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The value of dividends: Evidence from cum-dividend trading in the ex-dividend period

Citations

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Cited by:

  1. Grace Phang & Rob Brown, 2011. "Rational early exercise of call options: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(3), pages 732-744, September.
  2. Aelee Jun & V. T. Alaganar & Graham Partington & Max Stevenson, 2008. "Price and Volume Behavior around the Ex‐dividend Day: Evidence on the Value of Dividends from American Depositary Receipts and their Underlying Australian Stocks," International Review of Finance, International Review of Finance Ltd., vol. 8(1‐2), pages 21-55, March.
  3. Tim Brailsford & John C. Handley & Krishnan Maheswaran, 2008. "Re‐examination of the historical equity risk premium in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(1), pages 73-97, March.
  4. Andrew B. Ainsworth & Kingsley Y.L. Fong & David R. Gallagher & Graham Partington, 2018. "Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 379-409, September.
  5. Jeffrey J. Coulton & Caitlin Ruddock, 2011. "Corporate payout policy in Australia and a test of the life‐cycle theory," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(2), pages 381-407, June.
  6. Henry, Darren, 2011. "Ownership structure and tax-friendly dividends," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2747-2760, October.
  7. Mike Dempsey & Graham Partington, 2008. "Cost of capital equations under the Australian imputation tax system," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(3), pages 439-460, September.
  8. Clinton Feuerherdt & Stephen Gray & Jason Hall, 2010. "The Value of Imputation Tax Credits on Australian Hybrid Securities," International Review of Finance, International Review of Finance Ltd., vol. 10(3), pages 365-401, September.
  9. Lynn Hodgkinson & Jo Wells, 2009. "The ex-interest behaviour of UK gilt prices," Applied Financial Economics, Taylor & Francis Journals, vol. 19(21), pages 1753-1760.
  10. Hung T. Chu & Graham Partington, 2001. "Dangers in data adjustment: the case of rights issues and returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 41(3), pages 143-168, November.
  11. Balachandran, Balasingham & Faff, Robert & Nguyen, Tuan Anh, 2008. "The ex-date impact of special dividend announcements: A note," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 635-643, June.
  12. Aelee Jun & David R. Gallagher & Graham H. Partington, 2011. "Institutional Dividend Clienteles Under an Imputation Tax System," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(1-2), pages 198-224, January.
  13. Clive Gaunt & Steven Cahan, 2014. "Accounting and Finance: authorship and citation trends," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(2), pages 441-465, June.
  14. 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, November.
  15. Martin Lally, 2006. "Regulatory Revenues and the Choice of the CAPM: Australia Versus New Zealand," Australian Journal of Management, Australian School of Business, vol. 31(2), pages 313-331, December.
  16. Christine Brown & Katrina Efthim, 2005. "Effect of Taxation on Equal Access Share Buybacks in Australia," International Review of Finance, International Review of Finance Ltd., vol. 5(3‐4), pages 199-218, September.
  17. Michael Dempsey, 2015. "Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p1007, January.
  18. Martin Lally & Tony Van Zijl, 2003. "Capital gains tax and the capital asset pricing model," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 43(2), pages 187-210, July.
  19. Andrew Ainsworth & Kingsley YL Fong & David R Gallagher & Graham Partington, 2016. "Institutional trading around the ex-dividend day," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 299-323, May.
  20. VT Alaganar & Graham Partington & Max Stevenson, 1999. "Do Ex-Dividend Drop-Offs Differ Across Markets? Evidence from Internationally Traded (ADR) Stocks," Working Paper Series 92, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  21. Aelee Jun & Graham H. Partington, 2014. "Taxes, International Clienteles and the Value of ADR Dividends," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 41(9-10), pages 1337-1360, November.
  22. James Richard Cummings & Alex Frino, 2008. "Tax Effects on the Pricing of Australian Stock Index Futures," Australian Journal of Management, Australian School of Business, vol. 33(2), pages 391-406, December.
  23. Simshauser, P., 2022. "On dividends and market valuations of Australia’s listed electricity utilities: regulated vs. merchant," Cambridge Working Papers in Economics 2229, Faculty of Economics, University of Cambridge.
  24. Hodgkinson, Lynn & Partington, Graham, 2013. "Capital gains tax, managed funds and the value of dividends: The case of New Zealand," The British Accounting Review, Elsevier, vol. 45(4), pages 271-283.
  25. David J. Beggs & Christopher L. Skeels, 2006. "Market Arbitrage of Cash Dividends and Franking Credits," The Economic Record, The Economic Society of Australia, vol. 82(258), pages 239-252, September.
  26. Seth Armitage & Lynn Hodgkinson & Graham Partington, 2006. "The Market Value of UK Dividends From Shares With Differing Entitlements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 220-244, January.
  27. Kai-Wei (Shaun) Siau & Stephen J. Sault & Geoffrey J. Warren & Henk Berkman, 2015. "Are imputation credits capitalised into stock prices?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 241-277, March.
  28. H. Chu & G. Partington, 2008. "The Market Valuation of Cash Dividends: The Case of the CRA Bonus Issue," International Review of Finance, International Review of Finance Ltd., vol. 8(1‐2), pages 1-20, March.
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