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There are 9305 results for: content related to: The Effects of Stock Splits on Bid-Ask Spreads

  1. The Market Reaction to Stock Splits

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1347–1370, CHRISTOPHER G. LAMOUREUX and PERCY POON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04370.x

  2. Stock Returns and Real Activity: A Century of Evidence

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1237–1257, G. WILLIAM SCHWERT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02434.x

  3. Intra-Industry Reactions to Stock Split Announcements

    Journal of Financial Research

    Volume 25, Issue 1, March 2002, Pages: 39–57, Oranee Tawatnuntachai and Ranjan D'Mello

    Version of Record online : 9 AUG 2002, DOI: 10.1111/1475-6803.00003

  4. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  5. The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 611–636, GREGORY B. KADLEC and JOHN J. MCCONNELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05154.x

  6. The Behavior of the Common Stock of Bankrupt Firms

    The Journal of Finance

    Volume 38, Issue 2, May 1983, Pages: 489–504, TRUMAN A. CLARK and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02257.x

  7. Full-thickness splinted skin wound healing models in db/db and heterozygous mice: Implications for wound healing impairment

    Wound Repair and Regeneration

    Volume 22, Issue 3, May-June 2014, Pages: 368–380, Shin Ae Park, Leandro B. C. Teixeira, Vijay Krishna Raghunathan, Jill Covert, Richard R. Dubielzig, Roslyn Rivkah Isseroff, Michael Schurr, Nicholas L. Abbott, Jonathan McAnulty and Christopher J. Murphy

    Version of Record online : 20 MAY 2014, DOI: 10.1111/wrr.12172

  8. Capital Structure and the Informational Role of Debt

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 321–349, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03693.x

  9. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  10. Debt and Input Misallocation

    The Journal of Finance

    Volume 45, Issue 3, July 1990, Pages: 795–816, MOSHE KIM and VOJISLAV MAKSIMOVIC

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05106.x

  11. Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 397–429, WAYNE E. FERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  12. Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 43–61, N. BULENT GULTEKIN and RICHARD J. ROGALSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04936.x

  13. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459

  14. Economic Significance of Predictable Variations in Stock Index Returns

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1177–1189, WILLIAM BREEN, LAWRENCE R. GLOSTEN and RAVI JAGANNATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02649.x

  15. Testing Rationality in the Point Spread Betting Market

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 995–1008, JOHN GANDAR, RICHARD ZUBER, THOMAS O'BRIEN and BEN RUSSO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02617.x

  16. Range-Based Estimation of Stochastic Volatility Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1047–1091, Sassan Alizadeh, Michael W. Brandt and Francis X. Diebold

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00454

  17. Margin Regulation and Stock Market Volatility

    The Journal of Finance

    Volume 45, Issue 1, March 1990, Pages: 3–29, DAVID A. HSIEH and MERTON H. MILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb05078.x

  18. Evaluating the Performance of International Mutual Funds

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 497–521, ROBERT E. CUMBY and JACK D. GLEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03700.x

  19. Publish or Perish: What the Competition is Really Doing

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 295–329, TERRY L. ZIVNEY and WILLIAM J. BERTIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03987.x

  20. Corrections for Trading Frictions in Multivariate Returns

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1421–1434, BOB KORKIE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02663.x