Anomalous Price Behavior around Repurchase Tender Offers.

A-Tier
Journal: Journal of Finance
Year: 1990
Volume: 45
Issue: 2
Pages: 455-77

Authors (2)

Lakonishok, Josef (not in RePEc) Vermaelen, Theo (INSEAD)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper reports anomalous price behavior around repurchase tender offers. Buying shares before the expiration date of a repurchase tender offer and tendering to the firm produces, on average, abnormal returns of more than 9 percent over a period shorter than one week. In addition, the authors find that repurchasing companies experience economically and statistically significant abnormal returns in the two years after the repurchase. The upward price drift is mainly caused by the behavior of the small firms in the sample. Copyright 1990 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:45:y:1990:i:2:p:455-77
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29