Volatility, autocorrelations, and trading activity after stock splits
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Markets.
Volume (Year): 4 (2001)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/finmar
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- Bjursell, Johan & Frino, Alex & Tse, Yiuman & Wang, George H.K., 2010. "Volatility and trading activity following changes in the size of futures contracts," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 967-980, December.
- Jiang, Christine X. & Kim, Jang-Chul & Wood, Robert A., 2002. "The change in trading activity on volatility and adverse selection component: evidence from ADR splits," Journal of Multinational Financial Management, Elsevier, vol. 12(4-5), pages 323-345.
- Lipson, Marc L. & Mortal, Sandra, 2006. "The effect of stock splits on clientele: Is tick size relevant?," Journal of Corporate Finance, Elsevier, vol. 12(5), pages 878-896, December.
- 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, vol. 19(3), pages 534-549, July.
- Desai, Chintal A. & Savickas, Robert, 2010. "On the causes of volatility effects of conglomerate breakups," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 554-571, September.
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