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There are 29204 results for: content related to: Time Variation of Ex-Dividend Day Stock Returns and Corporate Dividend Capture: A Reexamination

  1. Ex-Day Behavior: Tax or Short-Term Trading Effects

    The Journal of Finance

    Volume 50, Issue 3, July 1995, Pages: 875–897, M. AMEZIANE LASFER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04040.x

  2. Time-Series Variation in Dividend Pricing

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1617–1638, KENNETH M. EADES, PATRICK J. HESS and E. HAN KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04775.x

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    Ex-Dividend Profitability and Institutional Trading Skill

    The Journal of Finance

    Volume 72, Issue 1, February 2017, Pages: 461–494, TYLER R. HENRY and JENNIFER L. KOSKI

    Version of Record online : 12 JAN 2017, DOI: 10.1111/jofi.12472

  4. The Predictive Content of Earnings Forecasts and Dividends

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1181–1199, STEPHEN H. PENMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02290.x

  5. A Theory of Dividends Based on Tax Clienteles

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2499–2536, Franklin Allen, Antonio E. Bernardo and Ivo Welch

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00298

  6. Do Changes in Dividends Signal the Future or the Past?

    The Journal of Finance

    Volume 52, Issue 3, July 1997, Pages: 1007–1034, SHLOMO BENARTZI, RONI MICHAELY and RICHARD THALER

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02723.x

  7. Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex-Dividend Pricing before and after Decimalization

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2611–2636, John R. Graham, Roni Michaely and Michael R. Roberts

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00617.x

  8. Efficient Signalling with Dividends and Investments

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 321–343, RAMASASTRY AMBARISH, KOSE JOHN and JOSEPH WILLIAMS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02570.x

  9. New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1321–1346, Leonie Bell and Tim Jenkinson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00462

  10. Reduction of Constraints on Arbitrage Trading and Market Efficiency: An Examination of Ex-Day Returns in Hong Kong after Introduction of Electronic Settlement

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2841–2861, Palani-Rajan Kadapakkam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00309

  11. Outside Equity

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1005–1037, Stewart C. Myers

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00239

  12. Dividend Dynamics and the Term Structure of Dividend Strips

    The Journal of Finance

    Volume 70, Issue 3, June 2015, Pages: 1115–1160, FREDERICO BELO, PIERRE COLLIN-DUFRESNE and ROBERT S. GOLDSTEIN

    Version of Record online : 11 MAY 2015, DOI: 10.1111/jofi.12242

  13. Dividends and Profits: Some Unsubtle Foreign Influences

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 661–689, JAMES R. HINES JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02698.x

  14. Insider Trading around Dividend Announcements: Theory and Evidence

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1361–1389, KOSE JOHN and LARRY H. P. LANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04621.x

  15. A Test of the Relative Pricing Effects of Dividends and Earnings: Evidence from Simultaneous Announcements in Japan

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1199–1227, Robert M. Conroy, Kenneth M. Eades and Robert S. Harris

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00245

  16. A Theory of Stock Price Responses to Alternative Corporate Cash Disbursement Methods: Stock Repurchases and Dividends

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 365–394, AHARON R. OFER and ANJAN V. THAKOR

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02572.x

  17. An Examination of Ex-Dividend Day Stock Price Movements: The Case of Nontaxable Master Limited Partnership Distributions

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 755–771, WAYNE H. SHAW

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02685.x

  18. Tax Reform and Ex-Dividend Day Behavior

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1157–1179, JOSEF LAKONISHOK and THEO VERMAELEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02289.x

  19. New Evidence That Taxes Affect the Valuation of Dividends

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1397–1415, JAMES M. POTERBA and LAWRENCE H. SUMMERS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04914.x

  20. Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 573–608, RONI MICHAELY, RICHARD H. THALER and KENT L. WOMACK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04796.x