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Stock Splits: Tests of the Earnings Signaling and Attention Directing Hypotheses Using Analyst Forecasts and Revisions
12 references·1 citing·42 second hop
Stock Splits: Tests of the Earnings Signaling and Attention Directing Hypotheses Using Analyst Forecasts and Revisions (1994)Stock Splits: Tests of the Earnings Signa…Earnings and Stock Splits (2011)Earnings and Stock SplitsThe Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Timely Aggregate Analyst Forecasts As Better Proxies for Market Earnings Expectations (1991)Timely Aggregate Analyst Fore…Stock splits, stock prices, and transaction costs (1988)Stock splits, stock prices, a…Stock Splits and Stock Dividends: Why, Who, and When (1987)Stock Splits and Stock Divide…Corporate Financial Policy, Information, and Market Expectations: An Empirical Investigation of Dividends (1987)Corporate Financial Policy, I…Using daily stock returns (1985)Using daily stock returnsThe valuation effects of stock splits and stock dividends (1984)The valuation effects of stoc…STOCK DIVIDENDS AS SIGNALS (1983)STOCK DIVIDENDS AS SIGNALSFinancial analysts' forecasts of earnings (1982)Financial analysts' forecasts…The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors (1979)The Association between Unsys…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…THE MARKET REACTION TO STOCK SPLITS — EVIDENCE FROM INDIA (2007)THE MARKET REACTION TO STOCK …An Empirical Evaluation of Accounting Income Numbers (1968)Risk and return: The case of merging firms (1974)Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)TESTING A CAUSAL MODEL OF CORPORATE RISK TAKING AND PERFORMANCE. (1991)Capital markets research in accounting (2001)The impact of corporate social responsibility on investment recommendations: Analysts' perceptions and shifting institutional logics (2014)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Excess Funds and Agency Problems: An Empirical Study of Incremental Cash Disbursements (2000)Ownership, managerial control and the governance of companies listed on the Brussels stock exchange (2000)Bank Capital and Portfolio Management: The 1930s “Capital Crunch” and the Scramble to Shed Risk (2004)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)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)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)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)Capital Market Equilibrium with Restricted Borrowing (1972)Intra-industry information transfers associated with earnings releases (1981)On cross-sectional analysis in accounting research (1987)The association between accounting earnings and security returns for large and small firms (1987)Stock splits: Signaling or liquidity? The case of ADR ‘solo-splits’ (1996)Catering through Nominal Share Prices (2009)Nominal Price Illusion (2013)
this work references cited by second hop

References

  • 1985Using daily stock returns6,497 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
  • 1982Financial analysts' forecasts of earnings577 cited
  • 1979The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors462 cited
  • 1987Stock Splits and Stock Dividends: Why, Who, and When457 cited
  • 1988Stock splits, stock prices, and transaction costs316 cited
  • 1987Corporate Financial Policy, Information, and Market Expectations: An Empirical Investigation of Dividends250 cited
  • 2011Earnings and Stock Splits185 cited
  • 1991Timely Aggregate Analyst Forecasts As Better Proxies for Market Earnings Expectations73 cited
  • 1983STOCK DIVIDENDS AS SIGNALS44 cited

Cited by

  • 2007THE MARKET REACTION TO STOCK SPLITS — EVIDENCE FROM INDIA21 cited

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