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Earnings Forecast Revisions Associated With Stock Split Announcements

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  • Linda S. Klein
  • David R. Peterson

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  • Linda S. Klein & David R. Peterson, 1989. "Earnings Forecast Revisions Associated With Stock Split Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(4), pages 319-328, December.
    • Handle: RePEc:bla:jfnres:v:12:y:1989:i:4:p:319-328
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1989.tb00525.x
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    References listed on IDEAS

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    1. Grinblatt, Mark S. & Masulis, Ronald W. & Titman, Sheridan, 1984. "The valuation effects of stock splits and stock dividends," Journal of Financial Economics, Elsevier, vol. 13(4), pages 461-490, December.
    2. Lakonishok, Josef & Lev, Baruch, 1987. "Stock Splits and Stock Dividends: Why, Who, and When," Journal of Finance, American Finance Association, vol. 42(4), pages 913-932, September.
    3. Ofer, Aharon R & Siegel, Daniel R, 1987. "Corporate Financial Policy, Information, and Market Expectations: An Empirical Investigation of Dividends," Journal of Finance, American Finance Association, vol. 42(4), pages 889-911, September.
    4. Brennan, Michael J. & Copeland, Thomas E., 1988. "Stock splits, stock prices, and transaction costs," Journal of Financial Economics, Elsevier, vol. 22(1), pages 83-101, October.
    5. Ohlson, James A. & Penman, Stephen H., 1985. "Volatility increases subsequent to stock splits: An empirical aberration," Journal of Financial Economics, Elsevier, vol. 14(2), pages 251-266, June.
    6. Lamoureux, Christopher G & Poon, Percy, 1987. "The Market Reaction to Stock Splits," Journal of Finance, American Finance Association, vol. 42(5), pages 1347-1370, December.
    7. Brennan, M J & Copeland, T E, 1988. " Beta Changes around Stock Splits: A Note," Journal of Finance, American Finance Association, vol. 43(4), pages 1009-1013, September.
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    Cited by:

    1. Guo, Lin & Mech, Timothy S., 2000. "Conditional event studies, anticipation, and asymmetric information: the case of seasoned equity issues and pre-issue information releases," Journal of Empirical Finance, Elsevier, vol. 7(2), pages 113-141, August.
    2. Pilotte, Eugene & Manuel, Timothy, 1996. "The market's response to recurring events The case of stock splits," Journal of Financial Economics, Elsevier, vol. 41(1), pages 111-127, May.
    3. Hu, May & Chao, Chi-Chur & Malone, Chris & Young, Martin, 2017. "Real determinants of stock split announcements," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 574-598.

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