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The Effects of Reverse Splits on the Liquidity of the Stock

Citations

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Cited by:

  1. Nikos Vafeas, 2001. "Reverse stock splits and earnings performance," Accounting and Business Research, Taylor & Francis Journals, vol. 31(3), pages 191-202.
  2. Himmelmann, Achim & Schiereck, Dirk, 2012. "Drug approval decisions: A note on stock liquidity effects," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 640-652.
  3. Jae-Kwang Hwang & Young Dimkpah & Alex Ogwu, 2012. "Do Reverse Stock Splits Benefit Long-term Shareholders?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(4), pages 439-449, November.
  4. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, September.
  5. Muscarella, Chris J. & Vetsuypens, Michael R., 1996. "Stock splits: Signaling or liquidity? The case of ADR 'solo-splits'," Journal of Financial Economics, Elsevier, vol. 42(1), pages 3-26, September.
  6. Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan, 2023. "Daily short selling around reverse stock splits," Journal of Financial Markets, Elsevier, vol. 65(C).
  7. Malhotra, Madhuri Malhotra & M., Thenmozhi & Gopalaswamy, Arun Kumar, 2012. "Liquidity changes around bonus and rights issue announcements: Evidence from manufacturing and service sectors in India," MPRA Paper 41216, University Library of Munich, Germany.
  8. Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow, 2004. "The Impact of Clientele Changes: Evidence from Stock Splits," Yale School of Management Working Papers ysm369, Yale School of Management, revised 01 Sep 2009.
  9. 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.
  10. Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow, 2004. "The Impact of Clientele Changes: Evidence from Stock Splits," Yale School of Management Working Papers ysm369, Yale School of Management, revised 01 Sep 2009.
  11. Ahern, Kenneth R., 2009. "Sample selection and event study estimation," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 466-482, June.
  12. Ahmed M. Elnahas & Pankaj K. Jain & Thomas H. McInish, 2022. "Mixed‐signal stock splits," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(5-6), pages 934-962, May.
  13. Kee H. Chung & Sean Yang, 2015. "Reverse Stock Splits, Institutional Holdings, and Share Value," Financial Management, Financial Management Association International, vol. 44(1), pages 177-216, March.
  14. Ken L. Bechmann & Johannes Raaballe, 2007. "The Differences Between Stock Splits and Stock Dividends: Evidence on the Retained Earnings Hypothesis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 574-604, April.
  15. Charitou, Andreas & Karamanou, Irene & Lambertides, Neophytos, 2019. "Analysts to the rescue?," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 108-128.
  16. Eric C. Chang & Tse-Chun Lin & Yan Luo & Jinjuan Ren, 2019. "Ex-Day Returns of Stock Distributions: An Anchoring Explanation," Management Science, INFORMS, vol. 65(3), pages 1076-1095, March.
  17. Haotian Xu & Wei Wei, 2020. "The Market Reaction of Bonus Shares Issuing and the Lottery-like Stock Preference: Evidence from Chinese Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(1), pages 1-5.
  18. Claire Crutchley & Steven Swidler, 2015. "Multiple reverse stock splits (investors beware!)," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 357-369, April.
  19. Gareth Campbell & John D. Turner & Qing Ye, 2018. "The liquidity of the London capital markets, 1825–70†," Economic History Review, Economic History Society, vol. 71(3), pages 823-852, August.
  20. Seoyoung Kim & April Klein & James Rosenfeld, 2008. "Return Performance Surrounding Reverse Stock Splits: Can Investors Profit?," Financial Management, Financial Management Association International, vol. 37(2), pages 173-192, June.
  21. Cahit Adaoglu & Meziane Lasfer, 2011. "Why Do Companies Pay Stock Dividends? The Case of Bonus Distributions in an Inflationary Environment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 601-627, June.
  22. Neuhauser, Karyn L. & Thompson, Thomas H., 2016. "Survivability following reverse stock splits: What determines the fate of non-surviving firms?," Journal of Economics and Business, Elsevier, vol. 83(C), pages 1-22.
  23. Bechmann, Ken L. & Raaballe, Johannes, 2004. "The Differences Between Stock Splits and Stock Dividends," Working Papers 2004-1, Copenhagen Business School, Department of Finance.
  24. Zaremba, Adam & Okoń, Szymon & Asyngier, Roman & Schroeter, Lucia, 2019. "Reverse splits in international stock markets: Reconciling the evidence on long-term returns," Research in International Business and Finance, Elsevier, vol. 47(C), pages 552-562.
  25. Anirban Banerjee & Ashok Banerjee, 2020. "Does trade size restriction affect trading behavior? Evidence from Indian single stock futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(3), pages 355-373, March.
  26. Justin Cox & Bonnie Van Ness & Robert Van Ness, 2022. "Stock splits and retail trading," The Financial Review, Eastern Finance Association, vol. 57(4), pages 731-750, November.
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