Ex-day behavior of japanese stock prices: New insights from new methodology

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Ex-day behavior of japanese stock prices: New insights from new methodology

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Hayashi, Fumio
Jagannathan, Ravi

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Publisher Info
Article provided by Elsevier in its journal Journal of the Japanese and International Economies.

Volume (Year): 4 (1990)
Issue (Month): 4 (December)
Pages: 401-427
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Handle: RePEc:eee:jjieco:v:4:y:1990:i:4:p:401-427

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Web page: http://www.elsevier.com/locate/inca/622903

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Paper
- Fumio Hayashi & Ravi Jagannathan, 1990. "Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology," NBER Working Papers 3421, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
- Fumio Hayashi & Ravi Jagannathan, 1990. "Ex-day behavior of Japanese stock prices: new insights from new methodology," Discussion Paper / Institute for Empirical Macroeconomics 30, Federal Reserve Bank of Minneapolis. [Downloadable!]

References listed on IDEAS
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.:

Joseph G. Altonji & Fumio Hayashi & Laurence J. Kotlikoff, 1993. "Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data," NBER Working Papers 3046, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- Altonji, Joseph G & Hayashi, Fumio & Kotlikoff, Laurence J, 1992. "Is the Extended Family Altruistically Linked? Direct Tests Using Micro Data," American Economic Review, American Economic Association, vol. 82(5), pages 1177-98, December. [Downloadable!] (restricted)
Grinblatt, Mark S. & Masulis, Ronald W. & Titman, Sheridan, 1984. "The valuation effects of stock splits and stock dividends," Journal of Financial Economics, Elsevier, vol. 13(4), pages 461-490, December. [Downloadable!] (restricted)
Heath, David C & Jarrow, Robert A, 1988. "Ex-dividend Stock Price Behavior and Arbitrage Opportunities," Journal of Business, University of Chicago Press, vol. 61(1), pages 95-108, January. [Downloadable!] (restricted)
Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318 Elsevier. [Downloadable!] (restricted)
Poterba, James M & Summers, Lawrence H, 1984. " New Evidence that Taxes Affect the Valuation of Dividends," Journal of Finance, American Finance Association, vol. 39(5), pages 1397-1415, December. [Downloadable!] (restricted)
Other versions:
- James M. Poterba & Lawrence A. Summers, 1984. "New Evidence that Taxes Affect the Valuation of Dividends," Working papers 338, Massachusetts Institute of Technology (MIT), Department of Economics.
- James M. Poterba & Lawrence H. Summers, 1985. "New Evidence that Taxes Affect the Valuation of Dividends," NBER Working Papers 1288, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Full references

Cited by:
(explanations, 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.)

John H. Boyd & Ravi Jagannathan, 1994. "Ex-dividend price behavior of common stocks," Staff Report 173, Federal Reserve Bank of Minneapolis. [Downloadable!]
Other versions:
- John H. Boyd & Ravi Jagannathan, 1994. "Ex-dividend price behavior of common stocks," Working Papers 500, Federal Reserve Bank of Minneapolis. [Downloadable!]
- Boyd, John H & Jagannathan, Ravi, 1994. "Ex-dividend Price Behavior of Common Stocks," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 7(4), pages 711-41. [Downloadable!] (restricted)
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 229, Federal Reserve Bank of Minneapolis. [Downloadable!]
Other versions:
- Frank, Murray & Jagannathan, Ravi, 1998. "Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes," Journal of Financial Economics, Elsevier, vol. 47(2), pages 161-188, February. [Downloadable!] (restricted)

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