Search Results - subject:"stock split"

Stock splits and reverse splits in the Brazilian capital market

Almeida, Daniel Werner Lima Souza de; Pimenta Júnior, … - 2024

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 - 2022

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

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

A Behavioral Signaling Explanation for Stock Splits

Cui, Chenyu; Li, Frank Weikai; Pang, Jiaren; Xie, Deren - 2022

) investors view stock splits as good news and are loss averse. Thus, a stock split can boost investors’ expectations of the firm …

Persistent link: https://www.econbiz.de/10014238324

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/10013404364

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/10013301594

A Behavioral Signaling Explanation for Stock Splits

Cui, Chenyu; Li, Frank Weikai; Pang, Jiaren; Xie, Deren - 2022

) investors view stock splits as good news and are loss averse. Thus, a stock split can boost investors’ expectations of the firm …

Persistent link: https://www.econbiz.de/10013404529

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