SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Ex-Dividend Day Stock Price Behavior in the Chinese Stock Market
16 references·1 citing·40 second hop
The Ex-Dividend Day Stock Price Behavior in the Chinese Stock Market (2002)The Ex-Dividend Day Stock Price Behavior …Taxes and Corporate Finance (2008)Taxes and Corporate FinanceTaxes and Corporate Finance: A Review (2003)Taxes and Corporate Finance: …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…Ex dividend day stock price behavior: discreteness or tax-induced clienteles? (1998)Ex dividend day stock price b…The ex-dividend-day behavior of stock prices: the case of Japan (1995)The ex-dividend-day behavior …Ex‐Day Behavior: Tax or Short‐Term Trading Effects (1995)Ex‐Day Behavior: Tax or Short…Ex-Dividend Price Behavior of Common Stocks (1994)Ex-Dividend Price Behavior of…Ex‐Dividend Day Stock Price Behavior: The Case of the 1986 Tax Reform Act* (1991)Ex‐Dividend Day Stock Price B…Dividends, taxes, and common stock prices (1987)Dividends, taxes, and common …The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects (1984)The Ex-Dividend Day Behavior …New Evidence That Taxes Affect the Valuation of Dividends (1984)New Evidence That Taxes Affec…New Evidence that Taxes Affect the Valuation of Dividends (1984)New Evidence that Taxes Affec…The Ex-Dividend Day Behavior of Stock Prices: A Re-Examination of the Clientele Effect (1982)The Ex-Dividend Day Behavior …The effect of personal taxes and dividends on capital asset prices (1979)The effect of personal taxes …Marginal Stockholder Tax Rates and the Clientele Effect (1970)Marginal Stockholder Tax Rate…Dividend clientele, new insights, and new questions: the Brazilian case (2009)Dividend clientele, new insig…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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Digesting Anomalies: An Investment Approach (2012)… and the Cross-Section of Expected Returns (2015)Dividends and taxes (1978)Dividends and Taxes: Some Empirical Evidence (1982)Short-sellers, fundamental analysis, and stock returns (2001)Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex‐Dividend Pricing before and after Decimalization (2003)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Tax-induced trading around ex-dividend days (1986)The real term structure and consumption growth (1988)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)Capital Market Equilibrium with Transaction Costs (1986)Taxes and Business Strategy: A Planning Approach (1991)Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits (2001)Taxes on Tax‐Exempt Bonds (2010)Using daily stock returns (1985)Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory (2000)Jumps and Information Flow in Financial Markets (2011)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)DEBT AND TAXES* (1977)Determinants of Corporate Dividend Policy in Jordan: An Application of the Tobit Model (2007)Payout Policy (2014)Dividend Taxes and Implied Cost of Equity Capital (2005)Tax Changes and Asset Pricing (2009)
this work references cited by second hop

References

  • 1979The effect of personal taxes and dividends on capital asset prices1,255 cited
  • 1970Marginal Stockholder Tax Rates and the Clientele Effect892 cited
  • 2003Taxes and Corporate Finance: A Review786 cited
  • 1982The Ex-Dividend Day Behavior of Stock Prices: A Re-Examination of the Clientele Effect440 cited
  • 1984New Evidence That Taxes Affect the Valuation of Dividends287 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
  • 1991Ex‐Dividend Day Stock Price Behavior: The Case of the 1986 Tax Reform Act*214 cited
  • 1987Dividends, taxes, and common stock prices197 cited
  • 1994Ex-Dividend Price Behavior of Common Stocks168 cited
  • 1984The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects143 cited
  • 1999Ex-day behavior with dividend preference and limitations to short-term arbitrage: the case of Swedish lottery bonds130 cited
  • 1984New Evidence that Taxes Affect the Valuation of Dividends128 cited
  • 1995The ex-dividend-day behavior of stock prices: the case of Japan122 cited
  • 1995Ex‐Day Behavior: Tax or Short‐Term Trading Effects

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

99 cited
  • 2008Taxes and Corporate Finance94 cited
  • Cited by

    • 2009Dividend clientele, new insights, and new questions: the Brazilian case13 cited