The effect of stock splits on clientele: Is tick size relevant?-Reference-Cited by-同舟云学术

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The effect of stock splits on clientele: Is tick size relevant?

Published:2006-12 Issue:5 Volume:12 Page:878-896
ISSN:0929-1199
Container-title:Journal of Corporate Finance
language:en
Short-container-title:Journal of Corporate Finance

Author:

Lipson Marc L.,Mortal Sandra

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Business and International Management

Reference33 articles.

1. Tick size, share price, and stock splits;Angel;Journal of Finance,1997

2. Market making with discrete prices;Anshuman;Review of Financial Studies,1998

3. Management's view of stock splits;Baker;Financial Management,1980

4. Further evidence on managerial motives for stock splits;Baker;Quarterly Journal of Business and Economics,1993

5. Third market broker-dealers: cost competitors or cream skimmers?;Battalio;Journal of Finance,1997

Cited by 20 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. Liquidity and clientele effects in green debt markets;Journal of Corporate Finance;2024-06

2. Realized volatility, price informativeness, and tick size: A market microstructure approach;International Review of Economics & Finance;2024-01

3. Research on enterprise digital transformation disclosure based on hypocrisy theory;Journal of Intelligent & Fuzzy Systems;2023-05-04

4. Order types and natural price change: Model and empirical study of the Chinese market;International Journal of Financial Engineering;2022-11-18

5. Stock splits and retail trading;Financial Review;2022-01-31

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