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Autocorrelations and Abnormal Returns Prior to Stock Splits Considered in the Context of EMH
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This 5 page paper is written in two parts. The first part of the paper considers the implications for the weak-form Efficient Market Hypothesis (EMH) concerning the findings of certain authors that have recently found evidence of positive autocorrelation in short-term stock returns and negative autocorrelation in longer horizon returns. The second part of the paper looks at the idea positive abnormal returns prior to stock splits, discusses why this may occur and looks at whether or not this is consistent with semi-strong form efficiency. The bibliography cites 5 sources.
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Pages:
5
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Filename:TS14_TEautosplit.rtf |
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Paper Title:
Autocorrelations and Abnormal Returns Prior to Stock Splits Considered in the Context of EMH
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