Behavioral bias, distorted stock prices, and stock splits

B-Tier
Journal: Journal of Banking & Finance
Year: 2023
Volume: 154
Issue: C

Authors (4)

Li, Fengfei (not in RePEc) Lin, Ji-Chai (not in RePEc) Lin, Tse-Chun (University of Hong Kong) Shang, Longfei (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose that firms use stock splits as a means of attracting attention and inducing information production to correct price distortion caused by investors’ 52-week high anchoring bias. Our analysis shows that firms are more likely to split stocks when their prices are near 52-week highs, especially if they are highly profitable and undervalued. After splits, undervaluation gradually disappears. Moreover, these splits are associated with a slower market reaction and a more positive post-split drift, consistent with the notion that investors’ anchoring bias hinders price adjustment, leading to a gradual price correction. In addition, the likelihood of such splits increases with CEO wealth-performance sensitivity, and investment-price sensitivity increases following splits. Our evidence suggests that firms utilize stock splits to correct mispricing induced by investors’ 52-week high anchoring bias.

Technical Details

RePEc Handle
repec:eee:jbfina:v:154:y:2023:i:c:s0378426623001449
Journal Field
Finance
Author Count
4
Added to Database
2026-01-25