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What Do Stock Splits Really Signal?:

Ikenberry, David L. ; Rankine, Graeme ; Stice, Earl K.
The Journal of Financial and Quantitative Analysis. 31 (1996) 3 - p. 357-375 , 1996

Link: https://www.jstor.org/stable/2331396

RT Journal
T1 <Title>What Do Stock Splits Really Signal?</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-2331396&Exemplar=1&LAN=DE
				
A1 Ikenberry, David L.
A1 Rankine, Graeme
A1 Stice, Earl K.
PB University of Washington Graduate School of Business Administration
YR 1996
SN 0022-1090
SN 1756-6916
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial instruments
K1 Financial securities
K1 Capital stocks
K1 Stock transactions
K1 Stock splits
K1 Stock exchanges
K1 Growth stocks
K1 Mathematics
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Statistical analysis
K1 Quantitative analysis
K1 Stock prices
K1 Financial markets
K1 Asset markets
K1 Price momentum
K1 Business
K1 Business operations
K1 Commerce
K1 Pricing
K1 Prices
K1 Market prices
K1 Financial investments
K1 Investment returns
K1 Holding period return
K1 P values
JF The Journal of Financial and Quantitative Analysis
VO 31
IS 3
SP 357
OP 375
LK http://dx.doi.org/https://www.jstor.org/stable/2331396
DO https://www.jstor.org/stable/2331396
SF ELIB - SuUB Bremen

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