OPTIONS, TAXES, AND EX-DIVIDEND DAY BEHAVIOR

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] BRENNAN M, 1970, NATIONAL TAX J, V22, P417

[3] BROWN KC, 1984, FINANCIAL MANAGE WIN, P7

[4] INFORMATION-CONTENT OF OPTION PRICES AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 213 - 234

[5] DHRYMES PJ, 1974, ECONOMETRICS STATIST

[6] THE STABILITY OF UK RISK MEASURES AND THE PROBLEM OF THIN TRADING [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 753 - 783

[7] ON INTERPRETING SECURITY RETURNS DURING THE EX-DIVIDEND PERIOD [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (01) : 3 - 34

[8] MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT [J]. REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (01) : 68 - 74

[9] PRICING OF OPTIONS WITH STOCHASTIC DIVIDEND YIELD [J]. JOURNAL OF FINANCE, 1978, 33 (02) : 617 - 625

[10] HODGES S, UNPUB ROBUST ESTIMAT

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] BRENNAN M, 1970, NATIONAL TAX J, V22, P417

[3] BROWN KC, 1984, FINANCIAL MANAGE WIN, P7

[4] INFORMATION-CONTENT OF OPTION PRICES AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 213 - 234

[5] DHRYMES PJ, 1974, ECONOMETRICS STATIST

[6] THE STABILITY OF UK RISK MEASURES AND THE PROBLEM OF THIN TRADING [J]. JOURNAL OF FINANCE, 1983, 38 (03) : 753 - 783

[7] ON INTERPRETING SECURITY RETURNS DURING THE EX-DIVIDEND PERIOD [J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (01) : 3 - 34

[8] MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT [J]. REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (01) : 68 - 74

[9] PRICING OF OPTIONS WITH STOCHASTIC DIVIDEND YIELD [J]. JOURNAL OF FINANCE, 1978, 33 (02) : 617 - 625

[10] HODGES S, UNPUB ROBUST ESTIMAT