The performance of stocks that are reverse split
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Volume (Year): 30 (2008)
Issue (Month): 3 (April)
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References listed on IDEAS
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- 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.
- 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.
- 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.
- 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.
- Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
- David R. Peterson & Pamela P. Peterson, 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, 09.
- 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.
- Hwang, Chuan Yang, 1995. " Microstructure and Reverse Stock Splits," Review of Quantitative Finance and Accounting, Springer, vol. 5(2), pages 169-77, June.
- Shumway, Tyler, 1997. " The Delisting Bias in CRSP Data," Journal of Finance, American Finance Association, vol. 52(1), pages 327-40, March.
- 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.
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