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Journal of Banking & Finance Vol. 31 No. 9 2007

Do managers time the market? Evidence from open-market share repurchases

Konan Chan1,2; David L. Ikenberry3; Inmoo Lee4

1 National Taiwan University · 2 University of Hong Kong · 3 University of Illinois Urbana-Champaign · 4 National University of Singapore

Abstract

A contentious debate exists over whether executives possess market timing skills when announcing certain corporate transactions. Pseudo-market timing, however, has recently emerged as an important alternative hypothesis as to why the appearance of timing might be evident when, in fact, none exists. We reconsider this debate in the context of share repurchases. Consistent with prior studies, we also report evidence of abnormal stock performance following buyback announcements. Pseudo-market timing, however, does not appear to be a viable explanation. Our results are more consistent with the notion that managers possess timing ability, at least in the context of share repurchases.

DOI
10.1016/j.jbankfin.2006.09.017
Volume
31
Issue
9
Pages
2673-2694
Language
en
Sources
openalex crossref bibtex:phds-export.bib

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