Ex-day Behavior: Tax or Short-Term Trading Effects
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 50 (1995)
Issue (Month): 3 (July)
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- Trevor S. Harris & R. Glenn Hubbard & Deen Kemsley, 1999.
"The Share Price Effects of Dividend Taxes and Tax Imputation Credits,"
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- Gorman, Larry R. & Mahajan, Arvind & Weigand, Robert A., 2004. "The ex-dividend day behavior of American depository receipts," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 1-18, February.
- Morgan, Gareth & Thomas, Stephen, 1998. "Taxes, dividend yields and returns in the UK equity market," Journal of Banking & Finance, Elsevier, vol. 22(4), pages 405-423, May.
- Renneboog, L.D.R. & Trojanowski, G., 2005.
"Patterns in Payout Policy and Payout Channel Choice of UK Firms in the 1990s,"
2005-22, Tilburg University, Center for Economic Research.
- Renneboog, L.D.R. & Trojanowski, G., 2005. "Patterns in Payout Policy and Payout Channel Choice of UK Firms in the 1990s," Discussion Paper 2005-002, Tilburg University, Tilburg Law and Economic Center.
- Efthymiou, Vassilis A. & Leledakis, George N., 2011. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," MPRA Paper 28791, University Library of Munich, Germany.
- Dempsey, Mike, 2001. "Investor tax rationality and the relationship between dividend yields and equity returns: An explanatory note," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1681-1686, September.
- Milonas, Nikolaos T. & Travlos, Nickolaos G. & Xiao, Jason Zezhong & Tan, Cunkai, 2006. "The ex-dividend day stock price behavior in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 155-174, April.
- Rantapuska, Elias, 2008. "Ex-dividend day trading: Who, how, and why?: Evidence from the Finnish market," Journal of Financial Economics, Elsevier, vol. 88(2), pages 355-374, May.
- Randall Morck, 2003. "Why Some Double Taxation Might Make Sense: The Special Case of Inter-corporate Dividends," NBER Working Papers 9651, National Bureau of Economic Research, Inc.
- Jeff Whitworth & Yi Zhang, 2010. "Accrued capital gains and ex-dividend day pricing," Managerial Finance, Emerald Group Publishing, vol. 36(8), pages 680-702, August.
- Margaret Lamb & Andrew Lymer, 1999. "Taxation research in an accounting context: future prospects and interdisciplinary perspectives," European Accounting Review, Taylor and Francis Journals, vol. 8(4), pages 749-776.
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