Search Results - subject:"Stock split"

Stock splits and reverse splits in the Brazilian capital market

de Almeida, Daniel Werner Lima Souza; Pimenta Júnior, … - In: Journal of Economics, Finance and Administrative Science 29 (2024) 58, pp. 277-293

splits at a statistical significance level of 5%. The main conclusion is that stock split and reverse stock split operations …

Persistent link: https://www.econbiz.de/10015414368

Stock splits and reverse splits in the Brazilian capital market

Almeida, Daniel Werner Lima Souza de; Pimenta Júnior, … - In: Journal of economics, finance & administrative science 29 (2024) 58, pp. 277-293

statistical significance level of 5%. The main conclusion is that stock split and reverse stock split operations represent …

Persistent link: https://www.econbiz.de/10015130663

Differences between before and after stock split in companies listed on the Indonesia Stock Exchange

Hidayati, Siti; Putri, Farihah Shufiyani Muin - In: International Journal of Research in Business and … 11 (2022) 2, pp. 252-259

Persistent link: https://www.econbiz.de/10013350888

Signaling through timing of stock splits

Iannino, Maria Chiara; Zhang, Min; Zhuk, Sergey - In: Journal of corporate finance 87 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015071049

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/10015062471

The permanent and temporary effects of stock splits on liquidity in a dynamic semiparametric model

Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2024 - Revised 14 January 2025

Persistent link: https://www.econbiz.de/10015466327

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/10015323403

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

Persistent link: https://www.econbiz.de/10014440123

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 … findings suggest a positive effect of stock split rule changes implemented by the Securities Commission. …

Persistent link: https://www.econbiz.de/10012628112

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

Persistent link: https://www.econbiz.de/10012215902