Publikacja:

Split on the Warsaw Stock Exchange

Data

2017
Artykuł
Przeszukaj czasopismo Uproszczony widok Pełne metadane Statystyki
 
cris.legacyid6860
cris.virtual.journalance#PLACEHOLDER_PARENT_METADATA_VALUE#
cris.virtualsource.journalance9db5c576-bc0d-45ef-b202-f90c8f673dae
dc.abstract.plThe main purpose of this article is to find out if there is a correlation between the announcement of the stock split and the market price. This analysis comprises 76 stock splits from Warsaw Stock Exchange which took place between 2011 and 2016. In this study the Market Model was used, and the deviations from the norm were shown as abnormal rates of return and cumulated abnormal rates of return. The differences of the rates of return are characterized by statistical significance.
dc.contributor.authorKrzysztof Pasierbek
dc.date.accessioned2025-07-25T15:45:26Z
dc.date.available2025-07-25T15:45:26Z
dc.date.issued2017
dc.date.published2017
dc.description.issue1
dc.description.physical43-54
dc.description.volume9
dc.identifier.urihttps://repozytorium.kozminski.edu.pl/handle/item/1061
dc.languageen
dc.relation.ispartofZeszyty Programu Top 15
dc.relation.pages43-54
dc.rightsCC-BY-4.0
dc.subjectStock splits
dc.subjectReverse stock splits
dc.subjectWarsaw Stock Exchange
dc.subjectfinancial market
dc.subjectcapital market
dc.subjectstock prices
dc.subtypeOriginal
dc.title

Split on the Warsaw Stock Exchange

dc.typeArticle
dspace.entity.typePublication