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The ex-dividend day stock price behavior in the Chinese stock market. (2006). Milonas, Nikolaos ; Travlos, Nickolaos G. ; Xiao, Jason Zezhong ; Tan, Cunkai.
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:14:y:2006:i:2:p:155-174.

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  1. Ex-dividend day price behavior and liquidity in a tax-free emerging market. (2019). Dupuis, Daniel.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:38:y:2019:i:c:p:239-250.

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  2. 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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  3. Prediction model of dividend payment of Czech joint stock companies. (2016). Sejkora, Frantisek .
    In: International Journal of Entrepreneurial Knowledge.
    RePEc:jek:journl:v:4:y:2016:i:2:p:51-61.

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  4. Announcement Effect of Cash Dividend Changes around Ex-Dividend Days: Evidence from Taiwan. (2015). Wu, Tsung-Hsin ; Jack J. W. Yang, .
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:9:y:2015:i:2:p:77-91.

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  5. Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates. (2014). Brown, Christine ; Au Yong, Hue Hwa ; Yeing, Chloe Choy .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:14:y:2014:i:4:p:551-585.

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  6. The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks. (2011). Leledakis, George ; Efthymiou, Vassilis.
    In: MPRA Paper.
    RePEc:pra:mprapa:28791.

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  7. Ex-Dividend Day Returns when Dividend and Capital Gains are Taxed at the Same Rate. (2011). Martinez-Blasco, Monica ; Martinezblasco, Monica ; Blandon, Josef Garcia ; Bosch, Josef Argiles .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:2:p:140-152.

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  8. 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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  9. US ADR and Hong Kong H-share discounts of Shanghai-listed firms. (2008). Burdekin, Richard ; Brown, William O. ; Arquette, Gregory C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:9:p:1916-1927.

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  10. Ex‐Dividend Day Behavior in the Absence of Taxes and Price Discreteness*. (2008). Walter, Terry ; Al-Yahyaee, Khamis ; Pham, Toan ; al Yahyaee, Khamis.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:8:y:2008:i:3-4:p:103-123.

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  11. Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day. (2007). Dai, Qinglei ; Rydqvist, Kristian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6074.

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  12. Market Arbitrage of Cash Dividends and Franking Credits. (2005). Skeels, Christopher ; Beggs, D..
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:947.

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  13. Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange. (2005). Spyrou, Spyros ; Galariotis, Emilios C. ; Antoniou, Antonios.
    In: European Financial Management.
    RePEc:bla:eufman:v:11:y:2005:i:1:p:71-98.

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References

References cited by this document

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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.
    In: Journal of Banking & Finance.
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  48. Closed-end fund premia and returns Implications for financial market equilibrium. (1995). Pontiff, Jeffrey ; Jeffrey, Pontiff.
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  49. Ex-dividend price behavior of common stocks. (1994). Jagannathan, Ravi ; Boyd, John H..
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