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Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits

Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of Banking & Finance 32 (2008) 5, pp. 643-653

We compare the long run reaction to anticipated and surprise information announcements using stock splits. Although there is underreaction in both cases, anticipated splits are treated differently to those that are unforeseen. After anticipated splits, cumulative abnormal returns peak at...

Persistent link: https://www.econbiz.de/10005213768

Surprise vs anticipated information announcements : are prices affected differently? An investigation in the context of stock splits

Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-653

Persistent link: https://www.econbiz.de/10003702578

Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits

Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-653

Persistent link: https://www.econbiz.de/10007995472

Surprise vs. Anticipated Information Announcements : Are Prices Affected Differently? An Investigation in the Context of Stock Splits

Hwang, Soosung - 2011

Persistent link: https://www.econbiz.de/10012714431

Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits

Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-654

Persistent link: https://www.econbiz.de/10008883959