Dhaliwal is from the University of Arizona and the University of Auckland and Li is from the University of Notre Dame. We thank Ashiq Ali, Robert Battalio, Dan Collins, Merle Erickson, Michelle Hanlon, Roger Huang, Hang Li, Edward Maydew, Richard Mendenhall, Lil Mills, Kaye Newberry, Paul Schultz, Bill Schwartz, Jim Seida, Rob Stambaugh (the Editor), Bob Trezevant, Hong Xie, an anonymous referee, and seminar participants at the University of Arizona, University of Chicago, University of Iowa, University of Notre Dame, University of Rochester, University of Southern California, University of Waterloo, University of Western Ontario, Indiana University, Rice University, Tulane University, and Yale University for helpful comments. All errors are ours.
Investor Tax Heterogeneity and Ex-Dividend Day Trading Volume
Version of Record online: 20 JAN 2006
© 2006 the American Finance Association
The Journal of Finance
Volume 61, Issue 1, pages 463–490, February 2006
How to Cite
DHALIWAL, D. and LI, O. Z. (2006), Investor Tax Heterogeneity and Ex-Dividend Day Trading Volume. The Journal of Finance, 61: 463–490. doi: 10.1111/j.1540-6261.2006.00842.x
- Issue online: 20 JAN 2006
- Version of Record online: 20 JAN 2006
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