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Stock Splits, Tick Size, and Sponsorship
12 references·16 citing·41 second hop
Stock Splits, Tick Size, and Sponsorship (2000)Stock Splits, Tick Size, and SponsorshipThe Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Tick Size, Share Prices, and Stock Splits (1997)Tick Size, Share Prices, and …Long‐Run Common Stock Returns Following Stock Splits and Reverse Splits (1997)Long‐Run Common Stock Returns…What Do Stock Splits Really Signal? (1996)What Do Stock Splits Really S…Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Why do NASDAQ Market Makers A…Why Did NASDAQ Market Makers Stop Avoiding Odd‐Eighth Quotes? (1994)Why Did NASDAQ Market Makers …Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…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…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…Corporate actions and the manipulation of retail investors in China: An analysis of stock splits (2021)Corporate actions and the man…Glued to the TV: Distracted Noise Traders and Stock Market Liquidity (2019)Glued to the TV: Distracted N…Relative Tick Size and the Trading Environment (2018)Relative Tick Size and the Tr…Excess cash, trading continuity, and liquidity risk (2017)Excess cash, trading continui…Nominal Price Illusion (2013)Nominal Price IllusionLiquidity Shocks and Stock Market Reactions (2013)Liquidity Shocks and Stock Ma…Pricing of Liquidity Risks: Evidence from Multiple Liquidity Measures (2012)Pricing of Liquidity Risks: E…Stock splits, trading continuity, and the cost of equity capital (2009)Stock splits, trading continu…Price-based return comovement (2009)Price-based return comovementCatering through Nominal Share Prices (2009)Catering through Nominal Shar…The Share Price Puzzle* (2006)The Share Price Puzzle*Measuring and Predicting Liquidity in the Stock Market (2004)Measuring and Predicting Liqu…Are share price levels informative? Evidence from the ownership, pricing, turnover and performance of IPO firms (2004)Are share price levels inform…The Effect Of Stock Splits On Liquidity And Excess Returns: Evidence From Shareholder Ownership Composition (2003)The Effect Of Stock Splits On…Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus (2001)Shareholder Wealth Effects of…How Stock Splits Affect Trading: A Microstructure Approach (2001)How Stock Splits Affect Tradi…A Non-cooperative Equilibrium for Supergames (1971)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange (1997)Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Presidential Address: Friction (2000)The Cost of Transacting (1968)THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS (1978)Competing Mechanisms in a Common Value Environment (2000)Liquidity in Asset Markets With Search Frictions (2009)What happened to the quants in August 2007? Evidence from factors and transactions data (2010)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)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)Efficient Capital Markets: II (1991)Risk, Return, and Equilibrium: Empirical Tests (1973)Asset pricing and the bid-ask spread (1986)Economic Forces and the Stock Market (1986)Stock splits, stock prices, and transaction costs (1988)Number of Shareholders and Stock Prices: Evidence from Japan (1999)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)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)The Long‐Run Performance of initial Public Offerings (1991)Contrarian Investment, Extrapolation, and Risk (1994)The New Issues Puzzle (1995)Firm performance and focus: long-run stock market performance following spinoffs (1999)The Impact of E-Commerce Announcements on the Market Value of Firms (2001)Costly Information Processing: Evidence from Earnings Announcements (2008)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1994Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?746 cited
  • 1984The valuation effects of stock splits and stock dividends629 cited
  • 1987Stock Splits and Stock Dividends: Why, Who, and When457 cited
  • 1996What Do Stock Splits Really Signal?412 cited
  • 1997Tick Size, Share Prices, and Stock Splits387 cited
  • 1987The Market Reaction to Stock Splits366 cited
  • 1994Why Did NASDAQ Market Makers Stop Avoiding Odd‐Eighth Quotes?343 cited
  • 1997Long‐Run Common Stock Returns Following Stock Splits and Reverse Splits265 cited
  • 1985Volatility increases subsequent to stock splits: An empirical aberration255 cited

Cited by

  • 2001How Stock Splits Affect Trading: A Microstructure Approach255 cited
  • 2009Price-based return comovement242 cited
  • 2009Catering through Nominal Share Prices226 cited
  • 2019Glued to the TV: Distracted Noise Traders and Stock Market Liquidity

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225 cited
  • 2021Corporate actions and the manipulation of retail investors in China: An analysis of stock splits184 cited
  • 2013Liquidity Shocks and Stock Market Reactions183 cited
  • 2013Nominal Price Illusion162 cited
  • 2004Are share price levels informative? Evidence from the ownership, pricing, turnover and performance of IPO firms143 cited
  • 2009Stock splits, trading continuity, and the cost of equity capital131 cited
  • 2006The Share Price Puzzle*118 cited
  • 2001Shareholder Wealth Effects of Dividend Policy Changes in an Emerging Stock Market: The Case of Cyprus103 cited
  • 2017Excess cash, trading continuity, and liquidity risk79 cited
  • 2018Relative Tick Size and the Trading Environment79 cited
  • 2004Measuring and Predicting Liquidity in the Stock Market78 cited
  • 2003The Effect Of Stock Splits On Liquidity And Excess Returns: Evidence From Shareholder Ownership Composition62 cited
  • 2012Pricing of Liquidity Risks: Evidence from Multiple Liquidity Measures56 cited