Works matching DE "STOCK splitting"

Results: 236

Determinants of Stock Splits' Ex-Date Returns: Empirical Evidence from Indonesian Stock Market.

Published in:

Pertanika Journal of Social Sciences & Humanities, 2020, v. 28, n. 2, p. 1539

By:

Hendra, Edwin;
Handoko, Bambang Leo;
Ariyanto, Stefanus

Publication type:

Article

The "Magic Action" of Stock Splits: Evidence from the Warsaw Stock Exchange 2003--2017.

Published in:

Central European Management Journal, 2020, v. 28, n. 1, p. 66, doi. 10.7206/cemj.2658-0845.16

By:

Podgórski, Błażej;
Pasierbek, Krzysztof

Publication type:

Article

Expropriation.

Published in:

Emerging Markets Finance & Trade, 2008, v. 44, n. 1, p. 5, doi. 10.2753/REE1540-496X440101

By:

Hongbo Pan;
Xinping Xia;
Minggui Yu

Publication type:

Article

STOCK SPLIT AND GROUPINGS IN THE ELECTRICITY SECTOR AND THEIR INFLUENCE ON TRADED VOLUME, PRICE AND YIELD.

Published in:

Revista de Administração da UEG, 2020, v. 11, n. 2, p. 111

By:

da Silva, Alexandre;
Kirch, Guilherme

Publication type:

Article

An Empirical Examination of the Applicability of Adopting the AICPA and NYSE Regulations on Free Share Distributions in the U.K.

Published in:

Journal of Accounting Research (Wiley-Blackwell), 1973, v. 11, n. 1, p. 16, doi. 10.2307/2490278

By:

FIRTH, MICHAEL A.

Publication type:

Article

A Test of the AICPA Differentiation Between Stock Dividends and Stock Splits.

Published in:

Journal of Accounting Research (Wiley-Blackwell), 1971, v. 9, n. 2, p. 367, doi. 10.2307/2489940

By:

CHOTTINER, SHERMAN;
YOUNG, ALLAN

Publication type:

Article

An Examination of Event Dependency and Structural Change in Security Pricing Models.

Published in:

Journal of Financial & Quantitative Analysis, 1985, v. 20, n. 3, p. 315, doi. 10.2307/2331033

By:

Brown, Keith C.;
Lockwood, Larry J.;
Lummer, Scott L.

Publication type:

Article

Are Stock Splits Credible Signals? Evidence from Short-Interest Data.

Published in:

Financial Management (Wiley-Blackwell), 2002, v. 31, n. 1, p. 31, doi. 10.2307/3666320

By:

Kadiyala, Padma;
Vetsuypens, Michael R.

Publication type:

Article

CAN STOCK SPLITS GENERATE ABNORMAL STOCK PERFORMANCE IN POST-CRISIS ERA? EVIDENCE FROM THE NEW YORK STOCK EXCHANGE.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2012, n. 271, p. 237

By:

Rudnicki, Józef

Publication type:

Article

IMPACT OF STOCK SPLITS ON TRADING LIQUIDITY - EVIDENCE FROM THE NEW YORK STOCK EXCHANGE.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2012, n. 261, p. 360

By:

Rudnicki, Józef

Publication type:

Article

The Price Impact of Reverse Splits.

Published in:

Financial Analysts Journal, 1979, v. 35, n. 1, p. 63, doi. 10.2469/faj.v35.n1.63

By:

Radcliffe, Robert C.;
Gillespie, William B.

Publication type:

Article

Useless Paper Work.

Published in:

Financial Analysts Journal, 1970, v. 26, n. 5, p. 48, doi. 10.2469/faj.v26.n5.48

By:

Carret, Philip L.

Publication type:

Article

FINANCIAL ANALYSTS DIGEST.

Published in:

Financial Analysts Journal, 1966, v. 22, n. 6, p. 153

By:

Kahn, Irving;
Kahn, Alan R.

Publication type:

Article

Bias in the DJIA Caused by Stock Splits.

Published in:

Financial Analysts Journal, 1966, v. 22, n. 6, p. 90, doi. 10.2469/faj.v22.n6.90

By:

Carter, E. Eugene;
Cohen, Kalman J.

Publication type:

Article

The Dow-Jones Industrial Average Re-examined.

Published in:

Financial Analysts Journal, 1966, v. 22, n. 6, p. 83, doi. 10.2469/faj.v22.n6.83

By:

Milne, Robert D.

Publication type:

Article

STOCK SPLITS ANNOUNCEMENT EFFECT ON SHARE PRICES: EVIDENCE FROM NIFTY 100 COMPANIES.

Published in:

CLEAR International Journal of Research in Commerce & Management, 2021, v. 12, n. 3, p. 22

By:

PAL, PARUL;
V. K., PARVATHY

Publication type:

Article

STOCK SPLITS AND LIQUIDITY FOR TWO MAJOR CAPITAL MARKETS FROM CENTRAL-EASTERN EUROPE.

Published in:

Business, Management & Education / Verslas, Vadyba ir Studijos, 2012, v. 10, n. 2, p. 145, doi. 10.3846/bme.2012.11

By:

Rudnicki, óJzef

Publication type:

Article

Risk Measurement for Event-Dependent Security Returns.

Published in:

Journal of Business & Economic Statistics, 1988, v. 6, n. 1, p. 43, doi. 10.2307/1391416

By:

Lockwood, Larry J.;
Kadiyala, K. Rao

Publication type:

Article

The Implications of Using Stock-Split Adjusted I/B/E/S Data in Empirical Research.

Published in:

Accounting Review, 2003, v. 78, n. 4, p. 1049, doi. 10.2308/accr.2003.78.4.1049

By:

Payne, Jeff L.;
Thomas, Wayne B.

Publication type:

Article

Investor Sentiment and Return Comovements: Evidence from Stock Splits and Headquarters Changes*.

Published in:

Review of Finance, 2013, v. 17, n. 3, p. 921, doi. 10.1093/rof/rfs010

By:

Kumar, Alok;
Page, Jeremy K.;
Spalt, Oliver G.

Publication type:

Article

Skewness preference and the measurement of abnormal returns.

Published in:

Applied Economics, 2007, v. 39, n. 6, p. 739, doi. 10.1080/00036840500439077

By:

Mishra, Suchismita;
Prakash, Arun J.;
Karels, Gordon V.;
Pactwa, Therese E.

Publication type:

Article

Price and tick size preferences in trading activity changes around stock split executions.

Published in:

Spanish Economic Review, 2005, v. 7, n. 2, p. 111, doi. 10.1007/s10108-005-0096-8

By:

Yagüe, José;
Gómez-Sala, J.

Publication type:

Article

Workup.

Published in:

Review of Economic Design, 2014, v. 18, n. 1, p. 37, doi. 10.1007/s10058-013-0153-y

By:

Pancs, Romans

Publication type:

Article

Reverse stock splits in the biotechnology industry: An effectuation approach.

Published in:

Journal of Commercial Biotechnology, 2015, v. 21, n. 1, p. 3, doi. 10.5912/jcb677

By:

Wei Wu;
Couch, Robert;
Yulianto Suharto;
Ahn, Mark J.

Publication type:

Article

Washington Jade update.

Published in:

Gems & Gemology, 2022, v. 58, n. 1, p. 92

By:

Hogarth, Erin

Publication type:

Article

A Study on "Implications of Stock Splits in India".

Published in:

Special Education, 2022, v. 1, n. 43, p. 9964

By:

Rane, Prabhakar U.

Publication type:

Article

Do Market Makers Suffer from Splitting Headaches?

Published in:

Journal of Financial Services Research, 2000, v. 17, n. 2, p. 105, doi. 10.1023/A:1008119513111

By:

Huang, Roger D.;
Weingartner, H. Martin

Publication type:

Article

Impact of Share Splits on Stock Returns: Evidences from India.

Published in:

Vision (09722629), 2019, v. 23, n. 4, p. 432, doi. 10.1177/0972262919868130

By:

Pandow, Bilal Ahmad;
Butt, Khurshid Ahmad

Publication type:

Article

The Meaning of Stock Splits.

Published in:

Journal of Financial Planning, 2000, v. 13, n. 5, p. 46

By:

Riepe, Mark W.

Publication type:

Article

A Split-Dollar 'Road Map'

Published in:

Journal of Financial Planning, 1995, v. 8, n. 3, p. 105

By:

Brody, Lawrence

Publication type:

Article

The effects of stock splits on the ownership mix of a firm.

Published in:

Review of Financial Economics, 1993, v. 3, n. 1/2, p. 70, doi. 10.1002/j.1873-5924.1993.tb00573.x

By:

Powell, Gary E.;
Baker, H. Kent

Publication type:

Article

Number Processing Constraints and Earnings News.

Published in:

Management Science, 2025, v. 71, n. 3, p. 2413, doi. 10.1287/mnsc.2023.01722

By:

Karolyi, Stephen;
Ruchti, Thomas;
Truong, Phong

Publication type:

Article

Investors Perception about Different Corporate Actions.

Published in:

Anvesha, 2015, v. 8, n. 2, p. 1

By:

Kumar, P. Praveen;
Kasilingam, R.

Publication type:

Article

Impact of Stock Splits on Stock Returns and Liquidity of the Selected Firms: A Study from NSE.

Published in:

Journal of Mines, Metals & Fuels, 2022, v. 70, n. 8A, p. 207, doi. 10.18311/jmmf/2022/32043

By:

K. P., Hemanth Kumar;
R., Shashidhar;
Paramashivaiah, P.

Publication type:

Article

Dynamic risk adjustment in long-run event study tests.

Published in:

Applied Economics, 2024, v. 56, n. 6, p. 744, doi. 10.1080/00036846.2023.2287554

By:

Yao Han;
Kolari, James W.;
Pynnonenc, Seppo

Publication type:

Article

CEO incentive compensation and stock liquidity.

Published in:

Review of Quantitative Finance & Accounting, 2019, v. 53, n. 4, p. 1069, doi. 10.1007/s11156-018-0775-9

By:

Feng, Hongrui;
Yan, Shu

Publication type:

Article

Corporate social responsibility and stock split.

Published in:

Review of Quantitative Finance & Accounting, 2019, v. 53, n. 2, p. 575, doi. 10.1007/s11156-018-0759-9

By:

Harjoto, Maretno A.;
Kim, Dongshin;
Laksmana, Indrarini;
Walton, Richard C.

Publication type:

Article

The impact of nominal stock price on ex-dividend price responses.

Published in:

Review of Quantitative Finance & Accounting, 2017, v. 48, n. 4, p. 939, doi. 10.1007/s11156-016-0574-0

By:

Jakob, Keith;
Whitby, Ryan

Publication type:

Article

The impact of regulation FD on the information environment: evidence from the stock market response to stock split announcements.

Published in:

Review of Quantitative Finance & Accounting, 2014, v. 43, n. 4, p. 829, doi. 10.1007/s11156-013-0394-4

By:

Eng, Li;
Ha, Joohyung;
Nabar, Sandeep

Publication type:

Article

The implied intra-day probability of informed trading.

Published in:

Review of Quantitative Finance & Accounting, 2014, v. 42, n. 2, p. 357, doi. 10.1007/s11156-013-0345-0

By:

Kumar, Raman;
Popescu, Marius

Publication type:

Article

The performance of stocks that are reverse split.

Published in:

Review of Quantitative Finance & Accounting, 2008, v. 30, n. 3, p. 253, doi. 10.1007/s11156-007-0052-9

By:

Martell, Terrence;
Webb, Gwendolyn

Publication type:

Article

Do stock splits signal future profitability?

Published in:

Review of Quantitative Finance & Accounting, 2006, v. 26, n. 4, p. 347, doi. 10.1007/s11156-006-7437-z

By:

Huang, Gow-Cheng;
Liano, Kartono;
Pan, Ming-Shiun

Publication type:

Article

Rationality of stock splits: The target-price habit hypothesis.

Published in:

Review of Quantitative Finance & Accounting, 2000, v. 14, n. 1, p. 67, doi. 10.1023/A:1008380124327

By:

So, Raymond W.;
Yiuman Tse

Publication type:

Article

Microstructure and Reverse Stock Splits.

Published in:

Review of Quantitative Finance & Accounting, 1995, v. 5, n. 2, p. 169, doi. 10.1007/BF01075174

By:

Chuan Yang Hwang

Publication type:

Article

A Microstructure Examination of Trading Activity Following Stock Splits.

Published in:

Review of Quantitative Finance & Accounting, 1995, v. 5, n. 1, p. 27, doi. 10.1007/BF01074850

By:

Ferris, Stephen P.;
Chuan-Yang Hwang;
Sarin, Atulya

Publication type:

Article

Recalculate Without Recomputing.

Published in:

Computational Economics, 2024, v. 64, n. 6, p. 3279, doi. 10.1007/s10614-024-10558-9

By:

Dias Curto, José

Publication type:

Article

Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression.

Published in:

Computational Economics, 2023, v. 61, n. 4, p. 1765, doi. 10.1007/s10614-022-10266-2

By:

Li, Yushu;
Karlsson, Hyunjoo Kim

Publication type:

Article

Accounting for Stock Dividends and Stock Splits: Corrections to Textbook Coverage.

Published in:

Issues in Accounting Education, 1998, v. 13, n. 1, p. 1

By:

Foster III, Taylor W.;
Scribner, Edmund A.

Publication type:

Article

Stock Dividends vs. Stock Splits: Normative vs. Descriptive Approaches to Accounting Education.

Published in:

Issues in Accounting Education, 1986, v. 1, n. 1, p. 123

By:

Monahan, Thomas F.;
Schwartz, Bill N.

Publication type:

Article

Post-Issue of Sustainability Report: Does Market Valuation Improve?

Published in:

International Journal of Economics & Management, 2023, v. 17, n. 1, p. 77, doi. 10.47836/ijeam.17.1.06

By:

SUMARTA, NURMADI HARSA;
AMIDJAYA, PRIHATNOLO GANDHI;
PRABOWO, MUHAMMAD AGUNG;
MULYANINGSIH, TRI

Publication type:

Article