Share repurchase and stock price synchronicity

This paper explores the impact of open market share repurchases (OMR) on stock price synchronicity. We find that share repurchases significantly enhances the information content of stock prices, reflected in reduced price synchronicity. The mechanism includes repurchases drawing investor attention,...

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Main Authors: Chenghao Huang, Zhi Jin
Format: Article
Language:English
Published: Taylor & Francis Group 2024-04-01
Series:China Journal of Accounting Studies
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/21697213.2024.2336090
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author Chenghao Huang
Zhi Jin
author_facet Chenghao Huang
Zhi Jin
author_sort Chenghao Huang
collection DOAJ
description This paper explores the impact of open market share repurchases (OMR) on stock price synchronicity. We find that share repurchases significantly enhances the information content of stock prices, reflected in reduced price synchronicity. The mechanism includes repurchases drawing investor attention, encouraging more idiosyncratic information disclosures, and increasing media coverage. This effect is more pronounced in firms with high information asymmetry, those leveraging repurchases for reputation, or emphasizing R&D. Further analysis reveals that characteristics and execution of repurchase programmes impact differently.Overall, OMR acts as an effective signal, attracting attention from external market participants and improving the firm’s informational environment.
format Article
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institution DOAJ
issn 2169-7213
2169-7221
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publishDate 2024-04-01
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series China Journal of Accounting Studies
spelling doaj-art-ce2c68d016bd493484e0a9c758bb62f42025-08-20T02:58:46ZengTaylor & Francis GroupChina Journal of Accounting Studies2169-72132169-72212024-04-0112231133910.1080/21697213.2024.2336090Share repurchase and stock price synchronicityChenghao Huang0Zhi Jin1School of Economics and Management, Nanchang University, Nanchang, Jiangxi, ChinaSchool of Accounting, Southwestern University of Finance and Economics, Chengdu, Sichuan, ChinaThis paper explores the impact of open market share repurchases (OMR) on stock price synchronicity. We find that share repurchases significantly enhances the information content of stock prices, reflected in reduced price synchronicity. The mechanism includes repurchases drawing investor attention, encouraging more idiosyncratic information disclosures, and increasing media coverage. This effect is more pronounced in firms with high information asymmetry, those leveraging repurchases for reputation, or emphasizing R&D. Further analysis reveals that characteristics and execution of repurchase programmes impact differently.Overall, OMR acts as an effective signal, attracting attention from external market participants and improving the firm’s informational environment.https://www.tandfonline.com/doi/10.1080/21697213.2024.2336090Share repurchasestock price synchronicityinstitution reforminformation environment
spellingShingle Chenghao Huang
Zhi Jin
Share repurchase and stock price synchronicity
China Journal of Accounting Studies
Share repurchase
stock price synchronicity
institution reform
information environment
title Share repurchase and stock price synchronicity
title_full Share repurchase and stock price synchronicity
title_fullStr Share repurchase and stock price synchronicity
title_full_unstemmed Share repurchase and stock price synchronicity
title_short Share repurchase and stock price synchronicity
title_sort share repurchase and stock price synchronicity
topic Share repurchase
stock price synchronicity
institution reform
information environment
url https://www.tandfonline.com/doi/10.1080/21697213.2024.2336090
work_keys_str_mv AT chenghaohuang sharerepurchaseandstockpricesynchronicity
AT zhijin sharerepurchaseandstockpricesynchronicity