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Ex‐Dividend Day Price Behavior Of Exchange‐Traded Funds

Author

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  • Jun (Tony) Ruan
  • Tongshu Ma

Abstract

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Suggested Citation

  • Jun (Tony) Ruan & Tongshu Ma, 2012. "Ex‐Dividend Day Price Behavior Of Exchange‐Traded Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 35(1), pages 29-53, March.
    • Handle: RePEc:bla:jfnres:v:35:y:2012:i:1:p:29-53
    DOI: j.1475-6803.2011.01308.x
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.2011.01308.x
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    Cited by:

    1. Zura Kakushadze & Willie Yu, 2022. "ETF Risk Models," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 1-17.
    2. Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2016. "Exchange Traded Funds (ETFs)," Swiss Finance Institute Research Paper Series 16-64, Swiss Finance Institute.
    3. Chen, Mei-Ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2017. "Investor sentiment and country exchange traded funds: Does economic freedom matter?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 285-299.
    4. Martin Lettau & Ananth Madhavan, 2018. "Exchange-Traded Funds 101 for Economists," Journal of Economic Perspectives, American Economic Association, vol. 32(1), pages 135-154, Winter.
    5. Bali, Rakesh & Francis, Jack Clark, 2016. "Ex day effects of the 2003 dividend tax cut," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 11-22.
    6. David‐Jan Jansen, 2021. "The International Spillovers of the 2010 U.S. Flash Crash," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1573-1586, September.

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