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Dividend Decision under Distributed Profit Taxation: Investor’s Perspective

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Author Info
Aaro Hazak () (School of Economics and Business Administration, Tallinn University of Technology)
Abstract

Distributed profit taxation is the corporate taxation regime of Estonia. A theoretical model on dividend policy under this tax system, compared to traditional gross profit taxation, is presented in this paper. The paper seeks to model a company operating under uncertainty in a binomial framework, including company and investor level taxes and investor’s different consumption levels. Overall, the tax effects on different forms of payout (e.g. dividends or share repurchases) are equal under this tax regime and the main question is deciding upon the timing of dividends. There appear to be different optimums for the timing, depending on the investor’s consumption as well as the probability of losses, tax rates and interest rates. Though one of the aims of the Estonian corporate tax system is to motivate companies to reinvest the profits earned instead of paying them out, the theoretical analysis in this paper shows that from the investor’s perspective retaining of all profits in the company may not be the optimal payout policy in many cases. The study helps to understand the characteristics of this unusual tax regime and may potentially lead to discussions on introducing a similar system in other jurisdictions or on modifying the corporate taxation principles in Estonia

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Publisher Info
Paper provided by School of Economics and Business Administration, Tallinn University of Technology in its series Working Papers with number 145.

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Length: 21
Date of creation: 2006
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Publication status: Published in Working Papers in Economics, School of Economics and Business Administration,Tallinn University of Technology (TUTWPE), Volume 20, Pages 5-25
Handle: RePEc:ttu:wpaper:145

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Related research
Keywords: dividend policy; corporate taxation; distributed profit taxation;

Find related papers by JEL classification:
G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy
K34 - Law and Economics - - Other Substantive Areas of Law - - - Tax Law

This paper has been announced in the following NEP Reports:

References listed on IDEAS
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  1. Miller, Merton H & Rock, Kevin, 1985. " Dividend Policy under Asymmetric Information," Journal of Finance, American Finance Association, vol. 40(4), pages 1031-51, September. [Downloadable!] (restricted)
  2. Michael Funke & Holger Strulik, 2004. "Taxation, growth and welfare: Dynamic effects of Estonia’s 2000 income tax act," Macroeconomics 0401009, EconWPA. [Downloadable!]
    Other versions:
  3. Feldstein, Martin & Green, Jerry, 1983. "Why Do Companies Pay Dividends?," American Economic Review, American Economic Association, vol. 73(1), pages 17-30, March. [Downloadable!] (restricted)
    Other versions:
  4. Franklin Allen & Antonio Bernardo & Ivo Welch, . "A Theory of Dividends Based on Tax Clienteles," Rodney L. White Center for Financial Research Working Papers 15-98, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
    Other versions:
  5. Roni Michaely & Richard H. Thaler & Kent Womack, 1994. "Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," NBER Working Papers 4778, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Miller, Merton H. & Scholes, Myron S., 1978. "Dividends and taxes," Journal of Financial Economics, Elsevier, vol. 6(4), pages 333-364, December. [Downloadable!] (restricted)
  7. Doron Nissim, 2001. "Dividend Changes and Future Profitability," Journal of Finance, American Finance Association, vol. 56(6), pages 2111-2133, December. [Downloadable!] (restricted)
  8. Brav, Alon & Graham, John R. & Harvey, Campbell R. & Michaely, Roni, 2005. "Payout policy in the 21st century," Journal of Financial Economics, Elsevier, vol. 77(3), pages 483-527, September. [Downloadable!] (restricted)
    Other versions:
  9. Black, Fischer & Scholes, Myron, 1974. "The effects of dividend yield and dividend policy on common stock prices and returns," Journal of Financial Economics, Elsevier, vol. 1(1), pages 1-22, May. [Downloadable!] (restricted)
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    Other versions:
    • Allen, Franklin & Michaely, Roni, 2003. "Payout policy," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 7, pages 337-429 Elsevier. [Downloadable!] (restricted)
  11. Marsh, Terry A & Merton, Robert C, 1986. "Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices," American Economic Review, American Economic Association, vol. 76(3), pages 483-98, June. [Downloadable!] (restricted)
    Other versions:
  12. Merton H. Miller & Franco Modigliani, 1961. "Dividend Policy, Growth, and the Valuation of Shares," Journal of Business, University of Chicago Press, vol. 34, pages 411. [Downloadable!]
  13. Frankfurter, George M. & Wood, Bob Jr., 2002. "Dividend policy theories and their empirical tests," International Review of Financial Analysis, Elsevier, vol. 11(2), pages 111-138. [Downloadable!] (restricted)
  14. Stiglitz, Joseph E., 1983. "Some aspects of the taxation of capital gains," Journal of Public Economics, Elsevier, vol. 21(2), pages 257-294, July. [Downloadable!] (restricted)
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  15. Gustavo Grullon & Roni Michaely & Bhaskaran Swaminathan, 2002. "Are Dividend Changes a Sign of Firm Maturity?," Journal of Business, University of Chicago Press, vol. 75(3), pages 387-424, July. [Downloadable!]
  16. Litzenberger, Robert H. & Ramaswamy, Krishna, 1979. "The effect of personal taxes and dividends on capital asset prices : Theory and empirical evidence," Journal of Financial Economics, Elsevier, vol. 7(2), pages 163-195, June. [Downloadable!] (restricted)
  17. Shefrin, Hersh M. & Statman, Meir, 1984. "Explaining investor preference for cash dividends," Journal of Financial Economics, Elsevier, vol. 13(2), pages 253-282, June. [Downloadable!] (restricted)
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