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Market behaviour around Canadian stock-split ex-dates

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  • Kryzanowski, Lawrence
  • Zhang, Hao

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  • Kryzanowski, Lawrence & Zhang, Hao, 1993. "Market behaviour around Canadian stock-split ex-dates," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 57-81, June.
  • Handle: RePEc:eee:empfin:v:1:y:1993:i:1:p:57-81
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    References listed on IDEAS

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    Citations

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    Cited by:

    1. Koski, Jennifer Lynch, 1998. "Measurement Effects and the Variance of Returns after Stock Splits and Stock Dividends," Review of Financial Studies, Society for Financial Studies, vol. 11(1), pages 143-162.
    2. Bernardo Batiz-Lazo & Douglas Wood, 2003. "Effects of regulatory change on European banks: A case study on the strategy and stock market performance of Lloyds Bank (1980-1993)," Economic History 0301004, EconWPA.
    3. Juan Luis Nicolau, 2001. "Parametric And Nonparametric Approaches To Event Studies: An Application To A Hotel'S Market Value," Working Papers. Serie AD 2001-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    4. 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.
    5. Chen, Chun-nan & Wu, Chunchi, 2009. "Small trades and volatility increases after stock splits," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 592-610, October.
    6. Kryzanowski, Lawrence & Lazrak, Skander & Rakita, Ian, 2010. "Behavior of liquidity and returns around Canadian seasoned equity offerings," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2954-2967, December.
    7. Kryzanowski, Lawrence & Zhang, Hao, 1995. "Introduction of dual-class shares: Further evidence on Canadian pro-rata distributions," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 67-79.
    8. Hahn, TeWhan & Reyes, Mario G., 2004. "On the estimation of stock-market reaction to corporate layoff announcements," Review of Financial Economics, Elsevier, vol. 13(4), pages 357-370.
    9. Kryzanowski, Lawrence & Zhang, Ying, 2013. "Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S," Journal of Multinational Financial Management, Elsevier, pages 74-96.
    10. 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.
    11. Juan Carlos Gómez-Sala, 2001. "Rentabilidad y liquidez alrededor de la fecha de desdoblamiento de las acciones," Investigaciones Economicas, Fundación SEPI, vol. 25(1), pages 171-202, January.

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