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The testing of efficient market hypotheses : a study of Indian pharmaceutical industry
Kumar, Abhay; Soni, Rashmi; Hawaldar, Iqbal Thonse; … - In: International journal of economics and financial issues … 10 (2020) 3, pp. 208-216
Persistent link: https://www.econbiz.de/10012215902
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Stock split : a test of market efficiency on Indian stocks (2001 - 2013)
Bodhanwala, Ruzbeh J. - In: Global business review 16 (2015) 5, pp. 112-124
Persistent link: https://www.econbiz.de/10011410337
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Effect of stock splits on CNX 100 firms : test of efficiency in Indian Stock Market
Kumari, Raghu; Pachauri, Mayank - In: The empirical economics letters : a monthly … 17 (2018) 6, pp. 727-734
Persistent link: https://www.econbiz.de/10011913424
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Kapitalmarktreaktionen auf Nennwertumstellungen
Wulff, Christian - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001550498
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Rentabilidad y liquidez alrededor de la fecha de desdoblamiento de las acciones
Gómez-Sala, Juan Carlos - In: Investigaciones económicas 25 (2001) 1, pp. 171-202
Persistent link: https://www.econbiz.de/10002171122
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Long-run performance after stock splits : 1927 to 1996
Byun, Jinho; Rozeff, Michael S. - In: The journal of finance : the journal of the American … 58 (2003) 3, pp. 1063-1085
Persistent link: https://www.econbiz.de/10001762589
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Causes and consequences of the relation between split-adjusted share prices and subsequent stock returns
Brown, William D.; Pfeiffer, Ray J. - In: Journal of business finance & accounting : JBFA 34 (2007) 1/2, pp. 292-312
Persistent link: https://www.econbiz.de/10003432225
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Selected applications of Grey Models in stock price prediction
Škrinjarić, Tihana; Čižmešija, Mirjana - In: Recent applications of financial risk modelling and …, (pp. 346-362). 2021
Persistent link: https://www.econbiz.de/10012303980
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Daily short selling around reverse stock splits
Blau, Benjamin; Cox, Justin S.; Griffith, Todd; Voges, Ryan - In: Journal of financial markets 65 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014466318
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Stock split rule changes and stock liquidity : evidence from Bursa Malaysia
Tabibian, S. Amir; Zhang, Zhaoyong; Abdollah Ah Mand - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-16
We test the impact of stock split rule changes on liquidity behavior in Bursa Malaysia during 2004-2020. Using event study methodology, this study examines stock liquidity on and around stock split days through three subperiods of study, including the first (2004-2006), second (2007-2009), and...
Persistent link: https://www.econbiz.de/10012628112