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Dangers in Data Adjustment: The Case of Rights Issues and Returns

Partington, G.; Chu, H. T (Blackwell Publishing, 2006)

In this paper we alert researchers to the potential for unrecognised errors in using adjusted price and daily return data. This problem is illustrated by considering the case of ex-rights price adjustments. We present ...
A Note on Transaction Costs and the Interpretation of Dividend Drop-off Ratios

Walker, S.; Partington, G. (Blackwell Publishing, 2006)

In a recent edition of this Journal, Bartholdy and Brown (1999) presented an analysis of the ex-dividend share price behaviour of shares listed on the New Zealand Stock Exchange. The authors conclude that their results ...
Predicting Return Outcomes to Shareholders from Companies Entering Chapter 11 Bankruptcy

Russel, P. S; Partington, G.; Torbey, V.; Stevenson, M. J (Emerald Group Publishing, 2004)

In this paper we develop a model for predicting whether shareholders either lose all their investment, or receive some value, on a firm's exit from Chapter 11 bankruptcy proceedings. Using both firm-specific and market-wide ...

Now showing items 1-3 of 3