Return predictability: The dual signaling hypothesis of stock splits-Reference-Cited by-同舟云学术

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Return predictability: The dual signaling hypothesis of stock splits

Published:2019-05 Issue:4 Volume:54 Page:801-831
ISSN:0732-8516
Container-title:Financial Review
language:en
Short-container-title:Financial Review

Author:

Elnahas Ahmed¹,Gao Lei²,Ismail Ghada³

Affiliation:

1. Robert C. Vackar College of Business & EntrepreneurshipUniversity of Texas Rio Grande Valley Edinburg Texas

2. Ivy College of BusinessIowa State University Ames Iowa

3. Fogelman College of Business and EconomicsThe University of Memphis Memphis Tennessee

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/fire.12192

Reference69 articles.

1. Accrual reversals, earnings and stock returns

2. Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements

3. The effect of concern about reported income on discretionary spending decisions: The case of research and development;Baber W. R.;The Accounting Review,1991

4. ABNORMAL PERFORMANCE IN SMALL PORTFOLIOS WITH EVENT-INDUCED VOLATILITY: THE CASE OF STOCK SPLITS

5. Earnings Management and Annual General Meetings: The Role of Managerial Entrenchment

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 retail trading;Financial Review;2022-01-31

2. Mixed‐signal stock splits;Journal of Business Finance & Accounting;2021-10-20

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