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Ex-dividend returns: The Mexican puzzle
16 references·0 citing·44 second hop
Ex-dividend returns: The Mexican puzzle (2008)Ex-dividend returns: The Mexican puzzleTaxes and Corporate Finance: A Review (2003)Taxes and Corporate Finance: …Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex‐Dividend Pricing before and after Decimalization (2003)Do Price Discreteness and Tra…New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor (2002)New Evidence of the Impact of…Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits (2001)Cross-Border Investing with T…When an event is not an event: the curious case of an emerging market (2000)When an event is not an event…Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds (1999)Ex-day behavior with dividend…Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes (1998)Why do stock prices drop by l…International Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market (1998)International Cross‐Listing a…Ex dividend day stock price behavior: discreteness or tax-induced clienteles? (1998)Ex dividend day stock price b…Market Segmentation and Stock Prices: Evidence from an Emerging Market (1997)Market Segmentation and Stock…The Spinoff and Merger Ex-Date Effects (1994)The Spinoff and Merger Ex-Dat…A Market Microstructure Explanation of Ex-Day Abnormal Returns (1992)A Market Microstructure Expla…Dividend capture in NASDAQ stocks (1990)Dividend capture in NASDAQ st…Dividends, taxes, and common stock prices (1987)Dividends, taxes, and common …On interpreting security returns during the ex-dividend period (1984)On interpreting security retu…Marginal Stockholder Tax Rates and the Clientele Effect (1970)Marginal Stockholder Tax Rate…The Association Between Market Determined and Accounting Determined Risk Measures. (1970)The valuation effects of stock splits and stock dividends (1984)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Closed-end fund premia and returns implications for financial market equilibrium (1995)Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors (2006)Biases in Dynamic Models with Fixed Effects (1981)Panel data and unobservable individual effects (1981)Foreign Speculators and Emerging Equity Markets (2000)Market microstructure: A survey (2000)Analysis of Panel Data (2003)Emerging markets finance (2003)The Adjustment of Stock Prices to New Information (1969)Stock returns and the weekend effect (1980)The real term structure and consumption growth (1988)Stock Prices and the Supply of Information (1991)The Adjustment of Stock Prices to New Information (2003)Dividends and taxes (1978)Dividends and Taxes: Some Empirical Evidence (1982)Short-sellers, fundamental analysis, and stock returns (2001)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Estimation of the Bid–Ask Spread and Its Components: A New Approach (1991)Stock returns and volatility in emerging financial markets (1997)Liquidity of emerging markets (2005)Dividend Policy, Growth, and the Valuation of Shares (1961)The Investment, Financing, and Valuation of the Corporation (1963)A Theory of Dividends Based on Tax Clienteles (2000)Exchange Rates and Fundamentals (2005)The effect of personal taxes and dividends on capital asset prices (1979)Using daily stock returns (1985)Shareholder Taxes in Acquisition Premiums: The Effect of Capital Gains Taxation (2003)Taxes and Capital Structure (2015)An Empirical Evaluation of Accounting Income Numbers (1968)Continuous Auctions and Insider Trading (1985)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The World Price of Insider Trading (2000)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Tax shelters and corporate debt policy (2006)The Value of Financial Flexibility (2008)Leveraged Buyouts and Private Equity (2009)Dividend Taxes and Implied Cost of Equity Capital (2005)Tax Changes and Asset Pricing (2009)
this work references cited by second hop

References

  • 1970Marginal Stockholder Tax Rates and the Clientele Effect892 cited
  • 2003Taxes and Corporate Finance: A Review786 cited
  • 1998International Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market444 cited
  • 2000When an event is not an event: the curious case of an emerging market358 cited
  • 1997Market Segmentation and Stock Prices: Evidence from an Emerging Market322 cited
  • 1984On interpreting security returns during the ex-dividend period298 cited
  • 1998Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes269 cited
  • 1998Ex dividend day stock price behavior: discreteness or tax-induced clienteles?249 cited
  • 2002New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor219 cited
  • 1987Dividends, taxes, and common stock prices197 cited
  • 2003Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex‐Dividend Pricing before and after Decimalization188 cited
  • 2001Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits137 cited
  • 1999Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds130 cited
  • 1990Dividend capture in NASDAQ stocks109 cited

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  • 1994The Spinoff and Merger Ex-Date Effects100 cited
  • 1992A Market Microstructure Explanation of Ex-Day Abnormal Returns96 cited
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