This article tries to explain the impact of corporate action (Stock splits) on stock price in India, which ex …

This article analyses the corporate (stock split) announcement impact on stock price behaviour in India by using 10 …

This paper examines the impact of stock splits on liquidity in the Chinese stock market. Liquidity can be generally … costs and liquidity improvement. Using a GAM model, we find that stock splits positively affect stock liquidity between 1996 …

This paper investigates how the stock market reacts to firm level liquidity shocks. We find that negative and … persistent liquidity shocks not only lead to lower contemporaneous returns, but also predict negative returns for up to six … months in the future. Long-short portfolios sorted on past liquidity shocks generate a raw and risk-adjusted return of more …

markets with South Africa as the central hub motivated by a wish to attract foreign investment and increase liquidity. However …, little attention has been paid to issues regarding migration of liquidity and loss of the price discovery mechanism in a … market to be fully integrated with South Africa. Several established liquidity constructs are compared to determine their …