-
2
-
-
84977728601
-
Stock prices and the supply of information
-
Brennan, M. J. and P. Hughes, 1991, Stock prices and the supply of information, Journal of Finance 46, 665-92.
-
(1991)
Journal of Finance
, vol.46
, pp. 665-692
-
-
Brennan, M.J.1
Hughes, P.2
-
4
-
-
0040849061
-
The pricing of when-issued shares: A note
-
Choi, D. and R. A. Strong, 1983, The pricing of when-issued shares: A note, Journal of Finance 38, 1293-98.
-
(1983)
Journal of Finance
, vol.38
, pp. 1293-1298
-
-
Choi, D.1
Strong, R.A.2
-
5
-
-
84977714126
-
The effects of stock splits on bid-ask spreads
-
Conroy, R. M., R. S. Harris, and B. A. Benet, 1990, The effects of stock splits on bid-ask spreads, Journal of Finance 45, 1285-95.
-
(1990)
Journal of Finance
, vol.45
, pp. 1285-1295
-
-
Conroy, R.M.1
Harris, R.S.2
Benet, B.A.3
-
6
-
-
0010650430
-
Changes in trading activities following stock splits and their effect on volatility and the adverse-information component of the bid-ask spread
-
Desai, A. S., M. Nimalendran, and S. Venkataraman, 1998, Changes in trading activities following stock splits and their effect on volatility and the adverse-information component of the bid-ask spread, Journal of Financial Research 21, 159-83.
-
(1998)
Journal of Financial Research
, vol.21
, pp. 159-183
-
-
Desai, A.S.1
Nimalendran, M.2
Venkataraman, S.3
-
7
-
-
84977738130
-
Volatility increases subsequent to NYSE and AMEX stock splits
-
Dubofsky, D. A., 1991, Volatility increases subsequent to NYSE and AMEX stock splits, Journal of Finance 46, 421-31.
-
(1991)
Journal of Finance
, vol.46
, pp. 421-431
-
-
Dubofsky, D.A.1
-
8
-
-
0000511589
-
Implications of the discreteness of observed stock prices
-
Gottlieb, G. and A. Kalay, 1985, Implications of the discreteness of observed stock prices, Journal of Finance 40, 135-53.
-
(1985)
Journal of Finance
, vol.40
, pp. 135-153
-
-
Gottlieb, G.1
Kalay, A.2
-
9
-
-
84971936205
-
Estimation of stock price variances and serial covariances from discrete observations
-
Harris, L., 1990, Estimation of stock price variances and serial covariances from discrete observations, Journal of Financial and Quantitative Analysis 25, 291-306.
-
(1990)
Journal of Financial and Quantitative Analysis
, vol.25
, pp. 291-306
-
-
Harris, L.1
-
10
-
-
0032355597
-
Measurement effects and the variance of returns after stock splits and stock dividends
-
Koski, J. L., 1998, Measurement effects and the variance of returns after stock splits and stock dividends, Review of Financial Studies 11, 143-62.
-
(1998)
Review of Financial Studies
, vol.11
, pp. 143-162
-
-
Koski, J.L.1
-
11
-
-
0011651675
-
Trading patterns of small and large traders around stock split ex dates
-
Kryzanowski, L. and H. Zhang, 1996, Trading patterns of small and large traders around stock split ex dates, Journal of Financial Research 19, 75-90.
-
(1996)
Journal of Financial Research
, vol.19
, pp. 75-90
-
-
Kryzanowski, L.1
Zhang, H.2
-
12
-
-
84977717052
-
Stock splits and stock dividends: Why, who, and when
-
Lakonishok, I and B. Lev, 1987, Stock splits and stock dividends: Why, who, and when, Journal of Finance 42, 913-32.
-
(1987)
Journal of Finance
, vol.42
, pp. 913-932
-
-
Lakonishok, I.1
Lev, B.2
-
13
-
-
40449085944
-
Earnings news and small trades: An intraday analysis
-
Lee, C. M. C., 1992, Earnings news and small trades: An intraday analysis, Journal of Accounting and Economics 15, 265-302.
-
(1992)
Journal of Accounting and Economics
, vol.15
, pp. 265-302
-
-
Lee, C.M.C.1
-
14
-
-
0035586775
-
Record date, when-issued, and ex date effects in stock splits
-
Nayar, N. and M. S. Rozeff, 2001, Record date, when-issued, and ex date effects in stock splits, Journal of Financial and Quantitative Analysis 36, 119-39.
-
(2001)
Journal of Financial and Quantitative Analysis
, vol.36
, pp. 119-139
-
-
Nayar, N.1
Rozeff, M.S.2
-
15
-
-
0000132603
-
Volatility increases subsequent to stock splits: An empirical aberration
-
Ohlson, J. A. and S. Penman, 1985, Volatility increases subsequent to stock splits: An empirical aberration, Journal of Financial Economics 14, 251-66.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 251-266
-
-
Ohlson, J.A.1
Penman, S.2
-
16
-
-
38149145677
-
Variance increases following large stock distributions: The role of changing bid-ask spreads and true variances
-
Peterson, D. R. and P. P. Peterson, 1994, Variance increases following large stock distributions: The role of changing bid-ask spreads and true variances, Journal of Banking and Finance 18, 199-206.
-
(1994)
Journal of Banking and Finance
, vol.18
, pp. 199-206
-
-
Peterson, D.R.1
Peterson, P.P.2
-
17
-
-
0039772304
-
Stock splits, tick size and sponsorship
-
Schultz, P., 2000, Stock splits, tick size and sponsorship, Journal of Finance 55, 429-50.
-
(2000)
Journal of Finance
, vol.55
, pp. 429-450
-
-
Schultz, P.1
|