Can splits create market liquidity? Theory and evidence

Journal of Financial Markets

Volumn 5, Issue 1, 2002, Pages 83-125

  Anshuman, V Ravi ^a   Kalay, Avner ^b,c  

^a INDIAN INSTITUTE OF MANAGEMENT BANGALORE   (India)

^b TEL AVIV UNIVERSITY   (Israel)

^c UNIVERSITY OF UTAH   (United States)

Author keywords

Discreteness; Liquidity; Optimal price; Stock splits; Tick size; Trading range

Indexed keywords

EID: 9944252572     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(01)00020-9     Document Type: Article

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