Ex-day Behavior: Tax or Short-Term Trading Effects
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 50 (1995)
Issue (Month): 3 (July)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Leonie Bell & Tim Jenkinson, 2001.
"New evidence of the impact of dividend taxation and on the identity of the marginal investor,"
OFRC Working Papers Series
2001fe14, Oxford Financial Research Centre.
- Leonie Bell & Tim Jenkinson, 2002. "New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor," Journal of Finance, American Finance Association, vol. 57(3), pages 1321-1346, 06.
- Bell, L. & Jenkinson, T., 2000. "New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor," Economics Series Working Papers 9924, University of Oxford, Department of Economics.
- Bell, Leonie & Jenkinson, Tim, 2001. "New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor," CEPR Discussion Papers 2946, C.E.P.R. Discussion Papers.
- Tim Jenkinson & Leonie Bell, 2000. "New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor," Economics Series Working Papers 24, University of Oxford, Department of Economics.
- 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.
- Margaret Lamb & Andrew Lymer, 1999. "Taxation research in an accounting context: future prospects and interdisciplinary perspectives," European Accounting Review, Taylor & Francis Journals, vol. 8(4), pages 749-776.
- Harris, T.S. & Glenn Hubbard, R. & Kemsley, D., 2000.
"The Share Price Effects of Dividend Taxes and Tax Imputation Credits,"
00-02, Columbia - Graduate School of Business.
- Trevor S. Harris & R. Glenn Hubbard & Deen Kemsley, 1999. "The Share Price Effects of Dividend Taxes and Tax Imputation Credits," NBER Working Papers 7445, National Bureau of Economic Research, Inc.
- Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2013. "Ex-dividend prices and investor trades: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 24(C), pages 39-65.
- 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,"
28791, University Library of Munich, Germany.
- Vassilis A. Efthymiou & George N. Leledakis, 2014. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 711-724, April.
- 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.
- Harris, Trevor S. & Hubbard, R. Glenn & Kemsley, Deen, 2001. "The share price effects of dividend taxes and tax imputation credits," Journal of Public Economics, Elsevier, vol. 79(3), pages 569-596, March.
- Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh, 2008. "The ex-date impact of special dividend announcements: A note," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 635-643, June.
- Jack Francis & Tsing Wu & Nan-Ting Kuo, 2012. "Effects of tax reform on drop-off ratios and on the ex-dividend and ex-right prices," Review of Quantitative Finance and Accounting, Springer, vol. 39(2), pages 147-164, August.
- 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.
- 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.
- 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.
- 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.
- Tseng, Yun-lan & Hu, Shing-yang, 2013. "Tax reform and the identity of marginal traders around ex-dividend days," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 181-199.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.