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DC Field | Value | Language |
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dc.contributor.author | Mihir Dash | - |
dc.contributor.author | Amaresh Gowda | - |
dc.date.accessioned | 2024-02-27T05:54:26Z | - |
dc.date.available | 2024-02-27T05:54:26Z | - |
dc.date.issued | 2013 | - |
dc.identifier.uri | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/6131 | - |
dc.description.abstract | Stock splits are a new phenomenon in Indian markets, especially with the bull phase in Indian stock markets, with many companies stock prices shooting far beyond the normal trading range. The objective of the study is to analyze the overall impact of stock splits on returns. To do so, the returns in the period prior to the announcement are compared with the returns after the execution of the split, in terms of mean returns and variance of returns. | - |
dc.publisher | The Sams Journal | - |
dc.title | A study of the Liquidity Effects of Stock Splits in Indian Stock Markets | - |
dc.vol | Vol. 7 | - |
dc.issued | No. 2 | - |
Appears in Collections: | Articles to be qced |
Files in This Item:
File | Size | Format | |
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A Study of the Liquidity Effects of Stock.pdf | 2.24 MB | Adobe PDF | View/Open |
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