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Smakar aktiesplit lika gott som päronsplit? En studie av abnormal avkastning i anslutning till aktie

Månsson, Alexandra LU ; Fahlberg, Felix LU and Eng, Emil LU (2020) FEKH89 20191
Department of Business Administration
Abstract (Swedish)
A short-term positive abnormal return occurs in conjunction with announcement of split. This indicates that companies disseminate vital information by announcing a split. The market interprets the signals as positive. Consequently, in accordance with previous research, we find some support for the signaling effect. However, the abnormal return decreases a few days after the announcement.
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author
Månsson, Alexandra LU ; Fahlberg, Felix LU and Eng, Emil LU
supervisor
organization
course
FEKH89 20191
year
type
M2 - Bachelor Degree
subject
keywords
Stocksplit, abnormal return, CAAR, efficient market hypothesis signaling
language
Swedish
id
9002984
date added to LUP
2020-01-28 11:33:40
date last changed
2020-01-28 11:33:40
@misc{9002984,
  abstract     = {{A short-term positive abnormal return occurs in conjunction with announcement of split. This indicates that companies disseminate vital information by announcing a split. The market interprets the signals as positive. Consequently, in accordance with previous research, we find some support for the signaling effect. However, the abnormal return decreases a few days after the announcement.}},
  author       = {{Månsson, Alexandra and Fahlberg, Felix and Eng, Emil}},
  language     = {{swe}},
  note         = {{Student Paper}},
  title        = {{Smakar aktiesplit lika gott som päronsplit? En studie av abnormal avkastning i anslutning till aktie}},
  year         = {{2020}},
}