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Dividends, taxes, and common stock prices : The ex-dividend day behavior of common stock prices before the income tax

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Author Info
Barclay, Michael J.
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 19 (1987)
Issue (Month): 1 (September)
Pages: 31-44
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Handle: RePEc:eee:jfinec:v:19:y:1987:i:1:p:31-44

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. John H. Boyd & Ravi Jagannathan, 1994. "Ex-dividend price behavior of common stocks," Staff Report 173, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  2. 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. [Downloadable!] (restricted)
    Other versions:
  3. Pasi Sorjonen, 2002. "Ex-Dividend Day Stock Returns and Tick Rules," Discussion Papers 675, The Research Institute of the Finnish Economy. [Downloadable!]
  4. Pasi Sorjonen, 2002. "Ex-Dividend Day Stock Price Behavior, Taxes and Discrete Prices; A Simulation Experiment," Discussion Papers 676, The Research Institute of the Finnish Economy. [Downloadable!]
  5. Pasi Sorjonen, 2002. "Ex-Dividend Day Behavior of Stock Prices in Finland in 1989-90 and 1993-97," Discussion Papers 674, The Research Institute of the Finnish Economy. [Downloadable!]
  6. Raj Chetty & Joseph Rosenberg & Emmanuel Saez, 2005. "The Effects of Taxes on Market Responses to Dividend Announcements and Payments: What Can we Learn from the 2003 Dividend Tax Cut?," NBER Working Papers 11452, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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