SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The effect of Canadian stock splits, stock dividends, and reverse splits on the value of the firm
15 references·2 citing·42 second hop
The effect of Canadian stock splits, stock dividends, and reverse splits on the value of the firm (1997)The effect of Canadian stock splits, stoc…TRADING PATTERNS OF SMALL AND LARGE TRADERS AROUND STOCK SPLIT EX‐DATES (1996)TRADING PATTERNS OF SMALL AND…The Effects of Reverse Splits on the Liquidity of the Stock (1995)The Effects of Reverse Splits…A FURTHER UNDERSTANDING OF STOCK DISTRIBUTIONS: THE CASE OF REVERSE STOCK SPLITS (1992)A FURTHER UNDERSTANDING OF ST…A nonparametric test for abnormal security-price performance in event studies (1989)A nonparametric test for abno…Stock splits, stock prices, and transaction costs (1988)Stock splits, stock prices, a…The Market Reaction to Stock Splits (1987)The Market Reaction to Stock …Stock Splits and Stock Dividends: Why, Who, and When (1987)Stock Splits and Stock Divide…Volatility increases subsequent to stock splits: An empirical aberration (1985)Volatility increases subseque…Using daily stock returns (1985)Using daily stock returnsMultivariate tests of the zero-beta CAPM (1985)Multivariate tests of the zer…The valuation effects of stock splits and stock dividends (1984)The valuation effects of stoc…Risk measurement when shares are subject to infrequent trading (1983)Risk measurement when shares …Measuring security price performance (1980)Measuring security price perf…Management's View of Stock Splits (1980)Management's View of Stock Sp…A REEXAMINATION OF STOCK SPLITS USING MOVING BETAS (1977)A REEXAMINATION OF STOCK SPLI…MARKET REACTIONS ON CORPORATE ACTIONS IN GROWING AND NONGROWING ENERGY CONSUMING COMPANIES (2021)MARKET REACTIONS ON CORPORATE…Stock dividend puzzles in China (2011)Stock dividend puzzles in Chi…Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Problems and Solutions in Conducting Event Studies (1990)Conducting event studies with thinly traded stocks (1993)Corporate social responsibility and firm performance in the airline industry: The moderating role of oil prices (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Size-related anomalies and stock return seasonality (1983)On the Cross-Sectional Relation between Expected Returns and Betas (1994)Resurrecting the (C)Capm: A Cross-Sectional Test When Risk Premia Wre Time-Varying (2000)The specification of conditional expectations (2001)The Adjustment of Stock Prices to New Information (1969)Dividend Policy under Asymmetric Information (1985)Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements (1985)Long‐Run Common Stock Returns Following Stock Splits and Reverse Splits (1997)Underreaction to Self-Selected News Events: The Case of Stock Splits (2002)Does Algorithmic Trading Reduce Information Acquisition? (2017)Foundations of Finance. (1977)The Event Study Methodology Since 1969 (1998)Does female board representation influence firm performance? The Danish evidence (2007)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Informational Asymmetries, Financial Structure, and Financial Intermediation (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Stock Prices and the Supply of Information (1991)What Do Stock Splits Really Signal? (1996)Tick Size, Share Prices, and Stock Splits (1997)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Stock Splits, Tick Size, and Sponsorship (2000)How Stock Splits Affect Trading: A Microstructure Approach (2001)Price-based return comovement (2009)An Empirical Evaluation of Accounting Income Numbers (1968)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Asset pricing and the bid-ask spread (1986)Economic Forces and the Stock Market (1986)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)
this work references cited by second hop

References

  • 1985Using daily stock returns6,497 cited
  • 1980Measuring security price performance3,330 cited
  • 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
  • 1984The valuation effects of stock splits and stock dividends629 cited
  • 1987Stock Splits and Stock Dividends: Why, Who, and When457 cited
  • 1985Multivariate tests of the zero-beta CAPM436 cited
  • 1987The Market Reaction to Stock Splits366 cited
  • 1988Stock splits, stock prices, and transaction costs316 cited
  • 1985Volatility increases subsequent to stock splits: An empirical aberration255 cited
  • 1983Risk measurement when shares are subject to infrequent trading240 cited
  • 1980Management's View of Stock Splits213 cited
  • 1977A REEXAMINATION OF STOCK SPLITS USING MOVING BETAS96 cited
  • 1995The Effects of Reverse Splits on the Liquidity of the Stock75 cited
  • 1992A FURTHER UNDERSTANDING OF STOCK DISTRIBUTIONS: THE CASE OF REVERSE STOCK SPLITS58 cited
  • 1996TRADING PATTERNS OF SMALL AND LARGE TRADERS AROUND STOCK SPLIT EX‐DATES51 cited

Cited by

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2011
Stock dividend puzzles in China
20 cited
  • 2021MARKET REACTIONS ON CORPORATE ACTIONS IN GROWING AND NONGROWING ENERGY CONSUMING COMPANIES15 cited