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ArticleREIT Stock Splits and Market Efficiency

William G. Hardin2005

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Articlegreen2005

REIT Stock Splits and Market Efficiency

William G. Hardin · Kartono Liano · Gow‐Cheng Huang

26 citations·0/0 files stored·The Journal of Real Estate Finance and Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1969The Adjustment of Stock Prices to New Information 2003The Adjustment of Stock Prices to New Information 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 2000Managerial Decisions and Long‐Term Stock Price Performance 1984The valuation effects of stock splits and stock dividends

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Details

Year2005

Typearticle

Published2005-04-14

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/s11146-005-6409-8

openalex_workW1967080768

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