Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124164021> ?p ?o ?g. }
Showing items 1 to 70 of
70
with 100 items per page.
- W3124164021 abstract "We examine changes in trading activity around stock splits, and their effect on the volatility and the adverse information component of the bid-ask spread. Even after controlling for microstructure biases, we find a significant increase in the volatility after the split. Changes in total volatility and in its permanent component are positively related to changes in the number of trades. This suggests that both informed and noise traders contribute to changes in trading activity. Further, while the adverse information component of the spread increases unconditionally after the split, the change is negatively related to the change in trading activity. The results suggest that a crucial determinant of liquidity changes after a stock split is the success of the split in attracting new trades in the security." @default.
- W3124164021 created "2021-02-01" @default.
- W3124164021 creator A5016943954 @default.
- W3124164021 creator A5027291767 @default.
- W3124164021 creator A5050168740 @default.
- W3124164021 date "1998-04-18" @default.
- W3124164021 modified "2023-09-23" @default.
- W3124164021 title "Changes in Trading Activity Following Stock Splits and Their Effect on Volatility and the Adverse Information Component of the Bid-Ask Spread" @default.
- W3124164021 hasPublicationYear "1998" @default.
- W3124164021 type Work @default.
- W3124164021 sameAs 3124164021 @default.
- W3124164021 citedByCount "6" @default.
- W3124164021 countsByYear W31241640212012 @default.
- W3124164021 countsByYear W31241640212013 @default.
- W3124164021 countsByYear W31241640212015 @default.
- W3124164021 crossrefType "posted-content" @default.
- W3124164021 hasAuthorship W3124164021A5016943954 @default.
- W3124164021 hasAuthorship W3124164021A5027291767 @default.
- W3124164021 hasAuthorship W3124164021A5050168740 @default.
- W3124164021 hasConcept C10138342 @default.
- W3124164021 hasConcept C106159729 @default.
- W3124164021 hasConcept C144133560 @default.
- W3124164021 hasConcept C149782125 @default.
- W3124164021 hasConcept C162324750 @default.
- W3124164021 hasConcept C166957645 @default.
- W3124164021 hasConcept C183582576 @default.
- W3124164021 hasConcept C204036174 @default.
- W3124164021 hasConcept C205649164 @default.
- W3124164021 hasConcept C2776299251 @default.
- W3124164021 hasConcept C556758197 @default.
- W3124164021 hasConcept C90329073 @default.
- W3124164021 hasConcept C91602232 @default.
- W3124164021 hasConceptScore W3124164021C10138342 @default.
- W3124164021 hasConceptScore W3124164021C106159729 @default.
- W3124164021 hasConceptScore W3124164021C144133560 @default.
- W3124164021 hasConceptScore W3124164021C149782125 @default.
- W3124164021 hasConceptScore W3124164021C162324750 @default.
- W3124164021 hasConceptScore W3124164021C166957645 @default.
- W3124164021 hasConceptScore W3124164021C183582576 @default.
- W3124164021 hasConceptScore W3124164021C204036174 @default.
- W3124164021 hasConceptScore W3124164021C205649164 @default.
- W3124164021 hasConceptScore W3124164021C2776299251 @default.
- W3124164021 hasConceptScore W3124164021C556758197 @default.
- W3124164021 hasConceptScore W3124164021C90329073 @default.
- W3124164021 hasConceptScore W3124164021C91602232 @default.
- W3124164021 hasOpenAccess W3124164021 @default.
- W3124164021 hasRelatedWork W1488358183 @default.
- W3124164021 hasRelatedWork W1489704870 @default.
- W3124164021 hasRelatedWork W1530420599 @default.
- W3124164021 hasRelatedWork W1549190565 @default.
- W3124164021 hasRelatedWork W1595367183 @default.
- W3124164021 hasRelatedWork W1977242923 @default.
- W3124164021 hasRelatedWork W2001177006 @default.
- W3124164021 hasRelatedWork W2050379181 @default.
- W3124164021 hasRelatedWork W2136023526 @default.
- W3124164021 hasRelatedWork W2158625146 @default.
- W3124164021 hasRelatedWork W2241657340 @default.
- W3124164021 hasRelatedWork W2242932785 @default.
- W3124164021 hasRelatedWork W2259362555 @default.
- W3124164021 hasRelatedWork W259500264 @default.
- W3124164021 hasRelatedWork W2778021909 @default.
- W3124164021 hasRelatedWork W3122960232 @default.
- W3124164021 hasRelatedWork W3123854628 @default.
- W3124164021 hasRelatedWork W3124337151 @default.
- W3124164021 hasRelatedWork W3125831366 @default.
- W3124164021 hasRelatedWork W1529671489 @default.
- W3124164021 isParatext "false" @default.
- W3124164021 isRetracted "false" @default.
- W3124164021 magId "3124164021" @default.
- W3124164021 workType "article" @default.