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Market behaviour around Canadian stock-split ex-dates · Study

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ArticleMarket behaviour around Canadian stock-split ex-dates

Lawrence Kryzanowski1993

Article1993

Market behaviour around Canadian stock-split ex-dates

Lawrence Kryzanowski

40 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1985Using daily stock returns 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1992ARCH modeling in finance 1969The Adjustment of Stock Prices to New Information 2003The Adjustment of Stock Prices to New Information 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices 1977Estimating betas from nonsynchronous data

Cited by

2021The Long-Run Impact of Information Security Breach Announcements on Investors’ Confidence: The Context of Efficient Market Hypothesis 1998Price discovery around trading halts on the Montreal Exchange using trade‐by‐trade data 2003The effect of split announcements on Canadian stocks 1996A reexamination of corporate sell-offs of real estate assets

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Details

Year1993

Typearticle

Published1993-06-01

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations40

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0927-5398(93)90005-c

openalex_workW2020925899

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