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Odd‐Lot Costs, Taxes And The Ex‐Date Price Effects Of Stock Dividends: Evidence From The Toronto Stock Exchange

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  • George Athanassakos
  • Brian F. Smith

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Suggested Citation

  • George Athanassakos & Brian F. Smith, 1996. "Odd‐Lot Costs, Taxes And The Ex‐Date Price Effects Of Stock Dividends: Evidence From The Toronto Stock Exchange," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(7), pages 989-1003, October.
    • Handle: RePEc:bla:jbfnac:v:23:y:1996:i:7:p:989-1003
    DOI: 10.1111/j.1468-5957.1996.tb01036.x
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    References listed on IDEAS

    as
    1. 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.
    2. Eades, Kenneth M. & Hess, Patrick J. & Kim, E. Han, 1984. "On interpreting security returns during the ex-dividend period," Journal of Financial Economics, Elsevier, vol. 13(1), pages 3-34, March.
    3. repec:bla:jfinan:v:43:y:1988:i:5:p:1143-60 is not listed on IDEAS
    4. Lamoureux, Christopher G & Poon, Percy, 1987. "The Market Reaction to Stock Splits," Journal of Finance, American Finance Association, vol. 42(5), pages 1347-1370, December.
    5. George Athanassakos, 1996. "Tax Induced Trading Volume Around Ex‐Dividend Days Under Different Tax Regimes: The Canadian Experience 1970–1984," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(4), pages 557-584, June.
    6. Woolridge, J Randall, 1983. "Ex-Date Stock Price Adjustment to Stock Dividends: A Note," Journal of Finance, American Finance Association, vol. 38(1), pages 247-255, March.
    7. Bhardwaj, Ravinder K & Brooks, LeRoy D, 1992. "The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias," Journal of Finance, American Finance Association, vol. 47(2), pages 553-575, June.
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