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Variation in ex day dividend pricing: Myth or reality?

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Author Info
Rakesh Bali ()
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File URL: http://hdl.handle.net/10.1007/BF02827218
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Article provided by Springer in its journal Journal of Economics and Finance.

Volume (Year): 27 (2003)
Issue (Month): 2 (June)
Pages: 190-210
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Handle: RePEc:spr:jecfin:v:27:y:2003:i:2:p:190-210

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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.:
  1. John H. Boyd & Ravi Jagannathan, 1994. "Ex-dividend price behavior of common stocks," Working Papers 500, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  2. Amihud, Yakov & Mendelson, Haim, 1980. "Dealership market : Market-making with inventory," Journal of Financial Economics, Elsevier, vol. 8(1), pages 31-53, March. [Downloadable!] (restricted)
  3. Brooks, LeRoy D & Edwards, Charles E, 1980. "Marginal Stockholders and Implied Tax Rates," The Review of Economics and Statistics, MIT Press, vol. 62(4), pages 616-19, November. [Downloadable!] (restricted)
  4. Lesmond, David A & Ogden, Joseph P & Trzcinka, Charles A, 1999. "A New Estimate of Transaction Costs," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(5), pages 1113-41.
  5. Glosten, Lawrence R. & Milgrom, Paul R., 1985. "Bid, ask and transaction prices in a specialist market with heterogeneously informed traders," Journal of Financial Economics, Elsevier, vol. 14(1), pages 71-100, March. [Downloadable!] (restricted)
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  6. Litzenberger, Robert H & Ramaswamy, Krishna, 1982. " The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects?," Journal of Finance, American Finance Association, vol. 37(2), pages 429-43, May. [Downloadable!] (restricted)
  7. Bali, Rakesh & Hite, Gailen L., 1998. "Ex dividend day stock price behavior: discreteness or tax-induced clienteles?," Journal of Financial Economics, Elsevier, vol. 47(2), pages 127-159, February. [Downloadable!] (restricted)
  8. Miller, Merton H & Scholes, Myron S, 1982. "Dividends and Taxes: Some Empirical Evidence," Journal of Political Economy, University of Chicago Press, vol. 90(6), pages 1118-41, December. [Downloadable!] (restricted)
  9. Karpoff, Jonathan M. & Walkling, Ralph A., 1988. "Short-term trading around ex-dividend days : Additional evidence," Journal of Financial Economics, Elsevier, vol. 21(2), pages 291-298, September. [Downloadable!] (restricted)
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  1. Rakesh Bali, 2003. "Seasonality in ex dividend day returns," Applied Economics Letters, Taylor and Francis Journals, vol. 10(14), pages 929-932, November. [Downloadable!] (restricted)
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This page was last updated on 2009-11-12.

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