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The performance of stocks that are reverse split


  • Terrence Martell


  • Gwendolyn Webb



No abstract is available for this item.

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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    References listed on IDEAS

    1. 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.
    2. Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
    3. 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;Southwestern Finance Association, vol. 15(3), pages 189-205, Fall.
    4. 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.
    5. 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.
    6. 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.
    7. Lamoureux, Christopher G & Poon, Percy, 1987. " The Market Reaction to Stock Splits," Journal of Finance, American Finance Association, vol. 42(5), pages 1347-1370, December.
    8. Shumway, Tyler, 1997. " The Delisting Bias in CRSP Data," Journal of Finance, American Finance Association, vol. 52(1), pages 327-340, March.
    9. Hwang, Chuan Yang, 1995. "Microstructure and Reverse Stock Splits," Review of Quantitative Finance and Accounting, Springer, vol. 5(2), pages 169-177, June.
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    Cited by:

    1. 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.
    2. 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


    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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