This chapter investigates whether abnormal reverse split announcement returns are related to information about earnings. I find that abnormal announcement returns are negative on average and significantly correlated with unexpected earnings in the years prior to, and subsequent to the reverse split
β¦ LIBER β¦
Microstructure and reverse stock splits
β Scribed by Chuan Yang Hwang
- Publisher
- Springer US
- Year
- 1995
- Tongue
- English
- Weight
- 658 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0924-865X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The Information Content of Reverse Stock
β
Dahlia Robinson
π
Article
π
2007
π
Elsevier Science
π
English
β 174 KB
ITT to split stock and raise annual divi
π
Article
π
2006
π
Elsevier Science
π
English
β 39 KB
Normal and reverse solvent effects in sp
β
Miller, Roger J. ;Jennings, Walter
π
Article
π
1979
π
John Wiley and Sons
π
English
β 155 KB
Microstructure and permeability of βdens
β
G. Arneri; G.C. Richardson; J.A. Sauer
π
Article
π
1980
π
Elsevier Science
π
English
β 965 KB
Microstructures and magnetization revers
β
P. Dekker
π
Article
π
1973
π
Elsevier Science
π
English
β 291 KB
Is reversal of large stock-price decline
β
Hyung-Suk Choi; Narayanan Jayaraman
π
Article
π
2009
π
John Wiley and Sons
π
English
β 189 KB
## Abstract The role of option markets is reexamined in the reversal process of stock prices following stock price declines of 10% or more. A matched pair of optionable and nonoptionable firms is randomly selected when their price declines by 10% or more on the same date. The authors examine the 1,