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DIVIDEND STRIPPING, RISK EXPOSURE, AND THE EFFECT OF THE 1984 TAX-REFORM ACT ON THE EX-DIVIDEND DAY BEHAVIOR
被引:32
作者
:
GRAMMATIKOS, T
论文数:
0
引用数:
0
h-index:
0
GRAMMATIKOS, T
机构
:
来源
:
JOURNAL OF BUSINESS
|
1989年
/ 62卷
/ 02期
关键词
:
D O I
:
10.1086/296457
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:157 / 173
页数:17
相关论文
共 22 条
[1]
QUARTERLY DIVIDEND AND EARNINGS ANNOUNCEMENTS AND STOCKHOLDERS RETURNS - AN EMPIRICAL-ANALYSIS
[J].
AHARONY, J
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV, GRAD SCH BUSINESS ADM, TEL AVIV, ISRAEL
AHARONY, J
;
SWARY, I
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV, GRAD SCH BUSINESS ADM, TEL AVIV, ISRAEL
SWARY, I
.
JOURNAL OF FINANCE,
1980,
35
(01)
:1
-12
[2]
THE VALUATION OF AMERICAN CALL OPTIONS AND THE EXPECTED EX-DIVIDEND STOCK-PRICE DECLINE
[J].
BARONEADESI, G
论文数:
0
引用数:
0
h-index:
0
机构:
DUKE UNIV,DURHAM,NC 27706
DUKE UNIV,DURHAM,NC 27706
BARONEADESI, G
;
WHALEY, RE
论文数:
0
引用数:
0
h-index:
0
机构:
DUKE UNIV,DURHAM,NC 27706
DUKE UNIV,DURHAM,NC 27706
WHALEY, RE
.
JOURNAL OF FINANCIAL ECONOMICS,
1986,
17
(01)
:91
-111
[3]
BOOTH LD, 1984, J FINANC, V39, P551
[4]
A REEXAMINATION OF THE COVERED CALL OPTION STRATEGY FOR CORPORATE CASH MANAGEMENT
[J].
BROWN, KC
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS A&M UNIV,FINANCE,COLLEGE STN,TX 77843
TEXAS A&M UNIV,FINANCE,COLLEGE STN,TX 77843
BROWN, KC
;
LUMMER, SL
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS A&M UNIV,FINANCE,COLLEGE STN,TX 77843
TEXAS A&M UNIV,FINANCE,COLLEGE STN,TX 77843
LUMMER, SL
.
FINANCIAL MANAGEMENT,
1986,
15
(02)
:13
-17
[5]
THE CASH MANAGEMENT IMPLICATIONS OF A HEDGED DIVIDEND CAPTURE STRATEGY
[J].
BROWN, KC
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS A&M UNIV, COLLEGE STN, TX 77843 USA
TEXAS A&M UNIV, COLLEGE STN, TX 77843 USA
BROWN, KC
;
LUMMER, SL
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS A&M UNIV, COLLEGE STN, TX 77843 USA
TEXAS A&M UNIV, COLLEGE STN, TX 77843 USA
LUMMER, SL
.
FINANCIAL MANAGEMENT,
1984,
13
(04)
:7
-17
[6]
ON INTERPRETING SECURITY RETURNS DURING THE EX-DIVIDEND PERIOD
[J].
EADES, KM
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
EADES, KM
;
HESS, PJ
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
HESS, PJ
;
KIM, EH
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
KIM, EH
.
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(01)
:3
-34
[7]
MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT
[J].
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY
NYU,NEW YORK,NY
ELTON, EJ
;
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY
NYU,NEW YORK,NY
GRUBER, MJ
.
REVIEW OF ECONOMICS AND STATISTICS,
1970,
52
(01)
:68
-74
[8]
THE EX-DIVIDEND DAY BEHAVIOR OF STOCK-PRICES - A RE-EXAMINATION OF THE CLIENTELE EFFECT - A COMMENT
[J].
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
ELTON, EJ
;
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
GRUBER, MJ
;
RENTZLER, J
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
RENTZLER, J
.
JOURNAL OF FINANCE,
1984,
39
(02)
:551
-556
[9]
IMPLICATIONS OF THE DISCRETENESS OF OBSERVED STOCK-PRICES
[J].
GOTTLIEB, G
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV,RECANATI GRAD SCH BUSINESS,IL-69978 TEL AVIV,ISRAEL
TEL AVIV UNIV,RECANATI GRAD SCH BUSINESS,IL-69978 TEL AVIV,ISRAEL
GOTTLIEB, G
;
KALAY, A
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV,RECANATI GRAD SCH BUSINESS,IL-69978 TEL AVIV,ISRAEL
TEL AVIV UNIV,RECANATI GRAD SCH BUSINESS,IL-69978 TEL AVIV,ISRAEL
KALAY, A
.
JOURNAL OF FINANCE,
1985,
40
(01)
:135
-153
[10]
EX-DIVIDEND STOCK-PRICE BEHAVIOR AND ARBITRAGE OPPORTUNITIES
[J].
HEATH, DC
论文数:
0
引用数:
0
h-index:
0
HEATH, DC
;
JARROW, RA
论文数:
0
引用数:
0
h-index:
0
JARROW, RA
.
JOURNAL OF BUSINESS,
1988,
61
(01)
:95
-108
←
1
2
3
→
共 22 条
[1]
QUARTERLY DIVIDEND AND EARNINGS ANNOUNCEMENTS AND STOCKHOLDERS RETURNS - AN EMPIRICAL-ANALYSIS
[J].
AHARONY, J
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV, GRAD SCH BUSINESS ADM, TEL AVIV, ISRAEL
AHARONY, J
;
SWARY, I
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV, GRAD SCH BUSINESS ADM, TEL AVIV, ISRAEL
SWARY, I
.
JOURNAL OF FINANCE,
1980,
35
(01)
:1
-12
[2]
THE VALUATION OF AMERICAN CALL OPTIONS AND THE EXPECTED EX-DIVIDEND STOCK-PRICE DECLINE
[J].
BARONEADESI, G
论文数:
0
引用数:
0
h-index:
0
机构:
DUKE UNIV,DURHAM,NC 27706
DUKE UNIV,DURHAM,NC 27706
BARONEADESI, G
;
WHALEY, RE
论文数:
0
引用数:
0
h-index:
0
机构:
DUKE UNIV,DURHAM,NC 27706
DUKE UNIV,DURHAM,NC 27706
WHALEY, RE
.
JOURNAL OF FINANCIAL ECONOMICS,
1986,
17
(01)
:91
-111
[3]
BOOTH LD, 1984, J FINANC, V39, P551
[4]
A REEXAMINATION OF THE COVERED CALL OPTION STRATEGY FOR CORPORATE CASH MANAGEMENT
[J].
BROWN, KC
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS A&M UNIV,FINANCE,COLLEGE STN,TX 77843
TEXAS A&M UNIV,FINANCE,COLLEGE STN,TX 77843
BROWN, KC
;
LUMMER, SL
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS A&M UNIV,FINANCE,COLLEGE STN,TX 77843
TEXAS A&M UNIV,FINANCE,COLLEGE STN,TX 77843
LUMMER, SL
.
FINANCIAL MANAGEMENT,
1986,
15
(02)
:13
-17
[5]
THE CASH MANAGEMENT IMPLICATIONS OF A HEDGED DIVIDEND CAPTURE STRATEGY
[J].
BROWN, KC
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS A&M UNIV, COLLEGE STN, TX 77843 USA
TEXAS A&M UNIV, COLLEGE STN, TX 77843 USA
BROWN, KC
;
LUMMER, SL
论文数:
0
引用数:
0
h-index:
0
机构:
TEXAS A&M UNIV, COLLEGE STN, TX 77843 USA
TEXAS A&M UNIV, COLLEGE STN, TX 77843 USA
LUMMER, SL
.
FINANCIAL MANAGEMENT,
1984,
13
(04)
:7
-17
[6]
ON INTERPRETING SECURITY RETURNS DURING THE EX-DIVIDEND PERIOD
[J].
EADES, KM
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
EADES, KM
;
HESS, PJ
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
HESS, PJ
;
KIM, EH
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
KIM, EH
.
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(01)
:3
-34
[7]
MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT
[J].
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY
NYU,NEW YORK,NY
ELTON, EJ
;
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY
NYU,NEW YORK,NY
GRUBER, MJ
.
REVIEW OF ECONOMICS AND STATISTICS,
1970,
52
(01)
:68
-74
[8]
THE EX-DIVIDEND DAY BEHAVIOR OF STOCK-PRICES - A RE-EXAMINATION OF THE CLIENTELE EFFECT - A COMMENT
[J].
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
ELTON, EJ
;
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
GRUBER, MJ
;
RENTZLER, J
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
RENTZLER, J
.
JOURNAL OF FINANCE,
1984,
39
(02)
:551
-556
[9]
IMPLICATIONS OF THE DISCRETENESS OF OBSERVED STOCK-PRICES
[J].
GOTTLIEB, G
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV,RECANATI GRAD SCH BUSINESS,IL-69978 TEL AVIV,ISRAEL
TEL AVIV UNIV,RECANATI GRAD SCH BUSINESS,IL-69978 TEL AVIV,ISRAEL
GOTTLIEB, G
;
KALAY, A
论文数:
0
引用数:
0
h-index:
0
机构:
TEL AVIV UNIV,RECANATI GRAD SCH BUSINESS,IL-69978 TEL AVIV,ISRAEL
TEL AVIV UNIV,RECANATI GRAD SCH BUSINESS,IL-69978 TEL AVIV,ISRAEL
KALAY, A
.
JOURNAL OF FINANCE,
1985,
40
(01)
:135
-153
[10]
EX-DIVIDEND STOCK-PRICE BEHAVIOR AND ARBITRAGE OPPORTUNITIES
[J].
HEATH, DC
论文数:
0
引用数:
0
h-index:
0
HEATH, DC
;
JARROW, RA
论文数:
0
引用数:
0
h-index:
0
JARROW, RA
.
JOURNAL OF BUSINESS,
1988,
61
(01)
:95
-108
←
1
2
3
→