Stock Splits

Assignment Requirements

 

Dear writer,
First of all, I would like to thank you for helping me. I am confident that you will be able to deliver a good quality work. To make your task easier, I’m trying to explain my needs as detailed as possible.

Description op the paper:
I need a research paper on an event study. In my case, the event would be stock splitting in a specific market. You can choose one of the following (US- S&P 500,) (Germany – DAX, MDAX, TDAX) or (UK FTSE 100). Another index in one of those 3 countries would also be ok. The choice is up to you, whatever results in the best paper.

The paper should investigate the market reaction to stock splits. If there are significant positive abnormal returns around the announcement AND/OR the execution day of the stock splits.
Other studies found that there is empirical evidence that in the stock splits are associated with positive abnormal returns around the announcement and the execution day.
Since stock splits seem to be purely cosmetic corporate events, these findings are puzzling…

Technical description:

Event window should be the specific day, one day before and one day after. (suggestion)

Estimation window should be 120 days. (suggestion)

To calculate the regressions excel should be your first choice.

I don’t need all the data regarding the regressions. I just need the results and the formulas.

I will upload a pdf file, which will explain further details.

Feel free to contact me at any time in case of any questions.
Another time, I would like to thank you very much and I am sure I will appreciate you work.
Best Regards,

 

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