How Does Split Announcement Affect Stock Liquidity? Evidence from Bursa Malaysia

This study examines the impact of stock splits on stock liquidity in Bursa Malaysia from 2004–2018. The study uses event study methodology and investigates liquidity changes, the role of liquidity, and the relationship between abnormal returns and liquidity as well. We found a significant liquidity...

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Bibliographic Details
Main Authors: S. Amir Tabibian, Zhaoyong Zhang, Mohsen Jafarian
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/8/3/85