Stock Return Behaviour around Stock Splits: Indian Evidences

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DC Field	Value	Language
dc.contributor.author	Kapil Choudhary, Sakshi Choudhary	-
dc.date.accessioned	2023-09-07T10:32:42Z	-
dc.date.available	2023-09-07T10:32:42Z	-
dc.date.issued	2009	-
dc.identifier.uri	http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/995	-
dc.description.abstract	Present study examines the stock return behaviour vis-à-vis stock splits in Indian context during the period from December 1999 to December 2007. It also makes an effort to disentangle the liquidity, trading range and neglected firm hypothesis. Consistent to earlier evidence, the study also documents the stock split announcement and execution effect in Indian context. The results regarding trading volume and daily turnover led to negation of improvement in liquidity after stock splits in India. The study could not corroborate the trading range hypothesis as possible explanation of stocks splits in India as majority of shares which split were trading at low market prices. While the neglected firm hypothesis could firmly be associated with the stock splits in India.	en_US
dc.language.iso	en_US	en_US
dc.publisher	Asia-Pacific Business Review	en_US
dc.subject	Stock Splits	en_US
dc.subject	Event Study	en_US
dc.subject	Trading Range	en_US
dc.subject	Signaling	en_US
dc.title	Stock Return Behaviour around Stock Splits: Indian Evidences	en_US
dc.type	Article	en_US
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