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The ex-dividend day stock price anomaly: evidence from the Greek stock market

  • Apostolos Dasilas

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    File URL: http://hdl.handle.net/10.1007/s11408-008-0094-6
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    Article provided by Springer in its journal Financial Markets and Portfolio Management.

    Volume (Year): 23 (2009)
    Issue (Month): 1 (March)
    Pages: 59-91

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    Handle: RePEc:kap:fmktpm:v:23:y:2009:i:1:p:59-91
    Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=119763

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    1. Milonas, Nikolaos T. & Travlos, Nickolaos G. & Xiao, Jason Zezhong & Tan, Cunkai, 2006. "The ex-dividend day stock price behavior in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 155-174, April.
    2. Daunfeldt, Sven-Olov & Selander, Carina & Wikström, Magnus, 2006. "Taxation, Dividend Payments and Ex-Day Price Changes," Umeå Economic Studies 684, Umeå University, Department of Economics.
    3. John R. Graham, 2003. "Taxes and Corporate Finance: A Review," Review of Financial Studies, Society for Financial Studies, vol. 16(4), pages 1075-1129.
    4. Lakonishok, Josef & Vermaelen, Theo, 1986. "Tax-induced trading around ex-dividend days," Journal of Financial Economics, Elsevier, vol. 16(3), pages 287-319, July.
    5. 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.
    6. Liljeblom, Eva & Loflund, Anders & Hedvall, Kaj, 2001. "Foreign and domestic investors and tax induced ex-dividend day trading," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1687-1716, September.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. Michaely, Roni & Murgia, Maurizio, 1995. "The Effect of Tax Heterogeneity on Prices and Volume around the Ex-dividend Day: Evidence from the Milan Stock Exchange," Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 369-99.
    13. Michaely, Roni & Vila, Jean-Luc, 1996. "Trading Volume with Private Valuation: Evidence from the Ex-dividend Day," Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 471-509.
    14. Hietala, Pekka T., 1990. "Equity markets and personal taxation : The ex-dividend day behaviour of Finnish stock prices," Journal of Banking & Finance, Elsevier, vol. 14(2-3), pages 327-350, August.
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