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• 2001Common factors in prices, order flows, and liquidity1,100 cited
• 2000Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory694 cited
• 2010Stock Market Trading Volume57 cited
• 2000Reduction of Constraints on Arbitrage Trading and Market Efficiency: An Examination of Ex‐Day Returns in Hong Kong after Introduction of Electronic Settlement57 cited
• 2010Do Tax Law Changes Influence Ex‐Dividend Stock Price Behavior? Evidence from 1926 to 200544 cited
• 2008Ex-Dividend Day Price and Volume: The Case of 2003 Dividend Tax Cut44 cited
• 2009Short Selling around Dividend Announcements and Ex-Dividend Days41 cited
• 2003Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior - Thirty-Two Years Later36 cited
• 2002Taxation, Risk-Taking, and Household Portfolio Behavior**I am grateful to Alan Auerbach, Scott Weisbenner, and participants at the Burch Center Symposium for helpful comments, to Andrew Mitrusi for providing me with data from TAXSIM, and to the Hoover Institution and National Science Foundation for research support.32 cited
• 2011Dividend distributions and closed-end fund discounts29 cited
• 2001Foreign and domestic investors and tax induced ex-dividend day trading28 cited
• 2008Ex‐Dividend Day Behavior in the Absence of Taxes and Price Discreteness*25 cited
• 1999FURTHER EVIDENCE ON DIVIDEND YIELDS AND THE EX‐DIVIDEND DAY STOCK PRICE EFFECT