Do Ex-Dividend Drop-Offs Differ Across Markets? Evidence from Internationally Traded (ADR) Stocks
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References listed on IDEAS
- Boyd, John H & Jagannathan, Ravi, 1994. "Ex-dividend Price Behavior of Common Stocks," Review of Financial Studies, Society for Financial Studies, vol. 7(4), pages 711-741.
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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.
More about this item
Keywordsex-dividend; ADR; drop-off ratio; imputation tax; arbitrage;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy
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