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Ex-dividend price behavior of common stocks. (1994). Jagannathan, Ravi ; Boyd, John H..
In: Staff Report.
RePEc:fip:fedmsr:173.

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  1. Income illusions: challenging the high yield stock narrative. (2024). Chen, Yin ; Israelov, Roni.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00340-1.

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  2. Dividend-tax avoidance trade and its impact on the stock market. (2024). Chiang, Yao-Min ; Liu, Wen-Rang ; Chung, San-Lin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000908.

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  3. Another look at the dividend-price relationship in the accounting valuation framework. (2023). Sen, Pradyot K ; Easterday, Kathryn E.
    In: Review of Quantitative Finance and Accounting.
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  4. Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns. (2023). Ainsworth, Andrew ; Lee, Adrian D.
    In: Journal of Financial Markets.
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  5. On dividends and market valuations of Australia’s listed electricity utilities: regulated vs. merchant. (2022). Simshauser, Paul.
    In: Working Papers.
    RePEc:enp:wpaper:eprg2210.

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  6. Investor sentiment and asset prices: Evidence from the ex-day. (2022). Paudel, Shishir ; Silveri, Sabatino ; Wu, Mark.
    In: Journal of Banking & Finance.
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  7. On dividends and market valuations of Australias listed electricity utilities: regulated vs. merchant. (2022). Simshauser, Paul.
    In: Cambridge Working Papers in Economics.
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  8. Stock-Market Behavior on Ex-Dates: New Insights from German Stocks with Tax-Free Dividend. (2020). Kreidl, Felix.
    In: IJFS.
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  9. Ex-dividend day price behavior and liquidity in a tax-free emerging market. (2019). Dupuis, Daniel.
    In: Emerging Markets Review.
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  10. Dividend Capture on the Ex-Dividend Day: Evidence from Vietnamese Stock Market. (2017). Tran, Quoc Trung.
    In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
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  11. The impact of nominal stock price on ex-dividend price responses. (2017). Whitby, Ryan ; Jakob, Keith.
    In: Review of Quantitative Finance and Accounting.
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  12. Dividend drop-off estimates of the value of dividend imputation tax credits. (2017). Gray, Stephen ; Cannavan, Damien.
    In: Pacific-Basin Finance Journal.
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  13. Ex-dividend date stock behavior and the clientele effect: Evidence around a tax reduction. (2017). Muñoz Saavedra, Ercio ; Muoz, Ercio ; Rodriguez, Arturo.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:32:y:2017:i:c:p:55-61.

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  14. 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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  15. Institutional trading around the ex-dividend day. (2016). Gallagher, David.
    In: Australian Journal of Management.
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  16. Ex day effects of the 2003 dividend tax cut. (2016). Bali, Rakesh ; Francis, Jack Clark.
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  17. The Ex€ dividend Day Behaviour of REITs: Tax or Market Microstructure Effects. (2016). Mateti, Ravi S ; John, Kose ; Vasudevan, Gopala ; Nguyen, Duong.
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  18. Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding. (2015). Dempsey, Michael.
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  19. Unique Dividends for Retail Shareholders: Evidence from Shareholder Perks. (2015). Suzuki, Katsushi.
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  20. 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.
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  21. Are imputation credits capitalised into stock prices?. (2015). Sault, Stephen J. ; Siau, Kai-Wei ; Berkman, Henk ; Warren, Geoffrey J..
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  22. Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia. (2014). Lee, Adrian ; Ainsworth, Andrew.
    In: Journal of Financial Markets.
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  23. Taxes, International Clienteles and the Value of ADR Dividends. (2014). Partington, Graham H. ; Jun, Aelee.
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  24. Tax reform and the identity of marginal traders around ex-dividend days. (2013). Tseng, Yun-Lan ; Hu, Shing-Yang.
    In: Pacific-Basin Finance Journal.
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  25. The effect of a reduction in price discreteness on ex-day stock returns in a unique environment. (2013). Al-Yahyaee, Khamis.
    In: Journal of International Financial Markets, Institutions and Money.
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  26. Capital gains tax, managed funds and the value of dividends: The case of New Zealand. (2013). Hodgkinson, Lynn ; Partington, Graham.
    In: The British Accounting Review.
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  27. Dividend Size, Yield, Clienteles and REITs. (2012). Hardin, William ; Liano, Kartono ; Huang, Gow-Cheng.
    In: The Journal of Real Estate Finance and Economics.
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  28. 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.
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  29. The Value of Imputation Tax Credits on Australian Hybrid Securities. (2010). Gray, Stephen ; Hall, Jason ; FEUERHERDT, CLINTON .
    In: International Review of Finance.
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  30. Taxation, Dividend Payments and Ex-Day Price-Changes. (2009). Daunfeldt, Sven-Olov ; Wikstrom, Magnus ; Selander, Carina.
    In: Multinational Finance Journal.
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  31. Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway. (2009). Dai, Qinglei ; Rydqvist, Kristian.
    In: Journal of Empirical Finance.
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  32. Ex-dividend day trading: Who, how, and why?: Evidence from the Finnish market. (2008). Rantapuska, Elias.
    In: Journal of Financial Economics.
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  33. Ex‐Dividend Day Behavior in the Absence of Taxes and Price Discreteness*. (2008). Walter, Terry ; Al-Yahyaee, Khamis ; Pham, Toan ; al Yahyaee, Khamis.
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  34. Price and Volume Behavior around the Ex‐dividend Day: Evidence on the Value of Dividends from American Depositary Receipts and their Underlying Australian Stocks*. (2008). ALAGANAR, V. T. ; Stevenson, Max ; Partington, Graham ; Jun, Aelee.
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  35. The Market Valuation of Cash Dividends: The Case of the CRA Bonus Issue*. (2008). CHU, H. ; PARTINGTON, G..
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  36. 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.
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  37. Direct Evidence of Dividend Tax Clienteles. (2007). Dahlquist, Magnus ; Rydqvist, Kristian ; Robertsson, Goran .
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  38. Are ex[hyphen (true graphic)]day dividend clientele effects dead? Dividend yield versus dividend size. (2007). Jakob, Keith ; Ma, Tongshu.
    In: Journal of Empirical Finance.
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  39. Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day. (2007). Dai, Qinglei ; Rydqvist, Kristian.
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  40. Taxation, Dividend Payments and Ex-Day Price Changes. (2006). Wikström, Magnus ; Daunfeldt, Sven-Olov ; Wikstrom, Magnus ; Selander, Carina.
    In: Umeå Economic Studies.
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  41. The ex-dividend day stock price behavior in the Chinese stock market. (2006). Milonas, Nikolaos ; Travlos, Nickolaos G. ; Xiao, Jason Zezhong ; Tan, Cunkai.
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  42. Taxes and dividend clientele: Evidence from trading and ownership structure. (2006). Subrahmanyam, Avanidhar ; Roll, Richard ; Liu, Yu-Jane ; Lee, Yi-Tsung.
    In: Journal of Banking & Finance.
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  43. Direct Evidence of Dividend Tax Clienteles. (2006). Dahlquist, Magnus ; Rydqvist, Kristian ; Robertsson, Goran .
    In: CEPR Discussion Papers.
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  44. Who Wants to Trade Around Ex‐Dividend Days?. (2006). Tseng, Yun-Ian ; Hu, Shing-Yang.
    In: Financial Management.
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  45. Taxes, regulations, and the value of U.S. and U.K. corporations. (2005). McGrattan, Ellen.
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  46. Testing for Multiple Types of Marginal Investor in Ex-Day Pricing. (2004). Brown, Kate ; Bartholdy, Jan.
    In: Multinational Finance Journal.
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  47. The ex-dividend day behavior of American depository receipts. (2004). Weigand, Robert A. ; Gorman, Larry R. ; Mahajan, Arvind.
    In: Journal of Multinational Financial Management.
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  48. The value of dividend imputation tax credits in Australia. (2004). Gray, Stephen ; Finn, Frank ; Cannavan, Damien.
    In: Journal of Financial Economics.
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  49. Tick size, NYSE rule 118, and ex-dividend day stock price behavior. (2004). Jakob, Keith ; Ma, Tongshu.
    In: Journal of Financial Economics.
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  50. Taxes, Regulations, and the Value of U.S. and U.K. Corporations. (2004). McGrattan, Ellen.
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  51. Ex-Day Behavior When Investors and Professional Traders Assume Reverse Roles: The Case of Danish Lottery Bonds. (2002). Rydqvist, Kristian ; Florentsen, Bjarne.
    In: Journal of Financial Intermediation.
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  52. New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor. (2002). Jenkinson, Tim ; Bell, Leonie .
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  53. Foreign and domestic investors and tax induced ex-dividend day trading. (2001). Loflund, Anders ; Liljeblom, Eva ; Hedvall, Kaj .
    In: Journal of Banking & Finance.
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  54. Do Ex-Dividend Drop-Offs Differ Across Markets? Evidence from Internationally Traded (ADR) Stocks. (1999). Alaganar, V T ; Stevenson, Max ; Partington, Graham.
    In: Working Paper Series.
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  55. Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds. (1999). Kristian, Rydqvist ; Green Richard C., .
    In: Journal of Financial Economics.
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  56. 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.
    In: Journal of Financial Economics.
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  57. Ex dividend day stock price behavior: discreteness or tax-induced clienteles?. (1998). Hite Gailen L., ; Rakesh, Bali.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:47:y:1998:i:2:p:127-159.

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  58. Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes. (1997). Jagannathan, Ravi ; Frank, Murray.
    In: Staff Report.
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References

References cited by this document

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    RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:127-178.

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  19. 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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  20. 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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  21. 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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  22. Capital structure and international debt shifting. (2008). Nicodème, Gaëtan ; Laeven, Luc ; Huizinga, Harry.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:88:y:2008:i:1:p:80-118.

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  23. 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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  24. IMPACT OF DIVIDEND‐PROTECTED EMPLOYEE STOCK OPTIONS ON PAYOUT POLICIES: EVIDENCE FROM TAIWAN. (2008). Wu, Ming-Cheng ; Fung, Hung-Gay ; Erin H. C. Kao, .
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:13:y:2008:i:4:p:431-452.

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  25. Re‐examination of the historical equity risk premium in Australia. (2008). Brailsford, Tim ; Maheswaran, Krishnan ; Handley, John C..
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:48:y:2008:i:1:p:73-97.

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  26. Consistency of Dividend Signalling and Future Maturity Level:Evidence from UK Data. (2007). Martins, Carlos.
    In: Working Papers de Economia (Economics Working Papers).
    RePEc:ave:wpaper:402007.

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  27. Taxation, Dividend Payments and Ex-Day Price Changes. (2006). Wikström, Magnus ; Daunfeldt, Sven-Olov ; Wikstrom, Magnus ; Selander, Carina.
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0684.

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  28. 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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  29. Taxes and dividend clientele: Evidence from trading and ownership structure. (2006). Subrahmanyam, Avanidhar ; Roll, Richard ; Liu, Yu-Jane ; Lee, Yi-Tsung.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:1:p:229-246.

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  30. The Effects of Taxes on Market Responses to Dividend Announcements and Payments: What Can we Learn from the 2003 Dividend Tax Cut?. (2005). Saez, Emmanuel ; Chetty, Raj ; Rosenberg, Joseph .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11452.

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  31. Capital Structure and the Ex‐Dividend Day Return. (2005). Varson, Paula L. ; MOON, KENNETH P. ; French, Dan W..
    In: The Financial Review.
    RePEc:bla:finrev:v:40:y:2005:i:3:p:361-379.

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  32. The effect of dividend distribution on share return in Chile.. (2004). Nash, Mauricio ; Fuenzalida, Darcy.
    In: Estudios Gerenciales.
    RePEc:col:000129:003587.

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  33. Ex-Dividend Day Stock Price Behavior, Taxes and Discrete Prices; A Simulation Experiment. (2002). Sorjonen, Pasi .
    In: Discussion Papers.
    RePEc:rif:dpaper:676.

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  34. Ex-Dividend Day Stock Returns and Tick Rules. (2002). Sorjonen, Pasi .
    In: Discussion Papers.
    RePEc:rif:dpaper:675.

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  35. Ex-Dividend Day Behavior of Stock Prices in Finland in 1989-90 and 1993-97. (2002). Sorjonen, Pasi .
    In: Discussion Papers.
    RePEc:rif:dpaper:674.

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  36. Ex-Day Behavior When Investors and Professional Traders Assume Reverse Roles: The Case of Danish Lottery Bonds. (2002). Rydqvist, Kristian ; Florentsen, Bjarne.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:11:y:2002:i:2:p:152-175.

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  37. Dividend policy theories and their empirical tests. (2002). Wood, Bob Jr., ; Frankfurter, George M..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:11:y:2002:i:2:p:111-138.

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

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  39. The share price effects of dividend taxes and tax imputation credits. (2001). Harris, Trevor S. ; Hubbard, Glenn R. ; Kemsley, Deen.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:79:y:2001:i:3:p:569-596.

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  40. Foreign and domestic investors and tax induced ex-dividend day trading. (2001). Loflund, Anders ; Liljeblom, Eva ; Hedvall, Kaj .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:9:p:1687-1716.

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  41. The Share Price Effects of Dividend Taxes and Tax Imputation Credits. (1999). Hubbard, Robert ; Harris, Trevor S. ; Kemsley, Deen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7445.

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  42. Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds. (1999). Kristian, Rydqvist ; Green Richard C., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:53:y:1999:i:2:p:145-187.

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  43. An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany. (1999). Schlag, Christian ; Murphy, A..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:10:y:1999:i:1:p:35-52.

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  44. 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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  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.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:47:y:1998:i:2:p:161-188.

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  46. Ex dividend day stock price behavior: discreteness or tax-induced clienteles?. (1998). Hite Gailen L., ; Rakesh, Bali.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:47:y:1998:i:2:p:127-159.

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  47. Taxes and dividends: The UK evidence. (1996). Lasfer, Meziane.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:3:p:455-472.

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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.
    RePEc:eee:jfinec:v:37:y:1995:i:3:p:341-370.

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  49. Ex-dividend price behavior of common stocks. (1994). Jagannathan, Ravi ; Boyd, John H..
    In: Staff Report.
    RePEc:fip:fedmsr:173.

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  50. Essays on Dividends and Taxes. (). Sorjonen, Pasi .
    In: ETLA A.
    RePEc:rif:abooks:30.

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