The performance of stocks that are reverse split
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 30 (2008)
Issue (Month): 3 (April)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Reverse splits; Exchange delisting; Stock margin; Stock underperformance; Calendar time analysis; G14; G32;
Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Sanger, Gary C. & Peterson, James D., 1990. "An Empirical Analysis of Common Stock Delistings," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 25(02), pages 261-272, June.
- Ferris, Stephen P & Hwang, Chuan-Yang & Sarin, Atulya, 1995. " A Microstructure Examination of Trading Activity following Stock Splits," Review of Quantitative Finance and Accounting, Springer, vol. 5(1), pages 27-41, March.
- Shumway, Tyler, 1997. " The Delisting Bias in CRSP Data," Journal of Finance, American Finance Association, vol. 52(1), pages 327-40, March.
- Mark L. Mitchell & Erik Stafford, 1997.
"Managerial Decisions and Long-Term Stock Price Performance,"
CRSP working papers
453, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Mitchell, Mark L & Stafford, Erik, 2000. "Managerial Decisions and Long-Term Stock Price Performance," The Journal of Business, University of Chicago Press, vol. 73(3), pages 287-329, July.
- Fama, Eugene F. & French, Kenneth R., 2004. "New lists: Fundamentals and survival rates," Journal of Financial Economics, Elsevier, vol. 73(2), pages 229-269, August.
- Lamoureux, Christopher G & Poon, Percy, 1987. " The Market Reaction to Stock Splits," Journal of Finance, American Finance Association, vol. 42(5), pages 1347-70, December.
- Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
- Hwang, Chuan Yang, 1995. " Microstructure and Reverse Stock Splits," Review of Quantitative Finance and Accounting, Springer, vol. 5(2), pages 169-77, June.
- Peterson, David R & Peterson, Pamela P, 1992. "A Further Understanding of Stock Distributions: The Case of Reverse Stock Splits," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 15(3), pages 189-205, Fall.
- Ahern, Kenneth R., 2009. "Sample selection and event study estimation," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 466-482, June.
- Rhee, S. Ghon & Wu, Feng, 2012. "Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion," Journal of Financial Markets, Elsevier, vol. 15(2), pages 258-285.
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