Bajaj is from the University of Southern California, and Vijh is from the University of Iowa. We appreciate comments of seminar participants at the University of Southern California and the University of Arizona. Warren Bailey, Harry DeAngelo, Bruce Grundy, Larry Harris, David Shimko, Mark Weinstein, and Randolph Westerfield provided specific suggestions to improve the article. We are particularly grateful to David Mayers (the editor) and an anonymous referee for their help in improving the article. All remaining shortcomings are our own responsibility.
Trading Behavior and the Unbiasedness of the Market Reaction to Dividend Announcements
Version of Record online: 30 APR 2012
© 1995 the American Finance Association
The Journal of Finance
Volume 50, Issue 1, pages 255–279, March 1995
How to Cite
BAJAJ, M. and VIJH, A. M. (1995), Trading Behavior and the Unbiasedness of the Market Reaction to Dividend Announcements. The Journal of Finance, 50: 255–279. doi: 10.1111/j.1540-6261.1995.tb05173.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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