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Irrational investor response to stock splits in an emerging market

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  • Charitou, Andreas
  • Vafeas, Nikos
  • Zachariades, Charis
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    Bibliographic Info

    Article provided by Elsevier in its journal The International Journal of Accounting.

    Volume (Year): 40 (2005)
    Issue (Month): 2 ()
    Pages: 133-149

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    Handle: RePEc:eee:accoun:v:40:y:2005:i:2:p:133-149

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    Web page: http://www.elsevier.com/locate/inca/620179

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    1. Michael T. Maloney & J. Harold Mulherin, 1992. "The Effects of Splitting on the Ex: A Microstructure Reconciliation," Financial Management, Financial Management Association, Financial Management Association, vol. 21(4), Winter.
    2. Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February.
    3. Lakonishok, Josef & Lev, Baruch, 1987. " Stock Splits and Stock Dividends: Why, Who, and When," Journal of Finance, American Finance Association, American Finance Association, vol. 42(4), pages 913-32, September.
    4. Lamoureux, Christopher G & Poon, Percy, 1987. " The Market Reaction to Stock Splits," Journal of Finance, American Finance Association, American Finance Association, vol. 42(5), pages 1347-70, December.
    5. McNichols, Maureen & Dravid, Ajay, 1990. " Stock Dividends, Stock Splits, and Signaling," Journal of Finance, American Finance Association, American Finance Association, vol. 45(3), pages 857-79, July.
    6. Copeland, Thomas E, 1979. "Liquidity Changes Following Stock Splits," Journal of Finance, American Finance Association, American Finance Association, vol. 34(1), pages 115-41, March.
    7. Wulff, Christian, 1999. "The market reaction to stock splits: Evidence from Germany," SFB 373 Discussion Papers 1999,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    8. Grinblatt, Mark S. & Masulis, Ronald W. & Titman, Sheridan, 1984. "The valuation effects of stock splits and stock dividends," Journal of Financial Economics, Elsevier, Elsevier, vol. 13(4), pages 461-490, December.
    9. Michelle L. Barnes & Shiguang Ma, 2002. "The behavior of China's stock prices in response to the proposal and approval of bonus issues," Working Papers, Federal Reserve Bank of Boston 02-1, Federal Reserve Bank of Boston.
    10. Muscarella, Chris J. & Vetsuypens, Michael R., 1996. "Stock splits: Signaling or liquidity? The case of ADR 'solo-splits'," Journal of Financial Economics, Elsevier, Elsevier, vol. 42(1), pages 3-26, September.
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    Cited by:
    1. Sze Kim Chin & Nur Adiana Hiau Abdullah, 2013. "Announcements Effect of Corporate Bond Issuance and Its Determinants," Contemporary Economics, University of Finance and Management in Warsaw, University of Finance and Management in Warsaw, vol. 7(1), March.
    2. Judy Day & Peter Taylor, 2010. "Trajectories of accounting and auditing development in EU enlargement: comparative analysis of ten new member states," Journal of Management and Governance, Springer, Springer, vol. 14(4), pages 313-350, November.
    3. Kalotychou, Elena & Staikouras, Sotiris K. & Zagonov, Maxim, 2009. "The UK equity market around the ex-split date," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(3), pages 534-549, July.

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