News and noise: do investors react to stock split announcements differently during periods of high and low market volatility?

Steve Johnson () and Robert Stretcher ()

Journal of Economics and Finance, 2011, vol. 35, issue 1, 78 pages

Keywords: Stock Splits; Noise; Information; Abnormal Returns; Volatility; Event Study; VIX; G14 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s12197-009-9115-1

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