Causes and consequences of the relation between split-adjusted share prices and subsequent stock returns

Journal of Business Finance and Accounting

Volumn 34, Issue 1-2, 2007, Pages 292-312

  Brown Jr , William D ^a,b   Pfeiffer Jr , Ray J ^c  

^a UNIVERSITY OF UTAH   (United States)

^b SYRACUSE UNIVERSITY   (United States)

^c UNIVERSITY OF MASSACHUSETTS   (United States)

Author keywords

Anomaly; Deflator choice; Market efficiency; Share price; Stock split

Indexed keywords

EID: 33847349779     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2006.00645.x     Document Type: Article

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