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FURTHER EVIDENCE ON DIVIDEND YIELDS AND THE EX-DIVIDEND DAY STOCK PRICE EFFECT. (1999). Bhardwaj, Ravinder K. ; Brooks, LeRoy D..
In: Journal of Financial Research.
RePEc:bla:jfnres:v:22:y:1999:i:4:p:503-514.

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  1. Dividend Size, Yield, Clienteles and REITs. (2012). Hardin, William ; Liano, Kartono ; Huang, Gow-Cheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:2:p:435-449.

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  2. The Ex‐Day Price Behavior of REITs: Taxes or Ticks?. (2010). Carter, David ; Whitworth, Jeff.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:38:y:2010:i:4:p:733-752.

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  3. Do Tax Law Changes Influence Ex‐Dividend Stock Price Behavior? Evidence from 1926 to 2005. (2010). Rao, Ramesh ; Whitworth, Jeff.
    In: Financial Management.
    RePEc:bla:finmgt:v:39:y:2010:i:1:p:419-445.

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  4. The ex-dividend day stock price anomaly: evidence from the Greek stock market. (2009). Dasilas, Apostolos.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:23:y:2009:i:1:p:59-91.

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  5. The Market Valuation of Cash Dividends: The Case of the CRA Bonus Issue*. (2008). CHU, H. ; PARTINGTON, G..
    In: International Review of Finance.
    RePEc:bla:irvfin:v:8:y:2008:i:1-2:p:1-20.

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  6. REITs, Decimalization, and Ex-dividend Stock Prices. (2007). Hardin, William ; Liano, Kartono ; Nagel, Gregory ; Huang, Gow-Cheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:34:y:2007:i:4:p:499-511.

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  7. Taxation, Risk-Taking, and Household Portfolio Behavior. (2001). Poterba, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8340.

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References

References cited by this document

  1. Barclay, 1987. Dividends, taxes and common stock prices: The ex-dividend day behavior of stock prices before the income taxes. In: Journal of Financial Economics, (19), 31

  2. Brooks, 1980. Marginal stockholders and implied tax rates. In: Review of Economics and Statistics, (62), 616

  3. Crossland, 1991. The effect of cum- to ex-dividend changes on UK share prices. In: Accounting and Business Research, (22), 47
    Paper not yet in RePEc: Add citation now
  4. Elton, 1970. Marginal stockholders tax rates and the clientele effect. In: Review of Economics and Statistics, (52), 68

  5. Elton, 1984. The ex-dividend day behavior of stock prices; A re-examination: A comment. In: Journal of Finance, (39), 551

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  7. Koski, 1996. A microstructure analysis of ex-dividend stock price behavior before and after the 1984 and 1986 Tax Reform Acts. In: Journal of Business, (69), 313

  8. Kulay, 1982. The ex-dividend day behavior of stock prices: A re-examination of the clientele effect. In: Journal of Finance, (37), 1059
    Paper not yet in RePEc: Add citation now
  9. Lakonishok, 1983. Tax reform and ex-dividend behavior. In: Journal of Finance, (38), 1157

  10. Lakonishok, 1986. Tax induced trading around ex-dividend days. In: Journal of Financial Economics, (16), 287

  11. Lamdin, 1993. Ex-dividend day share price behavior: Effects of the Tax Reform Act of 1986. In: Review of Economics and Statistics, (75), 778

  12. Michaely, 1991. Ex-dividend day stock price behavior: The case of the 1986 Tax Reform Act. In: Journal of Finance, (46), 845

  13. Poterba, 1984. New evidence that taxes affect the valuation of dividends. In: Journal of Finance, (39), 1397

  14. Robin, 1991. The impact of the 1986 Tax Reform Act on ex-dividend day returns. In: Financial Management, (20), 60

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