SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Beta Changes Around Stock Splits: A Note · Study

ArticleShelves

ArticleBeta Changes Around Stock Splits: A Note

Michael John Brennan1988

Article1988

Beta Changes Around Stock Splits: A Note

Michael John Brennan · Thomas E. Copeland

99 citations·0/0 files stored·The Journal of Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 99 citations exist upstream.

References

1979Risk measurement when shares are subject to infrequent trading 1977Estimating betas from nonsynchronous data 1975Price performance of common stock new issues 1985Volatility increases subsequent to stock splits: An empirical aberration 1983Risk measurement when shares are subject to infrequent trading 1986The informational content of the timing of dividend announcements

Cited by

1998The Relationship Between Stock Market Returns and Technical Efficiency Innovations: Evidence from the US Airline Industry 1992The relation between the Value Line enigma and post-earnings-announcement drift 1994Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence From Equity Offerings and Share Repurchases 1992A FURTHER UNDERSTANDING OF STOCK DISTRIBUTIONS: THE CASE OF REVERSE STOCK SPLITS 1994World wide security market regularities 2018Capital Asset Pricing with a Stochastic Horizon 2006The Information Content of Stock Split Announcements: Do Options Matter?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1992Beta Changes around Stock Splits Revisitedarticle · 5 shared references 1983Friction in the trading process and the estimation of systematic riskarticle · 3 shared references 1990Problems and Solutions in Conducting Event Studiesarticle · 3 shared references 1993Conducting event studies with thinly traded stocksarticle · 3 shared references 1983The Stability of UK Risk Measures and The Problem of Thin Tradingarticle · 3 shared references 1983Intra-Industry Effects of the Accident at Three Mile Islandarticle · 3 shared references

Details

Year1988

Typearticle

Published1988-09-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations99

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1111/j.1540-6261.1988.tb02618.x

openalex_workW2005540980

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2011

Equity Analysts and the Market's Assessment of Risk