Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Karpoff, Jonathan M.
and
Walkling, Ralph A.
1990.
Dividend capture in NASDAQ stocks.
Journal of Financial Economics,
Vol. 28,
Issue. 1-2,
p.
39.
Dubofsky, David A.
and
Kannan, Srinivasan
1993.
HEDGED DIVIDEND CAPTURE AND EX‐DAY RETURNS: AN EMPIRICAL UPDATE.
Journal of Business Finance & Accounting,
Vol. 20,
Issue. 5,
p.
725.
EADES, KENNETH M.
HESS, PATRICK J.
and
KIM, E. HAN
1994.
Time‐Series Variation in Dividend Pricing.
The Journal of Finance,
Vol. 49,
Issue. 5,
p.
1617.
Palman, Oded
Sun, Huey‐Lian
and
Tang, Alex P.
1994.
The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume.
Financial Review,
Vol. 29,
Issue. 3,
p.
395.
Pettway, Richard H.
Kaneko, Takashi
and
Young, Michael T.
1995.
Further Evidence of Unsatisfied Clienteles in International Capital Financing.
Financial Review,
Vol. 30,
Issue. 4,
p.
857.
Murphy, A.
and
Schlag, C.
1999.
An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany.
Global Finance Journal,
Vol. 10,
Issue. 1,
p.
35.
Lo, Andrew W.
and
Wang, Jiang
2000.
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory.
Review of Financial Studies,
Vol. 13,
Issue. 2,
p.
257.
Pruitt, Stephen W.
Van Ness, Bonnie F.
and
Van Ness, Robert A.
2000.
CLIENTELE TRADING IN RESPONSE TO PUBLISHED INFORMATION: EVIDENCE FROM THE DARTBOARD COLUMN.
Journal of Financial Research,
Vol. 23,
Issue. 1,
p.
1.
Frankfurter, George M
and
Wood, Bob G
2002.
Dividend policy theories and their empirical tests.
International Review of Financial Analysis,
Vol. 11,
Issue. 2,
p.
111.
Cremers, Martijn Martijn
and
Mei, Jianping
2002.
A New Approach to the Duo-factor-model of Return and Volume.
SSRN Electronic Journal ,
Frankfurter, George M.
Wood, Bob G.
and
Wansley, James
2003.
Dividend Policy.
p.
143.
Graham, Steven
and
Pirie, Wendy L.
2003.
Harmonization of international taxation: the case of interlisted stocks.
Managerial Finance,
Vol. 29,
Issue. 1,
p.
33.
Henker, Thomas
and
Belasubramanyam, Vyas
2005.
Buying the Dividend: Dividend Drop Ratios and Tax Theory in the Presence of Tax Exempt and Tax Indifferent Investors.
SSRN Electronic Journal,
Chou, Robin K.
Lee, Wan-Chen
and
Chen, Sheng-Syan
2005.
The Market Reaction Around Ex-Dates of Stock Splits Before and After Decimalization.
Review of Pacific Basin Financial Markets and Policies,
Vol. 08,
Issue. 02,
p.
201.
Dasilas, Apostolos
2009.
The ex-dividend day stock price anomaly: evidence from the Greek stock market.
Financial Markets and Portfolio Management,
Vol. 23,
Issue. 1,
Lo, Andrew W.
and
Wang, Jiang
2010.
Handbook of Financial Econometrics: Applications.
p.
241.
Yu, Susana
Whitworth, Jeff
and
Zhang, Yi
2010.
Accrued capital gains and ex‐dividend day pricing.
Managerial Finance,
Vol. 36,
Issue. 8,
p.
680.
Chen, Chun-Da
and
Kutan, Ali M.
2016.
Information Transmission Through Rumors in Stock Markets: A New Evidence.
Journal of Behavioral Finance,
Vol. 17,
Issue. 4,
p.
365.
Guan, Jenny Xinjiao
Li, Oliver Zhen
and
Ma, Jiameng
2018.
Managerial Ability and the Shareholder Tax Sensitivity of Dividends.
Journal of Financial and Quantitative Analysis,
Vol. 53,
Issue. 1,
p.
335.
Park, Cheol
Choi, Paul Moon Sub
and
Choi, Joung Hwa
2019.
Is individual trading priced in the preferred stock discount?.
Emerging Markets Review,
Vol. 38,
Issue. ,
p.
326.