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The effect of stock splits on clientele: Is tick size relevant?

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  • Lipson, Marc L.
  • Mortal, Sandra

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  • Lipson, Marc L. & Mortal, Sandra, 2006. "The effect of stock splits on clientele: Is tick size relevant?," Journal of Corporate Finance, Elsevier, vol. 12(5), pages 878-896, December.
    • Handle: RePEc:eee:corfin:v:12:y:2006:i:5:p:878-896
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    Cited by:

    1. Nhut H. Nguyen & David Y. Wang, 2013. "Stock dividends in China: signalling or liquidity explanations?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(2), pages 513-535, June.
    2. Justin Cox & Bonnie Van Ness & Robert Van Ness, 2022. "Stock splits and retail trading," The Financial Review, Eastern Finance Association, vol. 57(4), pages 731-750, November.
    3. Erik Devos & William B. Elliott & Richard S. Warr, 2018. "The Propensity to Split and CEO Compensation," Financial Management, Financial Management Association International, vol. 47(1), pages 105-129, March.
    4. Xiao, Xijuan & Yamamoto, Ryuichi, 2024. "Realized volatility, price informativeness, and tick size: A market microstructure approach," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 410-426.
    5. Albuquerque, Rui & Song, Shiyun & Yao, Chen, 2020. "The price effects of liquidity shocks: A study of the SEC’s tick size experiment," Journal of Financial Economics, Elsevier, vol. 138(3), pages 700-724.
    6. Zeeshan Ahmed & Qasim Saleem & Abdul Qadir Bhatti & Bilal Ahmed, 2020. "Corporate Leverage Transmission under Information Asymmetry: Evidence from Non-financial Firms of Pakistan," International Journal of Economics and Financial Issues, Econjournals, vol. 10(4), pages 176-184.
    7. Bill B. Francis & Iftekhar Hasan & Mingming Zhou, 2013. "The effects of stock splits on the bid-ask spread of syndicated loans," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 159-187.

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