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Year of publication
Subject
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Aktiensplit 322 Stock split 322 Börsenkurs 184 Share price 184 Ankündigungseffekt 114 Announcement effect 114 Capital income 75 Kapitaleinkommen 75 USA 74 United States 74 Aktienmarkt 42 Stock market 41 Dividend 33 Dividende 33 Theorie 33 Theory 33 Anlageverhalten 32 Behavioural finance 32 Estimation 29 Schätzung 29 Signalling 29 India 27 Indien 27 Bid-ask spread 26 Geld-Brief-Spanne 26 Stock splits 24 China 22 Volatility 22 Volatilität 22 Efficient market hypothesis 21 Effizienzmarkthypothese 21 Handelsvolumen der Börse 19 Trading volume 19 Börsenhandel 18 Stock exchange trading 18 Aktie 17 Share 16 stock split 16 Liquidity 13 Betriebliche Liquidität 12
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Online availability
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Free 80 Undetermined 64 CC license 3
Type of publication
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Article 230 Book / Working Paper 104 Other 1
Type of publication (narrower categories)
All
Article in journal 216 Aufsatz in Zeitschrift 216 Graue Literatur 28 Non-commercial literature 28 Arbeitspapier 24 Working Paper 24 Hochschulschrift 8 Thesis 7 Aufsatz im Buch 3 Book section 3 Case study 2 Fallstudie 2 Article 1 Dissertation u.a. Prüfungsschriften 1 Systematic review 1 review-article 1 Übersichtsarbeit 1
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Language
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English 313 Undetermined 9 German 7 Spanish 2 French 1 Indonesian 1 Dutch 1 Polish 1
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Author
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Huang, Gow-Cheng 8 Liano, Kartono 8 Liu, Mark H. 6 Pan, Ming-Shiun 6 Campello, Murillo 5 Greenwood, Robin 5 Lin, Ji-chai 5 Lin, Tse-Chun 5 Banerjee, Pradip 4 Iannino, Maria Chiara 4 Li, Fengfei 4 Ribas, Rafael Pérez 4 Rudnicki, Józef 4 Wei, Chishen 4 Wulff, Christian 4 Asyngier, Roman 3 Baker, Malcolm 3 Bechmann, Ken L. 3 Crawford, Dean 3 Cui, Chenyu 3 Franz, Diana R. 3 He, Xi 3 Hope, Ole-Kristian 3 Hu, May 3 Ikenberry, David 3 Jain, Pramod Kumar 3 Junarsin, Eddy 3 Koski, Jennifer L. 3 Krishnamurthy, Srinivasan 3 Kunz, Roger M. 3 Li, Frank Weikai 3 Li, Mingsheng 3 Lobo, Gerald J. 3 Martin, Anna D. 3 Mehta, Chhavi 3 Michayluk, David 3 Nguyen, Hoang Huy 3 Nishikawa, Takeshi 3 Pang, Jiaren 3 Pranoto, Bayu 3
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Institution
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National Bureau of Economic Research 3 Centre for Analytical Finance <Århus> 1 Institut for Finansiering <Frederiksberg> 1 New York Stock Exchange 1 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 1 The Wharton Financial Institutions Center 1 Universität Zürich / Institut für Schweizerisches Bankwesen 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Journal of financial and quantitative analysis : JFQA 10 The financial review : the official publication of the Eastern Finance Association 7 The review of financial studies 7 Journal of banking & finance 6 Journal of financial economics 6 Review of quantitative finance and accounting 6 The journal of finance : the journal of the American Finance Association 6 Applied financial economics 5 Financial management 5 Journal of economics and finance 5 Journal of financial markets 5 International review of economics & finance : IREF 4 International review of financial analysis 4 Journal of business finance & accounting : JBFA 4 The journal of corporate finance : contracting, governance and organization 4 Advances in accounting : a research annual 3 American Journal of Business 3 Applied economics letters 3 Global finance journal 3 Investment management and financial innovations 3 Journal of empirical finance 3 Journal of multinational financial management 3 NBER working paper series 3 Pacific-Basin finance journal 3 Quarterly journal of business and economics : QJBE 3 The empirical economics letters : a monthly international journal of economics 3 The journal of financial research 3 The journal of real estate finance and economics 3 Advances in quantitative analysis of finance and accounting : a research annual 2 American Journal of Finance and Accounting 2 Applied economics 2 Asia-Pacific journal of financial studies 2 Beiträge zum Rechnungs-, Finanz- und Revisionswesen 2 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 2 Finance India : the quarterly journal of Indian Institute of Finance 2 Global business review 2 Investigaciones económicas 2 Journal of accounting & economics 2 Journal of corporate finance 2 Journal of international financial markets, institutions & money 2
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Source
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ECONIS (ZBW) 321 RePEc 9 USB Cologne (EcoSocSci) 2 BASE 1 EconStor 1 Other ZBW resources 1
Showing 1 - 50 of 335
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Differences between before and after stock split in companies listed on the Indonesia Stock Exchange
Hidayati, Siti; Putri, Farihah Shufiyani Muin - 2022
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Stock splits and reverse splits in the Brazilian capital market
Almeida, Daniel Werner Lima Souza de; Pimenta Júnior, … - 2024
Purpose This study aims to evaluate the presence of abnormal returns due to stock splits or reverse stock splits in the Brazilian capital market context. Design/methodology/approach The event study technique was used on data from 518 events that occurred in a 30-year period (1987-2016),...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015130663
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Signaling through timing of stock splits
Iannino, Maria Chiara; Zhang, Min; Zhuk, Sergey - In: Journal of corporate finance 87 (2024), pp. 1-23
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Do cultural differences affect the share price puzzle?
Ferretti, Riccardo; Pattitoni, Pierpaolo; Pedrazzoli, … - In: Journal of multinational financial management 75 (2024), pp. 1-16
We examine the impact of cultural differences on nominal share prices across 63 countries from 2002 to 2018. Using institutional and catering theories, we assess how cultural dimensions—including World Governance Indicators (WGI), legal systems, religious influences, and GLOBE...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015062471
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Dynamic risk adjustment in long-run event study tests
Han, Yao; Kolari, James W.; Pynnönen, Seppo - In: Applied economics 56 (2024) 6, pp. 744-764
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Do stock splits really matter for investors? : a study of NSE 500 companies
Shetty, Gaurav; Patki, Aarti; Shamsher, Salim - In: Finance India : the quarterly journal of Indian … 38 (2024) 2, pp. 391-410
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015323403
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Stock split rule changes and stock liquidity : evidence from Bursa Malaysia
Tabibian, S. Amir; Zhang, Zhaoyong; Ah Mand, Abdollah - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-16
We test the impact of stock split rule changes on liquidity behavior in Bursa Malaysia during 2004-2020. Using event study methodology, this study examines stock liquidity on and around stock split days through three subperiods of study, including the first (2004-2006), second (2007-2009), and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012628112
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The testing of efficient market hypotheses : a study of Indian pharmaceutical industry
Kumar, Abhay; Soni, Rashmi; Hawaldar, Iqbal Thonse; … - In: International journal of economics and financial issues … 10 (2020) 3, pp. 208-216
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Stock splits puzzle : an additional answer from pre-split earnings announcements
Nguyen, Hoang Huy; Nguyen, Duong; Quach, Hao Manh; Anh, … - 2025
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Synthetic long stock and option trading : evidence from stock splits
Liu, Yifan; Piccotti, Louis R. - 2025
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A Behavioral Signaling Explanation for Stock Splits
Cui, Chenyu; Li, Frank Weikai; Pang, Jiaren; Xie, Deren - 2022
We propose a behavioral signaling framework to explain the positive announcement effects of stock splits. (Retail) investors view stock splits as good news and are loss averse. Thus, a stock split can boost investors’ expectations of the firm’s growth potential and its stock price, but may...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014238324
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Daily Short Selling Around Reverse Stock Splits
Blau, Benjamin; Cox, Justin; Griffith, Todd; Voges, Ryan - 2022
We examine daily short-selling activity and prices around reverse stock splits. Using a difference-in-difference approach with a matched sample of reverse splitting and non-reverse splitting stocks, we show that short selling increases in stocks that reverse split, relative to those that do not....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013404364
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Predicting Stock Splits Using Ensemble Machine Learning and SMOTE Oversampling
Liu, Mark H.; Sheather, Simon J. - 2022
This study predicts stock splits using two ensemble machine learning techniques: gradient boosting machines (GBMs) and random forests (RFs). The goal is to form implementable portfolios based on positive predictions to generate abnormal returns. Since splits are rare events, we use SMOTE...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013301594
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A Behavioral Signaling Explanation for Stock Splits
Cui, Chenyu; Li, Frank Weikai; Pang, Jiaren; Xie, Deren - 2022
We propose a behavioral signaling framework to explain the positive announcement effects of stock splits. (Retail) investors view stock splits as good news and are loss averse. Thus, a stock split can boost investors’ expectations of the firm’s growth potential and its stock price, but may...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013404529
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Low price anchors in equity market
Sandhu, Harsimran - In: Cogent economics & finance 10 (2022) 1, pp. 1-19
This study investigates whether firm's management uses split ratios to target low price anchors in order to impact post-split ownership. We report anchoring bias for the lowest ranges of prices in the equity market and find specific price anchors among individual investors in the secondary...
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Mixed-signal stock splits
Elnahas, Ahmed M.; Jain, Pankaj K.; McInish, Thomas H. - In: Journal of business finance & accounting : JBFA 49 (2022) 5/6, pp. 934-962
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Recalculate without recomputing
Curto, José Dias - In: Computational economics 64 (2024) 6, pp. 3279-3294
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Earnings management around reverse stock splits
Jategaonkar, Shrikant P.; Shi, Yuan; Song, Xiaoxiao - In: The journal of corporate accounting & finance 35 (2024) 1, pp. 192-202
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Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan; Yamamoto, Ryuichi - In: International review of economics & finance : IREF 89 (2024) 1, pp. 410-426
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Beyond reverse splits : how do fallen angels restructure?
El Karim Farroukh, Abed; Koski, Jennifer L.; Werner, … - 2024
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Do firms manage their share prices to mitigate investor short-termism?
Bostan, Ibrahim; Lin, Ji-chai; Mian, G. Mujtaba - In: Journal of corporate finance 84 (2024), pp. 1-28
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Stock split rule changes and stock liquidity: Evidence from Bursa Malaysia
Tabibian, S. Amir; Zhang, Zhaoyong - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-16
We test the impact of stock split rule changes on liquidity behavior in Bursa Malaysia during 2004-2020. Using event study methodology, this study examines stock liquidity on and around stock split days through three subperiods of study, including the first (2004-2006), second (2007-2009), and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013201090
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Market Reactions to Stock Splits : Experimental Evidence
Duffy, John; Rabanal, Jean Paul; Rud, Olga - 2021
We report on an experiment studying how traders react to stock splits and reverse splits. In the first environment, two assets have increasing fundamental values, and one asset is subject to a 2-for-1 share split while the other is not. In the second environment, the fundamental values of both...
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An Empirical Study on Impact of Stock Split Announcement in the Indian Stock Market
Theckanathukaduppil, Athulya Shaji - 2021
Stock split is a corporate strategy to increase the liquidity of shares by dividing the shares into multiple shares. As per efficient market hypothesis ( EMH) introduced by Eugene. F. Fama says that the capital market is efficient enough to fully reflect or absorb all available information in...
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Do stock splits matter for returns, volatility, and liquidity? : new evidence from Borsa Istanbul
Gumus, Nihat; Gumus, Ayse Caglayan - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012619888
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Corporate Actions and the Manipulation of Retail Investors in China : An Analysis of Stock Splits
Titman, Sheridan; Wei, Chishen; Bin Zhao - National Bureau of Economic Research - 2021
We identify a group of "suspicious" firms that use stock splits--perhaps, along with other activities--to artificially inflate their share prices. Following the initiation of suspicious splits, share prices temporarily increase, and subsequently decline below their pre-split levels. Using...
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Enhanced disclosure environment and stock dividend/split in China
Wang, Guojun; Wang, Yuetang; Yang, Dan; Zhang, Lu; Zhu, … - In: Applied economics letters 28 (2021) 4, pp. 324-328
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Impact of stock splits on returns : evidence from Indian stock market
Chakrabarti, Binay Bhushan; Gogoi, Debanga Sourav; Faiz, Md. - 2017
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Market reactions to stock splits : experimental evidence
Duffy, John; Rabanal, Jean Paul; Rud, Olga A. - In: Journal of economic behavior & organization : JEBO 214 (2023), pp. 325-345
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Opportunism, overconfidence and irrationality : a puzzling triad
Altanlar, Ali; Amini, Shima; Holmes, Philip; Eshraghi, Arman - In: International review of financial analysis 88 (2023), pp. 1-11
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Predicting stock splits using ensemble machine learning and SMOTE oversampling
Li, Ang; Liu, Mark H.; Sheather, Simon J. - In: Pacific-Basin finance journal 78 (2023), pp. 1-24
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Daily short selling around reverse stock splits
Blau, Benjamin; Cox, Justin S.; Griffith, Todd; Voges, Ryan - In: Journal of financial markets 65 (2023), pp. 1-14
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Behavioral bias, distorted stock prices, and stock splits
Li, Fengfei; Lin, Ji-chai; Lin, Tse-Chun; Shang, Longfei - In: Journal of banking & finance 154 (2023), pp. 1-20
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Impact of Corporate (Stock Split) Action on Stock Price in India
Marisetty, Nagendra - 2020
This article analyses the corporate (stock split) announcement impact on stock price behaviour in India by using 10 samples from different capitalization and different industries which ex-split (Corporate action) date in 2017. Event study and student t test used to know the results. The...
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Opportunistic stock splits
Elnahas, Ahmed - 2020
We investigate CEOs who combine insider selling with stock splits, which is suspicious because dumping stocks is inconsistent with the positive stock-split signal. Our empirical results indicate that, compared with other splits, these suspicious splits are followed by a 53 percent lower...
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Signaling through Timing of Stock Splits
Iannino, Maria Chiara - 2020
We develop a dynamic structural model of stock splits, in which managers can signal their private information though the timing of the split decisions. Our approach is consistent with the empirical evidence that shows that the majority of stock splits have 2:1 ratio but are announced at various...
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A Behavioral Signaling Explanation for Stock Splits : Evidence from China
Cui, Chenyu - 2020
We propose a behavioral signaling explanation for the positive announcement effects of stock splits. There are two key behavioral ingredients in our model. First, (retail) investors have misconceptions about stock splits that make them view stock splits as good news. Second, investors are...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012841184
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Distorted Stock Prices, Behavioral Bias, and Stock Splits
Li, Fengfei - 2020
Distorted prices misguide managerial incentives and resource allocation. Distorted prices may occur when firms' stock prices are near their 52-week highs because investors tend to perceive the stocks as relatively overvalued and are reluctant to bid prices higher even if new information warrants...
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True Returns : Adjusting Stock Prices for Cash Dividends and Stock Splits
Felton, James - 2020
Accurately calculated historical returns are critical inputs for investment decisions. We document that data vendors' adjustments to historical prices for dividends and stock splits result in inaccurate estimations of historical returns. We demonstrate several techniques that can be used to...
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The Tesla Stock Split Experiment
Cornell, Bradford - 2020
On August 11, 2020 at 16:59 EDT, Tesla announced a 5-for-1 stock split. The trading in the after-market and during the subsequent two days amounts to a unique financial economic experiment. Although stock splits have no fundamental impact on value, Tesla's stock price rose 17.94% in the two days...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012825415
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Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits
Kong, Dongmin - 2019
Using a unique proprietary account-level trading dataset in China, we investigate how active information acquisition alleviates price-based return comovement, a typical anomaly in stock splits. We find that: 1) individual trading drives the comovement and the trading correlation between split...
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Is the Stock Market Just a Side Show? Evidence from a Structural Reform
Campello, Murillo - 2019
The 2005 split-share reform in China mandated the conversion of previously non-tradable shares into tradable status. The reform was swift and changed investors' ability to trade corporate equities in a US$400 billion market. This paper examines the effects of the 2005 stock market reform on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012905796
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Stock Splits and Attracting Attention : Are Investors Buying Abnormally More Around Stock Split Announcements?
Papiashvili, Nino - 2019
In this research I study whether stock splits attract market's attention by exploring how investors are trading around event announcement dates. By employing high frequency intraday trading data from NYSE Trades and Quotes (TAQ) database I compute net abnormal buying around split announcements....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012897831
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Catering Through Nominal Share Prices Revisited
Perez, Marcos Fabricio - 2019
Finance research suggests that firms cater to investors' time-varying preference for low-priced stocks by managing nominal share prices. We show that the existing empirical tests of such catering use highly persistent data that may lead to finding significant relations between variables that are...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012899980
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True returns : adjusting stock prices for cash dividends and stock splits
Felton, James M.; Jain, Pawan - In: Advances in financial education : journal of the … (2019), pp. 192-205
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012302473
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What are the benefits of attracting gambling investors? : evidence from stock splits in China
Hu, Conghui; Lin, Ji-chai; Liu, Yu-jane - In: The journal of corporate finance : contracting, … 74 (2022), pp. 1-20
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Individual investor attention to stock split and the disposition effect
Kesuma, Wendy; Irwan Adi Ekaputra; Chalid, Dony Abdul - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 701-717
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Aktiensplit : mehr als eine kosmetische Kurskorrektur!
Dönch, Daniel; Langer, Hendrik - In: Corporate finance : Finanzierung, Kapitalmarkt, … 13 (2022) 9/10, pp. 275-280
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An analysis of stock splits trading volume for BSE 500 index companies
Pandey, Jyoti - In: Mudra : journal of finance and accounting 9 (2022) 2, pp. 72-90
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Stock splits and retail trading
Cox, Justin; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The financial review : the official publication of the … 57 (2022) 4, pp. 731-750
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