EX-DIVIDEND DAY STOCK-PRICE BEHAVIOR - THE CASE OF THE 1986 TAX-REFORM ACT

被引：83

作者：

MICHAELY, R

机构：

来源：

JOURNAL OF FINANCE | 1991年 / 46卷 / 03期

关键词：

D O I：

10.2307/2328545

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：845 / 859

页数：15

相关论文

共 18 条

[1] BARCLAY M, 1987, J FINANC ECON, V14, P31
[2] USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES
BROWN, SJ
WARNER, JB
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) : 3 - 31
[3] ON INTERPRETING SECURITY RETURNS DURING THE EX-DIVIDEND PERIOD
EADES, KM
HESS, PJ
KIM, EH
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (01) : 3 - 34
[4] MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT
ELTON, EJ
GRUBER, MJ
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (01) : 68 - 74
[5] GREEN W, 1988, ECONOMETRIC ANAL, P402
[6] EX-DIVIDEND STOCK-PRICE BEHAVIOR AND ARBITRAGE OPPORTUNITIES
HEATH, DC
JARROW, RA
[J]. JOURNAL OF BUSINESS, 1988, 61 (01) : 95 - 108
[7] KALAY A, 1982, J FINANC, V37, P1059, DOI 10.2307/2327767
[8] SHORT-TERM TRADING AROUND EX-DIVIDEND DAYS - ADDITIONAL EVIDENCE
KARPOFF, JM
WALKLING, RA
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1988, 21 (02) : 291 - 298
[9] TAX-REFORM AND EX-DIVIDEND DAY BEHAVIOR
LAKONISHOK, J
VERMAELEN, T
[J]. JOURNAL OF FINANCE, 1983, 38 (04) : 1157 - 1179
[10] TAX-INDUCED TRADING AROUND EX-DIVIDEND DAYS
LAKONISHOK, J
VERMAELEN, T
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 16 (03) : 287 - 319