Net share issues and the cross-section of equity returns under a dividend imputation tax system
Author:
Affiliation:
1. Newcastle Business School; University of Newcastle; Newcastle NSW Australia
Publisher
Wiley
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/acfi.12122/fullpdf
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4. Brown , C. J. O'Day 2006 The dividend substitution hypothesis: Australian evidence http://ssrn.com/abstract=911508
5. Stock return seasonalities and the tax-loss selling hypothesis: analysis of the arguments and Australian evidence;Brown;Journal of Financial Economics,1983
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