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Volumn 36, Issue 1, 2001, Pages 119-139

Record date, when-issued, and ex-date effects in stock splits

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0035586775     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2676200     Document Type: Article
Times cited : (20)

References (15)
  • 1
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    • Tick size, share prices, and stock splits
    • Angel, J. J. "Tick Size, Share Prices, and Stock Splits." Journal of Finance, 52 (1997), 655-681.
    • (1997) Journal of Finance , vol.52 , pp. 655-681
    • Angel, J.J.1
  • 2
    • 84974269855 scopus 로고
    • A bias in closing prices: The case of the when-issued pricing anomaly
    • Brooks, R. M., and S.-N. Chiou. "A Bias in Closing Prices: The Case of the When-Issued Pricing Anomaly." Journal of Financial and Quantitative Analysis, 30 (1995), 441-454.
    • (1995) Journal of Financial and Quantitative Analysis , vol.30 , pp. 441-454
    • Brooks, R.M.1    Chiou, S.-N.2
  • 3
    • 0040849061 scopus 로고
    • The pricing of when-issued common stock: A note
    • Choi, D., and R. A. Strong. "The Pricing of When-Issued Common Stock: A Note." Journal of Finance, 38 (1983), 1293-1298.
    • (1983) Journal of Finance , vol.38 , pp. 1293-1298
    • Choi, D.1    Strong, R.A.2
  • 4
    • 84993881973 scopus 로고
    • Market microstructure and the ex-date return
    • Conrad, J. S., and R. Conroy. "Market Microstructure and the Ex-Date Return." Journal of Finance, 49 (1994), 1507-1519.
    • (1994) Journal of Finance , vol.49 , pp. 1507-1519
    • Conrad, J.S.1    Conroy, R.2
  • 6
    • 0346207692 scopus 로고    scopus 로고
    • Market efficiency, long-term returns, and behavioral finance
    • Fama, E. F. "Market Efficiency, Long-Term Returns, and Behavioral Finance." Journal of Financial Economics, 49 (1998), 283-306.
    • (1998) Journal of Financial Economics , vol.49 , pp. 283-306
    • Fama, E.F.1
  • 8
    • 84886231184 scopus 로고
    • Price and volume effects associated with changes in the S&P 500: New evidence for the existence of price pressures
    • Harris, L., and E. Gurel. "Price and Volume Effects Associated with Changes in the S&P 500: New Evidence for the Existence of Price Pressures." Journal of Finance, 41 (1986), 815-829.
    • (1986) Journal of Finance , vol.41 , pp. 815-829
    • Harris, L.1    Gurel, E.2
  • 9
    • 0000240405 scopus 로고    scopus 로고
    • Does stock price elasticity affect corporate financial decisions?
    • Hodrick, L. S. "Does Stock Price Elasticity Affect Corporate Financial Decisions?" Journal of Financial Economics, 52 (1999), 225-256.
    • (1999) Journal of Financial Economics , vol.52 , pp. 225-256
    • Hodrick, L.S.1
  • 11
    • 1342343771 scopus 로고
    • Trading patterns, bid-ask spreads, and estimated security returns: The case of common stocks at calendar turning points
    • Keim, D. B. "Trading Patterns, Bid-Ask Spreads, and Estimated Security Returns: The Case of Common Stocks at Calendar Turning Points." Journal of Financial Economics, 25 (1989), 75-97.
    • (1989) Journal of Financial Economics , vol.25 , pp. 75-97
    • Keim, D.B.1
  • 12
    • 84977717052 scopus 로고
    • Stock splits and dividends: Why, who, and when
    • Lakonishok, J., and B. Lev. "Stock Splits and Dividends: Why, Who, and When." Journal of Finance, 42 (1987), 913-932.
    • (1987) Journal of Finance , vol.42 , pp. 913-932
    • Lakonishok, J.1    Lev, B.2
  • 13
    • 21144477783 scopus 로고
    • The effects of splitting on the ex: A microstructure reconciliation
    • Maloney, M. T., and H. Mulherin. "The Effects of Splitting on the Ex: A Microstructure Reconciliation." Financial Management, 21 (1992), 44-59.
    • (1992) Financial Management , vol.21 , pp. 44-59
    • Maloney, M.T.1    Mulherin, H.2
  • 15
    • 84993917357 scopus 로고
    • The spinoff and merger ex-date effects
    • Vijh, A. M. "The Spinoff and Merger Ex-Date Effects." Journal of Finance, 49 (1994), 581-609.
    • (1994) Journal of Finance , vol.49 , pp. 581-609
    • Vijh, A.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.