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...
Main Authors: | , |
---|---|
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 |