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The Chilean ex-dividend day

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  • Castillo, Augusto
  • Jakob, Keith
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    Article provided by Elsevier in its journal Global Finance Journal.

    Volume (Year): 17 (2006)
    Issue (Month): 1 (September)
    Pages: 105-118

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    Handle: RePEc:eee:glofin:v:17:y:2006:i:1:p:105-118

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    Web page: http://www.elsevier.com/locate/inca/620162

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Green, Richard C. & Rydqvist, Kristian, 1999. "Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds," Journal of Financial Economics, Elsevier, Elsevier, vol. 53(2), pages 145-187, August.
    2. Murray Frank & Ravi Jagannathan, 1997. "Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes," Staff Report, Federal Reserve Bank of Minneapolis 229, Federal Reserve Bank of Minneapolis.
    3. Karpoff, Jonathan M. & Walkling, Ralph A., 1988. "Short-term trading around ex-dividend days : Additional evidence," Journal of Financial Economics, Elsevier, Elsevier, vol. 21(2), pages 291-298, September.
    4. David A. Dubofsky, 1992. "A Market Microstructure Explanation of Ex-Day Abnormal Returns," Financial Management, Financial Management Association, Financial Management Association, vol. 21(4), Winter.
    5. Lakonishok, Josef & Vermaelen, Theo, 1986. "Tax-induced trading around ex-dividend days," Journal of Financial Economics, Elsevier, Elsevier, vol. 16(3), pages 287-319, July.
    6. McDonald, Robert L, 2001. "Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 14(3), pages 617-57.
    7. 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, University of Oxford, Department of Economics 9924, University of Oxford, Department of Economics.
    8. Karpoff, Jonathan M. & Walkling, Ralph A., 1990. "Dividend capture in NASDAQ stocks," Journal of Financial Economics, Elsevier, Elsevier, vol. 28(1-2), pages 39-65.
    9. Elton, Edwin J & Gruber, Martin J, 1970. "Marginal Stockholder Tax Rates and the Clientele Effect," The Review of Economics and Statistics, MIT Press, MIT Press, vol. 52(1), pages 68-74, February.
    10. John R. Graham & Roni Michaely & Michael R. Roberts, 2003. "Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex-Dividend Pricing before and after Decimalization," Journal of Finance, American Finance Association, American Finance Association, vol. 58(6), pages 2611-2636, December.
    11. Jakob, Keith & Ma, Tongshu, 2004. "Tick size, NYSE rule 118, and ex-dividend day stock price behavior," Journal of Financial Economics, Elsevier, Elsevier, vol. 72(3), pages 605-625, June.
    12. Michaely, Roni & Vila, Jean-Luc, 1995. "Investors' Heterogeneity, Prices, and Volume around the Ex-Dividend Day," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 30(02), pages 171-198, June.
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