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The performance of stocks that are reverse split

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Author Info
Terrence Martell ()
Gwendolyn Webb ()
Abstract

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File URL: http://hdl.handle.net/10.1007/s11156-007-0052-9
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Publisher Info
Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

Volume (Year): 30 (2008)
Issue (Month): 3 (April)
Pages: 253-279
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:rqfnac:v:30:y:2008:i:3:p:253-279

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Web page: http://springerlink.metapress.com/link.asp?id=102990

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords: Reverse splits; Exchange delisting; Stock margin; Stock underperformance; Calendar time analysis; G14; G32;

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References listed on IDEAS
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.:
  1. Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March. [Downloadable!] (restricted)
  2. 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. [Downloadable!] (restricted)
  3. 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. [Downloadable!]
  4. 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 and Southwestern Finance Association, vol. 15(3), pages 189-205, Fall.
  5. 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. [Downloadable!] (restricted)
  6. 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.
  7. Mitchell, Mark L & Stafford, Erik, 2000. "Managerial Decisions and Long-Term Stock Price Performance," Journal of Business, University of Chicago Press, vol. 73(3), pages 287-329, July. [Downloadable!] (restricted)
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  8. Shumway, Tyler, 1997. " The Delisting Bias in CRSP Data," Journal of Finance, American Finance Association, vol. 52(1), pages 327-40, March. [Downloadable!] (restricted)
  9. Hwang, Chuan Yang, 1995. " Microstructure and Reverse Stock Splits," Review of Quantitative Finance and Accounting, Springer, vol. 5(2), pages 169-77, June.
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This page was last updated on 2009-12-8.

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