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Does volatility decrease after reverse stock splits?
Koski, Jennifer L.
- In:
The journal of financial research
30
(
2007
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003484308
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2
Abnormal performance in small portfolios with event-induced volatility: the case of stock splits
Baixauli, J. Samuel
- In:
The journal of financial research
30
(
2007
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10003437421
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3
Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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