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The performance of stocks that are reverse split

Author

Listed:
  • Terrence Martell

    ()

  • Gwendolyn Webb

    ()

Abstract

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Suggested Citation

  • Terrence Martell & Gwendolyn Webb, 2008. "The performance of stocks that are reverse split," Review of Quantitative Finance and Accounting, Springer, vol. 30(3), pages 253-279, April.
  • Handle: RePEc:kap:rqfnac:v:30:y:2008:i:3:p:253-279
    DOI: 10.1007/s11156-007-0052-9
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    File URL: http://hdl.handle.net/10.1007/s11156-007-0052-9
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    Cited by:

    1. repec:eee:advacc:v:38:y:2017:i:c:p:46-62 is not listed on IDEAS
    2. 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.
    3. Ahern, Kenneth R., 2009. "Sample selection and event study estimation," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 466-482, June.

    More about this item

    Keywords

    Reverse splits; Exchange delisting; Stock margin; Stock underperformance; Calendar time analysis; G14; G32;

    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

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