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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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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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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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True returns : adjusting stock prices for cash dividends and stock splits
Felton, James M.; Jain, Pawan - In: Advances in financial education : journal of the … (2019), pp. 192-205
Persistent link: https://www.econbiz.de/10012302473
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The Equity Share in New Issues and Aggregate Stock Returns
Baker, Malcolm P. - 2013
The share of equity issues in total new equity and debt issues is a strong predictor of U.S. stock market returns between 1928 and 1997. In particular, firms issue relatively more equity than debt just before periods of low market returns. The equity share in new issues has stable predictive...
Persistent link: https://www.econbiz.de/10013091969
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Stock split, unseasoned equity offering, and firm value : evidence from the Korean stock market
Chung, Chune Young; Ju, Kangjin; Ryu, Doojin - In: Investment management and financial innovations 13 (2016) 3, pp. 105-109
Persistent link: https://www.econbiz.de/10011666627
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Stock split announcement and return volatility : evidence from Malaysia
Tabibian, S. Amir; Zhang, Zhaoyong - In: Journal of economic research 23 (2018) 3, pp. 265-290
Persistent link: https://www.econbiz.de/10011950657
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Stock Splits and Attracting Attention : Are Investors Buying Abnormally More Around Stock Split Announcements?
Papiashvili, Nino - 2019
In this research I study whether stock splits attract market's attention by exploring how investors are trading around event announcement dates. By employing high frequency intraday trading data from NYSE Trades and Quotes (TAQ) database I compute net abnormal buying around split announcements....
Persistent link: https://www.econbiz.de/10012897831
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The impact of regulation FD on the information environment : evidence from the stock market response to stock split announcements
Eng, Li Li; Ha, Joohyung; Nabar, Sandeep - In: Review of quantitative finance and accounting 43 (2014) 4, pp. 829-853
Persistent link: https://www.econbiz.de/10010490987