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Citations for "New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor"

by Bell, L. & Jenkinson, T.

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  1. Korkeamaki, Timo & Liljeblom, Eva & Pasternack, Daniel, 2010. "Tax reform and payout policy: Do shareholder clienteles or payout policy adjust?," Journal of Corporate Finance, Elsevier, Elsevier, vol. 16(4), pages 572-587, September.
  2. Lin, Leming & Flannery, Mark J., 2013. "Do personal taxes affect capital structure? Evidence from the 2003 tax cut," Journal of Financial Economics, Elsevier, Elsevier, vol. 109(2), pages 549-565.
  3. Daunfeldt, Sven-Olov, 2005. "Tax-Induced Trading and the Identity of the Marginal Investor: Evidence from Sweden," HUI Working Papers, HUI Research 3, HUI Research.
  4. Jack Francis & Tsing Wu & Nan-Ting Kuo, 2012. "Effects of tax reform on drop-off ratios and on the ex-dividend and ex-right prices," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 39(2), pages 147-164, August.
  5. von Eije, Henk & Megginson, William L., 2008. "Dividends and share repurchases in the European Union," Journal of Financial Economics, Elsevier, Elsevier, vol. 89(2), pages 347-374, August.
  6. Jeff Whitworth & Yi Zhang, 2010. "Accrued capital gains and ex-dividend day pricing," Managerial Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 36(8), pages 680-702, August.
  7. Efthymiou, Vassilis A. & Leledakis, George N., 2011. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," MPRA Paper 28791, University Library of Munich, Germany.
  8. Renneboog, Luc & Trojanowski, Grzegorz, 2011. "Patterns in payout policy and payout channel choice," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(6), pages 1477-1490, June.
  9. Jacob, Martin, 2010. "Taxation, Dividends, and Share Repurchases: Taking Evidence Global," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics 2010:10, Uppsala University, Department of Economics.
  10. Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian, 2006. "Direct Evidence of Dividend Tax Clienteles," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6005, C.E.P.R. Discussion Papers.
  11. Hong Zhang, 2004. "Dynamic Beta, Time-Varying Risk Premium, and Momentum," Yale School of Management Working Papers, Yale School of Management amz2637, Yale School of Management, revised 01 Mar 2005.
  12. Dai, Qinglei & Rydqvist, Kristian, 2009. "Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway," Journal of Empirical Finance, Elsevier, Elsevier, vol. 16(4), pages 582-596, September.
  13. Tseng, Yun-lan & Hu, Shing-yang, 2013. "Tax reform and the identity of marginal traders around ex-dividend days," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 25(C), pages 181-199.
  14. Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh, 2008. "The ex-date impact of special dividend announcements: A note," International Review of Financial Analysis, Elsevier, Elsevier, vol. 17(3), pages 635-643, June.
  15. Renneboog, L.D.R. & Trojanowski, G., 2005. "Patterns in Payout Policy and Payout Channel Choice of UK Firms in the 1990s," Discussion Paper, Tilburg University, Center for Economic Research 2005-22, Tilburg University, Center for Economic Research.
  16. Kadapakkam, Palani-Rajan & Martinez, Valeria, 2008. "Ex-dividend returns: The Mexican puzzle," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(11), pages 2453-2461, November.
  17. Andrew Benito & Garry Young, 2003. "Hard Times or Great Expectations? Dividend Omissions and Dividend Cuts by UK Firms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 531-555, December.
  18. Renneboog, L.D.R. & Trojanowski, G., 2005. "Control Structures and Payout Policy," Discussion Paper, Tilburg University, Center for Economic Research 2005-61, Tilburg University, Center for Economic Research.
  19. Thomas McCluskey & Aoife Broderick & Amanda Boyle & Bruce Burton & David Power, 2010. "Evidence on Irish financial analysts' and fund managers' views about dividends," Qualitative Research in Financial Markets, Emerald Group Publishing, Emerald Group Publishing, vol. 2(2), pages 80-99, October.
  20. Maria Borges, 2008. "The Ex-Dividend Day Stock Price Behavior: The Case of Portugal," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 36(1), pages 15-30, March.
  21. Mishra, Anil V. & Ratti, Ronald A., 2014. "Taxation of domestic dividend income and foreign investment holdings," International Review of Economics & Finance, Elsevier, Elsevier, vol. 31(C), pages 218-231.
  22. Hartzmark, Samuel M. & Solomon, David H., 2013. "The dividend month premium," Journal of Financial Economics, Elsevier, Elsevier, vol. 109(3), pages 640-660.
  23. Edwards, Alexander & Shevlin, Terry, 2011. "The value of a flow-through entity in an integrated corporate tax system," Journal of Financial Economics, Elsevier, Elsevier, vol. 101(2), pages 473-491, August.
  24. Castillo, Augusto & Jakob, Keith, 2006. "The Chilean ex-dividend day," Global Finance Journal, Elsevier, vol. 17(1), pages 105-118, September.
  25. Choy, HiuLam & Gul, Ferdinand A. & Yao, Jun, 2011. "Does political economy reduce agency costs? Some evidence from dividend policies around the world," Journal of Empirical Finance, Elsevier, Elsevier, vol. 18(1), pages 16-35, January.
  26. Frankfurter, George M. & Kosedag, Arman & Chiang, Kevin & Collison, David & Power, David M. & Schmidt, Hartmut & So, Raymond & Topalov, Mihail, 2004. "A comparative analysis of perception of dividends by financial managers," Research in International Business and Finance, Elsevier, Elsevier, vol. 18(1), pages 73-114, April.
  27. Dahlquist, Magnus & Robertsson, Göran & Rydqvist, Kristian, 2007. "Direct Evidence of Dividend Tax Clienteles," SIFR Research Report Series, Institute for Financial Research 51, Institute for Financial Research.
  28. Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2013. "Ex-dividend prices and investor trades: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 24(C), pages 39-65.
  29. Nam, Jouahn & Wang, Jun & Zhang, Ge, 2010. "The impact of the dividend tax cut and managerial stock holdings on corporate dividend policy," Global Finance Journal, Elsevier, vol. 21(3), pages 275-292.
  30. Rantapuska, Elias, 2008. "Ex-dividend day trading: Who, how, and why?: Evidence from the Finnish market," Journal of Financial Economics, Elsevier, Elsevier, vol. 88(2), pages 355-374, May.
  31. Daunfeldt, Sven-Olov & Selander, Carina & Wikström, Magnus, 2006. "Taxation, Dividend Payments and Ex-Day Price Changes," UmeÃ¥ Economic Studies 684, Umeå University, Department of Economics.
  32. Lee, Yi-Tsung & Liu, Yu-Jane & Roll, Richard & Subrahmanyam, Avanidhar, 2006. "Taxes and dividend clientele: Evidence from trading and ownership structure," Journal of Banking & Finance, Elsevier, Elsevier, vol. 30(1), pages 229-246, January.
  33. Dai, Qinglei & Rydqvist, Kristian, 2007. "Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6074, C.E.P.R. Discussion Papers.