Stock splits : implications for investor trading costs
Year of publication: |
2003
|
---|---|
Authors: | Gray, Stephen ; Smith, Tom ; Whaley, Robert E. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 10.2003, 3, p. 271-303
|
Subject: | Aktiensplit | Stock split | Geld-Brief-Spanne | Bid-ask spread | USA | United States | 1993-1996 |
-
Stock splits, broker promotion, and decimalization
Kadapakkam, Palani-Rajan, (2005)
-
Did decimalization hurt institutional investors?
Chakravarty, Sugato, (2005)
-
Stock splits and liquidity : evidence from American depository receipts
Jiang, Christine X., (2002)
- More ...
-
Stock splits : implications for models of the bid/ask spread
Gray, Stephen, (1996)
-
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B., (2000)
-
Innovations : Valuing S&P 500 Bear Market Warrants with a Periodic Reset
Gray, Stephen, (1998)
- More ...