SHORT-TERM TRADING AROUND EX-DIVIDEND DAYS - ADDITIONAL EVIDENCE

被引：76

作者：

KARPOFF, JM ^{[1
]}

WALKLING, RA ^{[1
]}

机构：

[1] OHIO STATE UNIV,COLUMBUS,OH 43210

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1988年 / 21卷 / 02期

关键词：

D O I：

10.1016/0304-405X(88)90063-3

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：291 / 298

页数：8

相关论文

共 20 条

[1] Benston G., 1974, J FINANC ECON, V1, P353, DOI [10.1016/0304-405X(74)90014-2, DOI 10.1016/0304-405X(74)90014-2]
[2] BRENNAN MJ, 1987, UNPUB MODEL STOCK SP
[3] LIQUIDITY CHANGES FOLLOWING STOCK SPLITS
COPELAND, TE
[J]. JOURNAL OF FINANCE, 1979, 34 (01) : 115 - 141
[4] INFORMATION EFFECTS ON THE BID-ASK SPREAD
COPELAND, TE
GALAI, D
[J]. JOURNAL OF FINANCE, 1983, 38 (05) : 1457 - 1469
[5] COST OF TRANSACTING
DEMSETZ, H
[J]. QUARTERLY JOURNAL OF ECONOMICS, 1968, 82 (01) : 33 - 53
[6] PRICE, TRADE SIZE, AND INFORMATION IN SECURITIES MARKETS
EASLEY, D
OHARA, M
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1987, 19 (01) : 69 - 90
[7] COMMISSION COST STRUCTURE - SHIFTS AND SCALE ECONOMIES
EDMISTER, RO
[J]. JOURNAL OF FINANCE, 1978, 33 (02) : 477 - 486
[8] THE EX-DIVIDEND DAY BEHAVIOR OF STOCK-PRICES - A RE-EXAMINATION OF THE CLIENTELE EFFECT - A COMMENT
ELTON, EJ
GRUBER, MJ
RENTZLER, J
[J]. JOURNAL OF FINANCE, 1984, 39 (02) : 551 - 556
[9] BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS
GLOSTEN, LR
MILGROM, PR
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 71 - 100
[10] COMPETITION, SCALE ECONOMIES, AND TRANSACTION COST IN STOCK-MARKET
HAMILTON, JL
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1976, 11 (05) : 779 - 802