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Bibliografias temáticas / Seasoned equity offerings (SEO)

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Literatura científica selecionada sobre o tema "Seasoned equity offerings (SEO)"

Autor: Grafiati

Publicado: 4 de junho de 2021

Última modificação: 4 de fevereiro de 2022

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Artigos de revistas sobre o assunto "Seasoned equity offerings (SEO)"

1

Perdana, Djaja. "KINERJA SAHAM DI SEPUTAR SEASONED EQUITY OFFERINGS (SEO)." Wahana 11, no. 1 (2009): 15–29. http://dx.doi.org/10.35591/whn.v11i1.8.

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This research aims to investigate the market reaction to seasoned equity offerings (SEO). This research was conducted at Jakarta Stock Exchange over 2000-2002 using 77 emitens based on purposive sampling. Paired sample t-test is used in testing return, abnormal return and trading volume activity surronding seasoned equity offerings (SEO) announcement (t-5 until t+5). The result of the all analysis shows that there are no significant average return, abnormal return and trading volume activity surrounding seasoned equity offerings (SEO).Keywords: Seasoned Equity Offerings, Return, Abnormal Retur

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2

HAN, YAN, XIN CUI, ZHIMIN HUANG, and ALLAN ASHLEY. "MANIPULATION AND EQUILIBRIUM AROUND SEASONED EQUITY OFFERINGS." International Journal of Information Technology & Decision Making 10, no. 05 (2011): 771–92. http://dx.doi.org/10.1142/s0219622011004609.

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There exists a widely held belief that informed investors manipulate stock prices prior to seasoned equity offerings (SEO). Contrary to this assertion, a model is developed, which demonstrates there is significant evidence that informed investors not to manipulate trading prior to a SEO. Furthermore, there is an arguement that informed investors to trade the stock in the same direction indicated by their private information. In addition, the model is consistent with previous empirical evidence. Previous literature heavily relies on the Gerard and Nanda (1993) model. The model allows for more t

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3

Gustafson, Matthew T. "Price Pressure and Overnight Seasoned Equity Offerings." Journal of Financial and Quantitative Analysis 53, no. 2 (2018): 837–66. http://dx.doi.org/10.1017/s0022109017001181.

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Between 2009 and 2014, 75% of seasoned equity offerings (SEOs) were announced and issued overnight, compared to 27% between 2000 and 2008. Overnight issuers obtain a higher SEO offer price because they experience more favorable pre-offer returns. Consistent with these favorable returns being due to the avoidance of pre-issue selling pressure, non-overnight issuers experience a 2.5% pre-issue stock-price decline that reverses within 7 days. This post-issue reversal is increasing in SEO offer size and bigger following large pre-issue price declines. In contrast, returns following overnight offer

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4

Perdana, Djaja. "DETEKSI MANAJEMEN LABA MELALUI PERBEDAAN NILAI ABSOLUT AKRUAL DISKRESIONER SEPUTAR SEASONED EQUITY OFFERINGS." Jurnal Economia 14, no. 1 (2018): 54. http://dx.doi.org/10.21831/economia.v14i1.18397.

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Abstrak: Deteksi Manajemen Laba Melalui Perbedaan Nilai Absolut Akrual Diskresioner Seputar Seasoned Equity Offerings. Penelitian ini bertujuan mendeteksi praktik manajemen laba pada perusahaan yang melakukan aksi Seasoned Equity Offerings. Pendeteksian manajemen laba dilakukan melalui pengujian perbedaan nilai absolut akrual diskresioner sebelum dan sesudah aksi Seasoned Equity Offerings (SEO). Penelitian ini melibatkan total 201 data observasi dari 67 sampel perusahaan yang terdaftar di Bursa Efek Indonesia yang melakukan Seasoned Equity Offerings selama periode 2008-2013 dan dipilih melalui

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5

Wu, Ching-Chih, and Tung-Hsiao Yang. "Insider Trading and Institutional Holdings in Seasoned Equity Offerings." Journal of Risk and Financial Management 11, no. 3 (2018): 53. http://dx.doi.org/10.3390/jrfm11030053.

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We investigate three issues about the impact of insider trades and institutional holdings on seasoned equity offerings (SEOs). First, we test how insider trades affect the trading behavior of institutional investors in SEOs. Second, we test whose trading behavior, either insiders or institutional investors, has greater explanatory power for the performance of SEO firms after issuing new stocks. Third, we analyze the industry-wide spillover effects of insider trades and institutional holdings. Empirically, we find that insiders and institutional investors of SEO firms may utilize similar inform

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6

Happ, Christian, and Dirk Schiereck. "Seasoned equity offerings and corporate governance in Europe." Journal of European Real Estate Research 10, no. 2 (2017): 170–94. http://dx.doi.org/10.1108/jerer-05-2016-0019.

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Purpose This paper aims to analyze the effects on shareholder value caused by the announcement of seasoned equity offerings (SEOs) by real estate firms from 12 European countries. Design/methodology/approach A 4-factor model event study is conducted to assess the impact of SEO announcements on firm value. Additionally, a cross-sectional regression is run to identify factors that aggravate or mitigate the documented announcement effects. Findings Significant wealth losses of −1 per cent are found on the announcement day of an SEO. However, firms with good corporate governance and a low probabil

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7

Huang, Rongbing, and Donghang Zhang. "Managing Underwriters and the Marketing of Seasoned Equity Offerings." Journal of Financial and Quantitative Analysis 46, no. 1 (2010): 141–70. http://dx.doi.org/10.1017/s0022109010000712.

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AbstractUsing a sample of 2,281 seasoned equity offerings (SEOs) from 1995 to 2004, we show that the marketing of securities is important to issuers. The number of managing underwriters for an SEO is negatively related to the offer price discount, especially when the relative offer size is large and the stock return volatility is high. Larger investor networks of comanaging underwriters also lower offer price discounts. We argue that the evidence is supportive of the marketing hypothesis: The underwriters’ marketing efforts can lower the offer price discount by shifting up and flattening the d

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8

Violetta, Vinny, and Jenjang Sri Lestari. "PENGARUH KONSERVATISME AKUNTANSI TERHADAP ABNORMAL RETURN SAHAM PADA SAAT PENGUMUMAN SEASONED EQUITY OFFERINGS." MODUS 27, no. 1 (2016): 77. http://dx.doi.org/10.24002/modus.v27i1.570.

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This study aims to determine the efect of conservatism against abnormal stock returns during the announcement of Seasoned Equity Oferings (SEO) companies listed on the Stock Exchange. Tis study was conducted to see the efect of accounting conservatism towards abnormal return during the announcement of SEO. Tis study also uses the control variables of size and leverage. The sample in this company using the 39 companies listed on the Stock Exchange and ofering additional shares during 2011-2013. Results from the study showed that conservatism has a signifcant positive efect on abnormal stock ret

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9

Huang, Han-Ching, and Hsiu-Hsin Chiu. "Insider Trading and the Classification of Seasoned Equity Offerings: Evidence from Taiwan." International Journal of Economics and Finance 9, no. 5 (2017): 58. http://dx.doi.org/10.5539/ijef.v9n5p58.

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This paper investigates whether insider purchasing or selling before Season equity offerings (SEO) announcement have the impact on the cumulative abnormal returns (CAR) around SEO announcement in Taiwan. We find that there are negative announcement effects around the SEO announcement, which is not consistent with the argument that there are usually positive announcement effects around the SEO announcement in Taiwan. Moreover, long-run abnormal returns following SEOs are negative. Therefore, the motivation of SEO has changed from investment to overvaluation.. Although there is net buying prior

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10

ERVINA, NANCY IKA, and MUSDHOLIFAH MUSDHOLIFAH. "Analisis Kinerja Keuangan PT. BNI (Persero) Tbk Sebelum dan Sesudah Melakukan Seasoned Equity Offerings." BISMA (Bisnis dan Manajemen) 3, no. 1 (2018): 34. http://dx.doi.org/10.26740/bisma.v3n1.p34-48.

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Seasoned equity offering (SEO) is done by public company which need seasoned loan to costing operational activities and invest. Except to costing operational activities and invest a company, this offering can used to looking for seasoned loan to pay company loan. The aim of this study is to analyze financial performance of PT. BNI (Persero) Tbk before and after seasoned equity offering (SEO) with CAMELS (Capital, Assets Quality, Management, Equity, Liquidity, dan Sensitivity) measurement. This research represent descriptive which purposed to collect information about exist symptom. This resear

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