Dividend Size, Yield, Clienteles and REITs
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Volume (Year): 45 (2012)
Issue (Month): 2 (August)
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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 503-514, Winter.
- Kalay, Avner, 1982. " The Ex-Dividend Pay Behavior of Stock Prices: A Re-Examination of the Clientele Effect," Journal of Finance, American Finance Association, vol. 37(4), pages 1059-1070, September.
- William G. Hardin III & Kartono Liano & Gow-cheng Huang, 2002. "The Ex-Dividend Pricing of REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(4), pages 533-549.
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"Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes,"
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- Elton, Edwin J & Gruber, Martin J, 1970. "Marginal Stockholder Tax Rates and the Clientele Effect," The Review of Economics and Statistics, MIT Press, vol. 52(1), pages 68-74, February.
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- William Hardin & Kartono Liano & Gow-Cheng Huang & Gregory Nagel, 2007. "REITs, Decimalization, and Ex-dividend Stock Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 34(4), pages 499-511, May.
- Edwin J. Elton & Martin J. Gruber & Christopher R. Blake, 2005. "Marginal Stockholder Tax Effects and Ex-Dividend-Day Price Behavior: Evidence From Taxable Versus Nontaxable Closed-End Funds," The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 579-586, August.
- Dubofsky, David, 1997. "Limit orders and ex-dividend day return distributions," Journal of Empirical Finance, Elsevier, vol. 4(1), pages 47-65, January.
- Jakob, Keith & Ma, Tongshu, 2004. "Tick size, NYSE rule 118, and ex-dividend day stock price behavior," Journal of Financial Economics, Elsevier, vol. 72(3), pages 605-625, June.
- Koski, Jennifer Lynch, 1996. "A Microstructure Analysis of Ex-dividend Stock Price Behavior before and after the 1984 and 1986 Tax Reform Acts," The Journal of Business, University of Chicago Press, vol. 69(3), pages 313-338, July.
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- Lakonishok, Josef & Vermaelen, Theo, 1983. " Tax Reform and Ex-Dividend Day Behavior," Journal of Finance, American Finance Association, vol. 38(4), pages 1157-1179, September.
- James A. Campbell & William Beranek, 1955. "Stock Price Behavior On Ex‐Dividend Dates," Journal of Finance, American Finance Association, vol. 10(4), pages 425-429, December. Full references (including those not matched with items on IDEAS)
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