Do stock splits matter for returns, volatility, and liquidity?

The purpose of this study is to investigate the impact of stock splits on the return, riskiness, and liquidity of stocks. Utilizing a sample of 94 stock splits taken place between 2010 and 2019 at Borsa Istanbul, the study analyzes the daily abnormal returns, change in volatility, and changes in vol...

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Bibliographic Details
Main Authors: Nihat Gumus, Ayse Caglayan Gumus
Format: Article
Language:English
Published: Ümit Hacıoğlu 2021-06-01
Series:International Journal of Research In Business and Social Science
Subjects:
Online Access:https://www.ssbfnet.com/ojs/index.php/ijrbs/article/view/1250