Ex-Dividend Day Returns when Dividend and Capital Gains are Taxed at the Same Rate
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- Borja Amor-Tapia & Maria T. Tascon, 2016. "Separating Winners from Losers: Composite Indicators Based on Fundamentals in the European Context," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 70-94, February.
More about this item
Keywordsex-dividend days; tax-clientele hypothesis; random coefficient model; tax neutrality;
- G1 - Financial Economics - - General Financial Markets
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