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...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-08-01
|
Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/8/3/85 |