A Note on the Behavior of Stock Returns around Ex-dates of Stock Distributions
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- Hamish D. Anderson & Lawrence C. Rose & Steven F. Cahan, 2004.
"Odd‐lot Costs and Taxation Influences on Stock Dividend Ex‐dates,"
Journal of Business Finance & Accounting,
Wiley Blackwell, vol. 31(9‐10), pages 1419-1448, November.
- Hamish D. Anderson & Lawrence C. Rose & Steven F. Cahan, 2004. "Odd-lot Costs and Taxation Influences on Stock Dividend Ex-dates," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(9-10), pages 1419-1448.
- Koski, Jennifer Lynch, 1998. "Measurement Effects and the Variance of Returns after Stock Splits and Stock Dividends," Review of Financial Studies, Society for Financial Studies, vol. 11(1), pages 143-162.
- J. David Cummins & Christopher M. Lewis, 2002. "Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-term Contracting in the Insurance Market: The Case of Terrorism Insurance," Center for Financial Institutions Working Papers 02-40, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Wulff, Christian, 1999. "The market reaction to stock splits: Evidence from Germany," SFB 373 Discussion Papers 1999,42, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- David Michayluk & Paul Kofman, 2001. "Market Structure and Stock Splits," Research Paper Series 62, Quantitative Finance Research Centre, University of Technology, Sydney.
- David R. Peterson & Pamela P. Peterson, 1992. "A Further Understanding Of Stock Distributions: The Case Of Reverse Stock Splits," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(3), pages 189-205, September.
- Kee H. Chung & Sean Yang, 2015. "Reverse Stock Splits, Institutional Holdings, and Share Value," Financial Management, Financial Management Association International, vol. 44(1), pages 177-216, March.
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