… Manjeet S. Dhatt is an assistant professor of finance at the University of Wisconsin at Green
… Furthermore, our results indicate that for Korean stocks, B/M and S/P are more reliable mea…

We investigated whether an exploitable value premium existed for stocks in the Russell 2000
Index, the commonly used US small-cap benchmark, in the 1979–97 period. For portfolios …

This study examines relations between stock returns and potential explanatory factors in
Korea, an important and segmented emerging market. Our results show that Korean stock …

Studies of Korean rights issues find large positive abnormal returns for several months
around rights issue announcements, in contrast to the negative abnormal returns generally …

We determined whether there is a significant value premium for a broad cross-section of
tradable US stocks, examined the relative efficiency of individual value measures, and …

We compare ninety-nine 1985 IPO firms with a matched sample of “seasoned” firms. The IPO
firms were more efficient and profitable, yet exhibited declining market-to-book-equity ratios …

There is evidence of excess returns around stock dividend ex-days in the US Since the ex-date
is known in advance, excess returns around this day imply a pricing anomaly. Some …

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This paper tests the prediction of the tax‐option hypothesis that the market impact of stock
splits would be reduced by the 1986 Tax Reform Act which eliminated the difference between …

There is evidence of excess returns around stock dividend ex-days in the US Since the ex-date
is known in advance, excess returns around this day imply a pricing anomaly. Some …