School of Business, Georgetown University. I thank Corinne Bronfman, Sharon Brown, Sara Burke, Allan Eberhart, Bob Fisher, Larry Harris, Pete Locke, Cynthia McDonald, Colin Moriarty, Jay Ritter, Pietra Rivoli, Maurice Samuels, Barry Schachter, Jim Shapiro, Dorothy Silvers, Peter Swan, Nicolo Torre, Stephen Wheeler, Richard Wilson, and Scott Winslow, as well as seminar participants at the Commodity Futures Trading Commission and Georgetown University for helpful information and comments. In addition, I thank the editor, René Stulz, and an anonymous referee for extremely helpful comments. I am grateful for financial support from Georgetown University and research support from the Georgetown University Center for Business-Government Relations. All errors remain mine.
Tick Size, Share Prices, and Stock Splits
Version of Record online: 18 APR 2012
© 1997 the American Finance Association
The Journal of Finance
Volume 52, Issue 2, pages 655–681, June 1997
How to Cite
ANGEL, J. J. (1997), Tick Size, Share Prices, and Stock Splits. The Journal of Finance, 52: 655–681. doi: 10.1111/j.1540-6261.1997.tb04817.x
- Issue online: 18 APR 2012
- Version of Record online: 18 APR 2012
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