Michael S. Rozeff

13 catalog papers. Name-matched publications do not establish a verified researcher identity.

School of Management, University at Buffalo SUNY

Publications

• Long-run Performance after Stock Splits: 1927 to 1996 — The Journal of Finance 2003
• Record Date, When-Issued, and Ex-DateEffects in Stock Splits — Journal of Financial and Quantitative Analysis 2001
• Overreaction and Insider Trading: Evidence from Growth and Value Portfolios — The Journal of Finance 1998
• Stock Splits: Evidence from Mutual Funds — The Journal of Finance 1998
• Price Adjustment Delays and Arbitrage Costs: Evidence from the Behavior of Convertible Preferred Prices — Journal of Financial and Quantitative Analysis 1995
• Ratings, Commercial Paper, and Equity Returns — The Journal of Finance 1994
• The wealth effects of company initiated management changes — Journal of Financial Economics 1987
• Size and Earnings/Price Ratio Anomalies: One Effect or Two? — Journal of Financial and Quantitative Analysis 1984
• The economic determinants of the market reaction to proposed mandatory accounting changes in the oil and gas industry: A cross-sectional analysis — Journal of Accounting and Economics 1981
• THE SUPERIORITY OF ANALYST FORECASTS AS MEASURES OF EXPECTATIONS: EVIDENCE FROM EARNINGS — The Journal of Finance 1978
• The Association between Firm Risk and Wealth Transfers Due to Inflation — Journal of Financial and Quantitative Analysis 1977
• Capital market seasonality: The case of stock returns — Journal of Financial Economics 1976
• Money and stock prices — Journal of Financial Economics 1974