Can splits create market liquidity? Theory and evidence

V.Ravi Anshuman, Avner Kalay

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DOI: 10.1016/s1386-4181(01)00020-9
Published: 2002-01
Container: Journal of Financial Markets
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/s1386-4181-01-00020-9,
  title = {Can splits create market liquidity? Theory and evidence},
  author = {V.Ravi Anshuman and Avner Kalay},
  year = {2002},
  journal = {Journal of Financial Markets},
  doi = {10.1016/s1386-4181(01)00020-9},
  url = {https://doi.org/10.1016/s1386-4181(01)00020-9}
}

RIS

TY  - JOUR
TI  - Can splits create market liquidity? Theory and evidence
AU  - V.Ravi Anshuman
AU  - Avner Kalay
PY  - 2002
JO  - Journal of Financial Markets
DO  - 10.1016/s1386-4181(01)00020-9
UR  - https://doi.org/10.1016/s1386-4181(01)00020-9
ER  -

APA

Anshuman, V., & Kalay, A. (2002). Can splits create market liquidity? Theory and evidence. Journal of Financial Markets. https://doi.org/10.1016/s1386-4181(01)00020-9

Source records

crossref · retrieved 2026-09-26T08:15:06.978Z