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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

Persistent link: https://www.econbiz.de/10013453744

Does the market model provide a good counterfactual for event studies in finance?

Castro Iragorri, Carlos Alberto - In: Financial markets and portfolio management 33 (2019) 1, pp. 71-91

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Institutional trading around M&A announcements

Fich, Eliezer M.; Lantushenko, Viktoriya; Sialm, Clemens - In: Financial management : FM 53 (2024) 4, pp. 643-680

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Better Portfolio Diversification – A Neglected Aspect of Stock Splits : Findings from Indian Stock Market

Datta, Debabrata - 2012

Several theories like optimal trading range hypothesis, liquidity hypothesis, signaling hypothesis have been advanced in relation to this non-economic corporate event. But still there is need to study the investors' optimizing behavior after stock split. With this focus on optimization of the...

Persistent link: https://www.econbiz.de/10013100550