Beta Changes around Stock Splits: A Note

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Risk measurement when shares are subject to infrequent trading

1979 • 2,767 citations

Price performance of common stock new issues

1975 • 1,377 citations

Volatility increases subsequent to stock splits: An empirical aberration

1985 • 267 citations

Risk measurement when shares are subject to infrequent trading

1983 • 248 citations

The informational content of the timing of dividend announcements

1986 • 121 citations

A Note on the Behavior of Stock Returns around Ex‐Dates of Stock Distributions

1987 • 88 citations