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The effects of ETF splits on returns, liquidity, and individual investors
Susana Yu
, Gwendolyn Webb
Accounting and Finance
Research output
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Contribution to journal
›
Article
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peer-review
5
Scopus citations
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Keyphrases
Bid-ask Spread
14%
Design Methodology
14%
Excess Returns
14%
Exchange-traded Funds
100%
Individual Investors
100%
Investment Vehicles
14%
Investor Interest
14%
Large Group
14%
Liquidity
100%
Management Objectives
14%
Momentum Theory
14%
Mutual Funds
14%
Net Present Value
14%
Non-split
14%
Retail Investors
14%
Sample Splitting
42%
Split Control
14%
Stock Excess Returns
14%
Stock Price Index
14%
Stock Splits
28%
Total Capital
57%
Economics, Econometrics and Finance
Bid-Ask Spread
14%
Index Derivative
100%
Investors
100%
Present Value
14%
Retail Investors
14%
Stock Price
14%
Stock Split
28%