SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Beta Changes Around Stock Splits: A Note
6 references·15 citing·49 second hop
Beta Changes Around Stock Splits: A Note (1988)Beta Changes Around Stock Splits: A NoteThe informational content of the timing of dividend announcements (1986)The informational content of …Volatility increases subsequent to stock splits: An empirical aberration (1985)Volatility increases subseque…Risk measurement when shares are subject to infrequent trading (1983)Risk measurement when shares …Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Price performance of common stock new issues (1975)Price performance of common s…Capital Asset Pricing with a Stochastic Horizon (2018)Capital Asset Pricing with a …Cash Dividend Announcements and Stock Return Volatility: Evidence from India (2015)Cash Dividend Announcements a…Equity Analysts and the Market's Assessment of Risk (2011)Equity Analysts and the Marke…The valuation effects of stock splits in NASDAQ (2006)The valuation effects of stoc…The Information Content of Stock Split Announcements: Do Options Matter? (2006)The Information Content of St…The Relationship Between Stock Market Returns and Technical Efficiency Innovations: Evidence from the US Airline Industry (1998)The Relationship Between Stoc…Shareholder wealth effects of legislative events: The case of airline deregulation (1997)Shareholder wealth effects of…World wide security market regularities (1994)World wide security market re…Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence From Equity Offerings and Share Repurchases (1994)Corporate Events, Trading Act…The role of information in stock split announcement effects (1993)The role of information in st…THE EFFECTS OF STOCK SPLITS ON THE OWNERSHIP MIX OF A FIRM (1993)THE EFFECTS OF STOCK SPLITS O…Market behaviour around Canadian stock-split ex-dates (1993)Market behaviour around Canad…The relation between the Value Line enigma and post-earnings-announcement drift (1992)The relation between the Valu…Beta Changes around Stock Splits Revisited (1992)Beta Changes around Stock Spl…A FURTHER UNDERSTANDING OF STOCK DISTRIBUTIONS: THE CASE OF REVERSE STOCK SPLITS (1992)A FURTHER UNDERSTANDING OF ST…Measuring the efficiency of decision making units (1978)Recent developments in DEA (1990)A DEA study of airlines in India (2015)Theory of Cost and Production Functions (2015)Airline efficiency measures using a Dynamic Epsilon-Based Measure model (2017)Carbon neutral growth from 2020 strategy and airline environmental inefficiency: A Network Range Adjusted Environmental Data Envelopment Analysis (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)The valuation effects of stock splits and stock dividends (1984)Stock Splits and Stock Dividends: Why, Who, and When (1987)The effect of Canadian stock splits, stock dividends, and reverse splits on the value of the firm (1997)The performance of stocks that are reverse split (2007)Return Performance Surrounding Reverse Stock Splits: Can Investors Profit? (2008)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Modern Portfolio Theory and Investment Analysis. (1982)Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-earnings announcement abnormal return in the Chinese equity market (2011)Who, if anyone, reacts to accrual information? (2011)A review of the Post-Earnings-Announcement Drift (2020)The Adjustment of Stock Prices to New Information (1969)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Using daily stock returns (1985)Stock Splits, Tick Size, and Sponsorship (2000)How Stock Splits Affect Trading: A Microstructure Approach (2001)Price-based return comovement (2009)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Are Dividend Omissions Truly the Cruelest Cut of All? (1994)Information Flow and Liquidity around Anticipated and Unanticipated Dividend Announcements* (2006)The dividend month premium (2013)Do Demand Curves for Stocks Slope Down? (1986)Wealth Effects of Private Equity Placements: Evidence from Singapore (2002)Equity Systematic Risk (Beta) and Its Determinants* (2007)Comovement revisited (2016)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Problems and Solutions in Conducting Event Studies (1990)Conducting event studies with thinly traded stocks (1993)Corporate social responsibility and firm performance in the airline industry: The moderating role of oil prices (2013)
this work references cited by second hop

References

  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1975Price performance of common stock new issues1,341 cited
  • 1985Volatility increases subsequent to stock splits: An empirical aberration255 cited
  • 1983Risk measurement when shares are subject to infrequent trading240 cited
  • 1986The informational content of the timing of dividend announcements115 cited

Cited by

  • 1998The Relationship Between Stock Market Returns and Technical Efficiency Innovations: Evidence from the US Airline Industry115 cited
  • 1992The relation between the Value Line enigma and post-earnings-announcement drift82 cited
  • 1994Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence From Equity Offerings and Share Repurchases73 cited
  • 1992A FURTHER UNDERSTANDING OF STOCK DISTRIBUTIONS: THE CASE OF REVERSE STOCK SPLITS58 cited
  • 1994World wide security market regularities49 cited
  • 2018Capital Asset Pricing with a Stochastic Horizon47 cited
  • 2006The Information Content of Stock Split Announcements: Do Options Matter?46 cited
  • 2011Equity Analysts and the Market's Assessment of Risk43 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1993
Market behaviour around Canadian stock-split ex-dates
40 cited
  • 1993The role of information in stock split announcement effects35 cited
  • 1992Beta Changes around Stock Splits Revisited31 cited
  • 2015Cash Dividend Announcements and Stock Return Volatility: Evidence from India23 cited
  • 1993THE EFFECTS OF STOCK SPLITS ON THE OWNERSHIP MIX OF A FIRM23 cited
  • 2006The valuation effects of stock splits in NASDAQ19 cited
  • 1997Shareholder wealth effects of legislative events: The case of airline deregulation17 cited