The ex-dividend day stock price anomaly: evidence from the Greek stock market
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- Bhardwaj, Ravinder K & Brooks, LeRoy D, 1999. "Further Evidence on Dividend Yields and the Ex-Dividend Day Stock Price Effect," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(4), pages 503-14, Winter.
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- Sven-Olov Daunfeldt & Carina Selander & Magnus Wikstrom, 2009.
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- Stephen Owusu-Ansah & Stergios Leventis, 2006. "Timeliness of corporate annual financial reporting in Greece," European Accounting Review, Taylor & Francis Journals, vol. 15(2), pages 273-287.
- Karpoff, Jonathan M. & Walkling, Ralph A., 1988. "Short-term trading around ex-dividend days : Additional evidence," Journal of Financial Economics, Elsevier, vol. 21(2), pages 291-298, September.
- John R. Graham, 2003. "Taxes and Corporate Finance: A Review," Review of Financial Studies, Society for Financial Studies, vol. 16(4), pages 1075-1129.
- Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
- Miller, Merton H & Scholes, Myron S, 1982. "Dividends and Taxes: Some Empirical Evidence," Journal of Political Economy, University of Chicago Press, vol. 90(6), pages 1118-41, December.
- Dodd, Peter & Warner, Jerold B., 1983. "On corporate governance : A study of proxy contests," Journal of Financial Economics, Elsevier, vol. 11(1-4), pages 401-438, April.
- Lakonishok, Josef & Vermaelen, Theo, 1986. "Tax-induced trading around ex-dividend days," Journal of Financial Economics, Elsevier, vol. 16(3), pages 287-319, July.
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