Concepedia

Thin Trading Adjustments

Thin Trading Adjustments is a methodological correction in event study analysis that accounts for non-trading days or irregular trading frequencies by adjusting the observed returns to more accurately estimate the expected trading activity and mitigate biases in abnormal return calculations.

35

Publications

1.5K

Citations

60

Authors

40

Institutions

Publications per year

2017–2026

1

Parents

Publications

35

Conducting event studies with thinly traded stocks

Elizabeth Maynes, John Rumsey · Journal of Banking & Finance · 1993 · 212 citations

, , +11

Return predictability in African stock markets

Joe Appiah‐Kusi, Kojo Menyah · Review of Financial Economics · 2002 · 191 citations

, , +16

Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market

Antonios Antoniou, Nuray Ergül, Phil Holmes · European Financial Management · 1997 · 178 citations

, , +17

Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange

Paul Barnes · Journal of Business Finance &amp Accounting · 1986 · 140 citations

, , +14

Do ‘thinly-traded’ stocks benefit from specialist intervention?

Mahendrarajah Nimalendran, Giovanni Petrella · Journal of Banking & Finance · 2003 · 99 citations

, , +8

1–5 of 35

Authors

60

  1. DJ
    D. J. Bradfield

    University of Cape Town, South Africa

    3 publications · 49 citations

    3

    h-index

  2. VM
    Vijay M. Jog

    Carleton University, Canada

    2 publications · 67 citations

    2

    h-index

  3. CH
    C. Harvey Rorke

    McGill University, Canada

    2 publications · 67 citations

    2

    h-index

  4. KM
    Kojo Menyah

    London Metropolitan University, United Kingdom

    2 publications · 205 citations

    2

    h-index

  5. JA
    Joe Appiah‐Kusi

    London Metropolitan University, United Kingdom

    2 publications · 205 citations

    2

    h-index

1–5 of 60

Institutions

40

  1. University of Cape Town

    Rondebosch, South Africa

    4 h-index

    6 publications

    151 citations

  2. London Metropolitan University

    London, United Kingdom

    2 h-index

    2 publications

    205 citations

  3. Durham University

    Durham, United Kingdom

    2 h-index

    2 publications

    189 citations

  4. American University of Sharjah

    Sharjah, United Arab Emirates

    2 h-index

    3 publications

    35 citations

  5. University of Toronto

    Toronto, Canada

    1 h-index

    1 publications

    212 citations

  6. University of Pennsylvania

    Philadelphia, United States

    1 h-index

    1 publications

    24 citations

  7. Illinois Institute of Technology

    Chicago, United States

    1 h-index

    1 publications

    20 citations

  8. University College of Bahrain

    Manama, Bahrain

    1 h-index

    1 publications

    38 citations

1–8 of 40

Venues

  1. Journal of Business Finance &amp Accounting

    3 publications · 169 citations

    3

    h-index

  2. The Journal of Finance

    3 publications · 130 citations

    3

    h-index

  3. SSRN Electronic Journal

    Repository · 3 publications · 35 citations

    3

    h-index

  4. South African Journal of Business Management

    2 publications · 63 citations

    2

    h-index

  5. Journal of Banking & Finance

    2 publications · 311 citations

    2

    h-index

1–5