The effect of stock split announcements on stock prices : an empirical investigation for the Toronto Stock Exchange (TSX)

Subaih, Omer

dc.contributor.advisor	Boabang, Francis
dc.coverage.spatial	Canada
dc.creator	Subaih, Omer
dc.date.accessioned	2013-02-26T16:32:36Z
dc.date.available	2013-02-26T16:32:36Z
dc.date.issued	2013
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/24835
dc.description	1 online resource (33 leaves)
dc.description	Includes abstract.
dc.description	Includes bibliographical references (leaves 32-33).
dc.description.abstract	This paper investigates the effect of stock split announcements on stock prices in the Toronto Stock Exchange (TSX). Unlike other papers, the short-term effect is only considered in this study. The results constructed on this paper, are that the abnormal returns are only existed in a very short period surrounding stock split events. On the other hand, there is no evidence suggested that the abnormal return will continue to exist in the long-run. However, the results of this paper are pretty much consistent with what Fama et al (1969) found. That is the abnormal returns will die out through the time.	en_CA
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dc.description.provenance	Made available in DSpace on 2013-02-26T16:32:36Z (GMT). No. of bitstreams: 1 subaih_omer_mrp_2013.pdf: 613400 bytes, checksum: 684bf99183783bdb604b5bd88290e5a7 (MD5)	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	The effect of stock split announcements on stock prices : an empirical investigation for the Toronto Stock Exchange (TSX)	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)