5
H index
3
i10 index
73
Citations
Howard University | 5 H index 3 i10 index 73 Citations RESEARCH PRODUCTION: 13 Articles RESEARCH ACTIVITY: 25 years (1994 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmu699 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sandip Mukherji. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
The International Journal of Business and Finance Research | 4 |
Global Finance Journal | 3 |
Pacific-Basin Finance Journal | 3 |
Year | Title of citing document |
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Year | Title | Type | Cited |
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1997 | Did the 1986 Tax Reform Act Affect Market Reactions to Stock Splits?: A Test of the Tax-Option Hypothesis. In: The Financial Review. [Citation analysis] | article | 1 |
1997 | The effect of stock splits on the ownership structure of firms In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 22 |
2008 | Relations between portfolio returns and market multiples In: Global Finance Journal. [Full Text][Citation analysis] | article | 7 |
1996 | Is the stock dividend ex-day effect due to market microstructure?: Contrary evidence from Korea In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
1997 | The role of stock dividends in Korea In: Global Finance Journal. [Full Text][Citation analysis] | article | 4 |
1994 | Japanese stock price reactions to stock dividend distributions In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
1995 | Japanese stock price reactions to stock dividend distributions.(1995) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
1996 | Seasoned equity issues: The Korean experience In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 17 |
2011 | Are stock returns still mean-reverting? In: Review of Financial Economics. [Full Text][Citation analysis] | article | 16 |
2018 | FLEXIBLE OPTIMAL MODELS FOR PREDICTING STOCK MARKET RETURNS In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] | article | 0 |
2019 | EMPIRICAL EVIDENCE ON BITCOIN RETURNS AND PORTFOLIO VALUE In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] | article | 0 |
2011 | THE CAPITAL ASSET PRICING MODEL’S RISK-FREE RATE In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] | article | 5 |
2013 | Explanatory Factors for Market Multiples and Expected Returns In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] | article | 0 |
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