x(88)90059-1openalex-extracted
Earnings information conveyed by dividend initiations and omissions
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.frl.2010.12.003openalex-extracted
Endogenous leverage and expected stock returns
inferredcites →https://doi.org/10.1016/j.jacceco.2006.12.002openalex-extracted
Delisting returns and their effect on accounting-based market anomalies
inferredcites →https://doi.org/10.1016/j.jempfin.2019.08.005openalex-extracted
Information uncertainty and the pricing of liquidity
inferredcites →https://doi.org/10.1016/j.jfineco.2009.11.003openalex-extracted
A resolution of the distress risk and leverage puzzles in the cross section of stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2010.08.014openalex-extracted
Maxing out: Stocks as lotteries and the cross-section of expected returns
inferredcites →https://doi.org/10.1016/j.jfineco.2014.04.001openalex-extracted
Death and jackpot: Why do individual investors hold overpriced stocks?
inferredcites →https://doi.org/10.1016/j.jfineco.2014.10.010openalex-extracted
A five-factor asset pricing model
inferredcites →https://doi.org/10.1016/j.jfineco.2018.09.012openalex-extracted
Preference for Dividends and Return Comovement
inferredcites →https://doi.org/10.1016/s0304-405x(99)00019-7openalex-extracted
Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds
inferredcites →https://doi.org/10.1016/s1574-0102(03)01011-2openalex-extracted
Payout Policy
inferredcites →https://doi.org/10.1017/s0022109010000013openalex-extracted
Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks
inferredcites →https://doi.org/10.1046/j.1540-6261.2003.00617.xopenalex-extracted
Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex‐Dividend Pricing before and after Decimalization
inferredcites →https://doi.org/10.1086/673885openalex-extracted
Salience and Consumer Choice
inferredcites →https://doi.org/10.1093/rfs/hhl044openalex-extracted
Default Risk, Shareholder Advantage, and Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhp107openalex-extracted
Is Default Risk Negatively Related to Stock Returns?
inferredcites →https://doi.org/10.1093/rfs/hhu068openalex-extracted
Digesting Anomalies: An Investment Approach
inferredcites →https://doi.org/10.1093/rfs/hhx060openalex-extracted
Global Relation between Financial Distress and Equity Returns
inferredcites →https://doi.org/10.1093/rof/8.4.537openalex-extracted
Bankruptcy Prediction with Industry Effects
inferredcites →https://doi.org/10.1093/rof/rfab025openalex-extracted
The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds
inferredcites →https://doi.org/10.1111/0022-1082.00046openalex-extracted
Is the Risk of Bankruptcy a Systematic Risk?
inferredcites →https://doi.org/10.1111/0022-1082.00209openalex-extracted
Characteristics, Covariances, and Average Returns: 1929 to 1997
inferredcites →https://doi.org/10.1111/1540-6261.00539openalex-extracted
The Value Spread
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb03721.xopenalex-extracted
Dividend Policy and Financial Distress: An Empirical Investigation of Troubled NYSE Firms
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05110.xopenalex-extracted
Evidence of Predictable Behavior of Security Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-extracted
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-extracted
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00658.xopenalex-extracted
A Catering Theory of Dividends
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00693.xopenalex-extracted
Dividend Changes and the Persistence of Past Earnings Changes
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00831.xopenalex-extracted
Information Uncertainty and Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00885.xopenalex-extracted
Investor Sentiment and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01652.xopenalex-extracted
Financial Distress and the Cross‐section of Equity Returns
inferredcites →https://doi.org/10.1111/jofi.12143openalex-extracted
The Cross‐Section of Credit Risk Premia and Equity Returns
inferredcites →https://doi.org/10.1257/aer.98.5.2066openalex-extracted
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
inferredcites →https://doi.org/10.1287/mnsc.2018.3205openalex-extracted
Lottery-Related Anomalies: The Role of Reference-Dependent Preferences
inferredcites →https://doi.org/10.2139/ssrn.1262416openalex-extracted
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.2139/ssrn.2086475openalex-extracted
The Global Relation between Financial Distress and Equity Returns
inferredcites →https://doi.org/10.2139/ssrn.2636610openalex-extracted
Lottery-Related Anomalies: The Role of Reference-Dependent Preferences
inferredcites →https://doi.org/10.2139/ssrn.2961979openalex-extracted
Replicating Anomalies
inferredcites →https://doi.org/10.2139/ssrn.464843openalex-extracted
Investor Sentiment and the Cross-Section of Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.649421openalex-extracted
Stocks as Lotteries: the Implications of Probability Weighting for Security Prices
inferredcites →https://doi.org/10.2139/ssrn.870063openalex-extracted
Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks
inferredcites →https://doi.org/10.2139/ssrn.895729openalex-extracted
Default Risk, Shareholder Advantage, and Stock Returns*
inferredcites →https://doi.org/10.2139/ssrn.98678openalex-extracted
Characteristics, Covariances, and Average Returns: 1929-1997
inferredcites →https://doi.org/10.2307/2330115openalex-extracted
Homogeneous Groups and the Testing of Economic Hypotheses
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