The Share Repurchase Announcement Puzzle: Theory and Evidence

B-Tier
Journal: Review of Finance
Year: 2016
Volume: 20
Issue: 2
Pages: 725-758

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

Why is the mere announcement of an open-market share repurchase program, which involves no commitment to purchase shares, regarded as good news by the market? We develop a theoretical model to resolve this puzzle. The model predicts that firms with large underpricing can attract attention from speculators by announcing repurchases, and the subsequent trades from these speculators lead to value corrections. Firms with small underpricing, however, cannot attract attention by announcing repurchases, and these firms have to use costly share repurchases as a value-correcting signal. We then provide empirical evidence corroborating the predictions of the theoretical model.

Technical Details

RePEc Handle
repec:oup:revfin:v:20:y:2016:i:2:p:725-758.
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24