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Ex-dividend returns: The Mexican puzzle. (2008). Martinez, Valeria ; Kadapakkam, Palani-Rajan.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:32:y:2008:i:11:p:2453-2461.

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  1. Trading Activities Around Ex-Dividend Days: Evidence from the Taiwan Stock Market. (2016). Cheng, Ming-Chang ; Lee, Ching-Hwa .
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:19:y:2016:i:01:n:s0219091516500053.

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  2. Price adjustment method and ex-dividend day returns in a different institutional setting. (2015). Tsiritakis, Emmanuel ; Asimakopoulos, Panagiotis ; Tsangarakis, Nickolaos V.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:1-12.

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  3. The information content of cash dividend announcements in a unique environment. (2011). Walter, Terry ; Al-Yahyaee, Khamis ; Pham, Toan M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:606-612.

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  4. Lost in translation: Delayed ex-dividend price adjustments of Hong Kong ADRs. (2010). Shi, Yilun ; Kadapakkam, Palani-Rajan ; Meisami, Alex.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:647-655.

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References

References cited by this document

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  11. Trading Activities Around Ex-Dividend Days: Evidence from the Taiwan Stock Market. (2016). Cheng, Ming-Chang ; Lee, Ching-Hwa .
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  12. On the Timing and Pricing of Dividends: Comment. (2016). Schulz, Florian.
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  23. Ex-dividend returns: The Mexican puzzle. (2008). Martinez, Valeria ; Kadapakkam, Palani-Rajan.
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  45. Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes. (1998). Jagannathan, Ravi ; Frank, Murray ; Ravi, Jagannathan.
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  46. Ex dividend day stock price behavior: discreteness or tax-induced clienteles?. (1998). Hite Gailen L., ; Rakesh, Bali.
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  47. Taxes and dividends: The UK evidence. (1996). Lasfer, Meziane.
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  48. Closed-end fund premia and returns Implications for financial market equilibrium. (1995). Pontiff, Jeffrey ; Jeffrey, Pontiff.
    In: Journal of Financial Economics.
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  49. Ex-dividend price behavior of common stocks. (1994). Jagannathan, Ravi ; Boyd, John H..
    In: Staff Report.
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  50. Essays on Dividends and Taxes. (). Sorjonen, Pasi .
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