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PRODID:-//AMSE//Event Calendar//FR
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UID:event-12316@www.amse-aixmarseille.fr
DTSTAMP:20260421T134933Z
CREATED:20260421T134933Z
LAST-MODIFIED:20260421T134933Z
STATUS:CONFIRMED
SEQUENCE:0
SUMMARY:big data and econometrics seminar - Linqi Wang
DTSTART:20251104T130000Z
DTEND:20251104T143000Z
DESCRIPTION:We develop a dynamic framework to detect the occurrence of perm
 anent and transitory breaks in the illiquidity process. We propose variou
 s tests that can be applied separately to individual events and can be ag
 gregated across different events over time for a given firm or across diffe
 rent firms. We use this methodology to study the impact of forward and re
 verse stock splits on the illiquidity dynamics of the S&P 500\, S&P 400 an
 d S&P 600 index stock constituents. Our empirical results show that stock 
 splits have a positive and significant effect on the permanent component 
 of the illiquidity process while a majority of the stocks engaging in rever
 se splits experience an improvement in liquidity conditions.\\n\\nContact: 
 Sullivan Hué : sullivan.hue[at]univ-amu.frMichel Lubrano : michel.lubrano[
 at]univ-amu.fr\n\nPlus d'informations: https://www.amse-aixmarseille.fr/fr/
 evenements/linqi-wang
LOCATION:Îlot Bernard du Bois - Salle 21\, AMU - AMSE\, 5-9 boulevard Maur
 ice Bourdet\, 13001 Marseille
URL;VALUE=URI:https://www.amse-aixmarseille.fr/fr/evenements/linqi-wang
CONTACT:Sullivan Hué : sullivan.hue[at]univ-amu.frMichel Lubrano : michel.
 lubrano[at]univ-amu.fr
TRANSP:OPAQUE
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