Reverse splits in international stock markets: Reconciling the evidence on long-term returns-Reference-Cited by-同舟云学术

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Reverse splits in international stock markets: Reconciling the evidence on long-term returns

Published:2019-01 Issue: Volume:47 Page:552-562
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Zaremba Adam^ORCID,Okoń Szymon,Asyngier Roman,Schroeter Lucia

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference38 articles.

1. AQR, (2016). Available from: https://www.aqr.com/library/data-sets.

2. Quality Minus Junk;Asness,2017

3. Managerial actions and nominal stock price levels;Burnie;Eur. J. Financ.,2016

4. Long-run performance after stock splits:1927 to 1996;Byun;J. Financ.,2003

5. On persistence in mutual fund performance;Carhart;J. Financ.,1997

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stock splits and reverse splits in the Brazilian capital market;Journal of Economics, Finance and Administrative Science;2024-04-19

2. Corrigendum to “Reverse splits in international stock markets: Reconciling the evidence on long-term returns” [Research in International Business and Finance, volume 47 (2019), pages 552–562];Research in International Business and Finance;2021-01

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