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The effect of split announcements on Canadian stocks
16 references·0 citing·34 second hop
The effect of split announcements on Canadian stocks (2003)The effect of split announcements on Cana…Earnings and Stock Splits (2011)Earnings and Stock SplitsThe Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…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…Stock Prices and the Supply of Information (1991)Stock Prices and the Supply o…The Effects of Stock Splits on Bid-Ask Spreads (1990)The Effects of Stock Splits o…Stock Dividends, Stock Splits, and Signaling (1990)Stock Dividends, Stock Splits…Heteroskedasticity in Stock Returns (1989)Heteroskedasticity in Stock R…Stock splits, stock prices, and transaction costs (1988)Stock splits, stock prices, a…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…The theory and practice of econometrics (1986)The theory and practice of ec…The valuation effects of stock splits and stock dividends (1984)The valuation effects of stoc…Management's View of Stock Splits (1980)Management's View of Stock Sp…Liquidity Changes Following Stock Splits (1979)Liquidity Changes Following S…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…An Empirical Evaluation of Accounting Income Numbers (1968)Job Market Signaling (1973)Tick Size, Share Prices, and Stock Splits (1997)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)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, Tick Size, and Sponsorship (2000)How Stock Splits Affect Trading: A Microstructure Approach (2001)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Determinants of Mutual Fund Performance: A Cross-Country Study (2012)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)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)Specification Tests in Econometrics (1978)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Small Sample Bias in GMM Estimation of Covariance Structures (1994)An evaluation of volatility forecasting techniques (1996)Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk (2008)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1986The theory and practice of econometrics4,342 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1984The valuation effects of stock splits and stock dividends629 cited
  • 1991Stock Prices and the Supply of Information566 cited
  • 1989Heteroskedasticity in Stock Returns479 cited
  • 1987Stock Splits and Stock Dividends: Why, Who, and When457 cited
  • 1996What Do Stock Splits Really Signal?412 cited
  • 1987The Market Reaction to Stock Splits366 cited
  • 1990Stock Dividends, Stock Splits, and Signaling355 cited
  • 1979Liquidity Changes Following Stock Splits326 cited
  • 1988Stock splits, stock prices, and transaction costs316 cited
  • 1997Long‐Run Common Stock Returns Following Stock Splits and Reverse Splits265 cited
  • 1990The Effects of Stock Splits on Bid-Ask Spreads214 cited
  • 1980Management's View of Stock Splits213 cited
  • 2011Earnings and Stock Splits185 cited

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