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The Differences between Stock Splits and Stock Dividends - Evidence from Denmark
16 references·2 citing·39 second hop
The Differences between Stock Splits and Stock Dividends - Evidence from Denmark (2004)The Differences between Stock Splits and …The Econometrics of Financial Markets (2012)The Econometrics of Financial…Volatility‐Spillover Effects in European Bond Markets (2007)Volatility‐Spillover Effects …DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE (2007)DIFFUSION MODELS FOR EXCHANGE…The Russian option: Finite horizon (2005)The Russian option: Finite ho…ON THE AMERICAN OPTION PROBLEM (2005)ON THE AMERICAN OPTION PROBLEMVector equilibrium correction models with non‐linear discontinuous adjustments (2004)Vector equilibrium correction…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Testing the Significance of Calendar Effects (2003)Testing the Significance of C…Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods (2001)Disentangling the Dividend In…Stock Splits, Tick Size, and Sponsorship (2000)Stock Splits, Tick Size, and …CHANGES IN TRADING ACTIVITY FOLLOWING STOCK SPLITS AND THEIR EFFECT ON VOLATILITY AND THE ADVERSE‐INFORMATION COMPONENT OF THE BID‐ASK SPREAD (1998)CHANGES IN TRADING ACTIVITY F…Tick Size, Share Prices, and Stock Splits (1997)Tick Size, Share Prices, and …Stock Dividends, Stock Splits, and Signaling (1990)Stock Dividends, Stock Splits…Stock Splits and Stock Dividends: Why, Who, and When (1987)Stock Splits and Stock Divide…The valuation effects of stock splits and stock dividends (1984)The valuation effects of stoc…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Realized Bond-Stock Correlation: Macroeconomic Announcement Effects (2006)Realized Bond-Stock Correlati…The Information Content of Earnings Announcements in Denmark (2004)The Information Content of Ea…Inferring Trade Direction from Intraday Data (1991)How Stock Splits Affect Trading: A Microstructure Approach (2001)Catering through Nominal Share Prices (2009)Price-based return comovement (2009)An Empirical Evaluation of Accounting Income Numbers (1968)Job Market Signaling (1973)Stock Prices and the Supply of Information (1991)What Do Stock Splits Really Signal? (1996)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)Dividend Policy, Growth, and the Valuation of Shares (1961)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)The Analytic Valuation of American Options (1990)Optimal Stopping and the American Put (1991)Methods of Mathematical Finance (1998)A Change-of-Variable Formula with Local Time on Curves (2005)Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (2006)A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options (2007)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1956)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1994)Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong (2001)Does Algorithmic Trading Reduce Information Acquisition? (2017)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Price and volatility spillovers across North American, European and Asian stock markets (2009)Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis (2013)Network connectedness and net spillover between financial and commodity markets (2018)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Introductory Econometrics for Finance (2008)
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References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1984The valuation effects of stock splits and stock dividends629 cited
  • 1987Stock Splits and Stock Dividends: Why, Who, and When457 cited
  • 1997Tick Size, Share Prices, and Stock Splits387 cited
  • 1990Stock Dividends, Stock Splits, and Signaling355 cited
  • 2000Stock Splits, Tick Size, and Sponsorship256 cited
  • 2007Volatility‐Spillover Effects in European Bond Markets225 cited
  • 2005ON THE AMERICAN OPTION PROBLEM207 cited
  • 2007DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE116 cited
  • 2004Vector equilibrium correction models with non‐linear discontinuous adjustments104 cited
  • 1998CHANGES IN TRADING ACTIVITY FOLLOWING STOCK SPLITS AND THEIR EFFECT ON VOLATILITY AND THE ADVERSE‐INFORMATION COMPONENT OF THE BID‐ASK SPREAD102 cited
  • 2005The Russian option: Finite horizon99 cited
  • 2001Disentangling the Dividend Information in Splits: A Decomposition Using Conditional Event-Study Methods90 cited

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2003
Testing the Significance of Calendar Effects
81 cited

Cited by

  • 2004The Information Content of Earnings Announcements in Denmark37 cited
  • 2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects26 cited