Ex-Dividend Day Stock Price Behavior - The NASDAQ Evidence
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Publisher
Elsevier BV
Reference24 articles.
1. Trading mechanisms and the components of the bid-ask spread;J Affleck-Graves;Journal of Finance,1994
2. Illiquidity and stock returns: Cross-section and time-series effects;Y Amihud;Journal of Financial Markets,2002
3. Ex-dividend day stock price behavior: Discreteness or tax-induced clienteles;R Bali;Journal of Financial Economics,1998
4. Dividends, taxes and common stock prices: The ex-dividend day behavior of common stock prices before the income tax;M Barclay;Journal of Financial Economics,1987
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