Could not find too many articles on this topic, although the one below has a fairly extensive bibliography, which may yield some other ideas. You may need to start ( as I did ) with a clear idea of what a "rights issue" means, and think about how this may affect share values.
Announcement Effect of Rights Issue...
This paper examines ordinary share price abnormal returns reaction to announcements of rights issues in the Indian Stock Market. This paper also examines Information hypothesis, Price pressure hy...By: Malhotra, Madhuri; Thenmozhi, M.; Kumar, G. Arun. Journal of Services Research, Apr2007, Vol. 7 Issue 1, p215-231
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