Volatility Increases Subsequent to NYSE and AMEX Stock Splits
- 1 March 1991
- journal article
- Published by JSTOR in The Journal of Finance
- Vol. 46 (1) , 421-431
- https://doi.org/10.2307/2328703
Abstract
The post-split increase in daily returns volatility is less for AMEX stocks than for NYSE stocks. The exchange trading location is a significant factor in explaining the volatility shift even after s...Keywords
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