1. IR @ Alliance University
  2. Faculty Publications
  3. Journal Articles
Please use this identifier to cite or link to this item: https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/189
Full metadata record
DC FieldValueLanguage
dc.contributor.authorDash, Mihir-
dc.contributor.authorGowda, Amaresh-
dc.date.accessioned2022-04-22T09:50:34Z-
dc.date.available2022-04-22T09:50:34Z-
dc.date.issued2013-
dc.identifier.issn0976-304X-
dc.identifier.urihttp://192.168.20.106:8080/xmlui/handle/123456789/189-
dc.description.abstractStock-split 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. The results of the study indicate strong evidence for an increase in the liquidity of the stock after the split.en_US
dc.publisherSambham Academy of Management Studies, Bangalore. Samsmriti; The Sams Journal Vol. 7 Iss. No. 2 Page No.1-8, July-December 2013en_US
dc.subjectStock-Spliten_US
dc.subjectLiquidityen_US
dc.subjectMean Returnsen_US
dc.subjectVariance of Returnsen_US
dc.titleA Study of the Liquidity Effects of Stock Spits in Indian Stock Marketsen_US
dc.typeArticleen_US
Appears in Collections:Journal Articles

Files in This Item:
File Description SizeFormat 
A Study of the Liquidity Effects of Stock.pdf
  Restricted Access		2.32 MBAdobe PDFView/Open Request a copy
Show simple item record


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.