The Impact of Market Structure on Ex-Dividend Day Stock Price Behavior
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/fima.12176/fullpdf
Reference54 articles.
1. Trading Mechanisms and the Components of the Bid- Ask Spread;Affleck-Graves;Journal of Finance,1994
2. Ex-Dividend Day Stock Price Behavior: Discreteness or Tax-Induced Clienteles;Bali;Journal of Financial Economics,1998
3. Dividends, Taxes and Common Stock Prices: The Ex-Dividend Day Behavior of Common Stock Prices before the Income Tax;Barclay;Journal of Financial Economics,1987
4. Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks;Barclay;Journal of Financial and Quantitative Analysis,2008
5. Competition among Trading Venues: Information and Trading on Electronic Communications Networks;Barclay;Journal of Finance,2003
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2. Where does ex‐dividend trading occur: An examination of trading venues around dividends;Financial Review;2023-08
3. Intraday analysis of the limit order bias on the ex-dividend day of U.S. common stocks;International Review of Economics & Finance;2021-03
4. Nasdaq ex‐day behavior: An out‐of‐sample test;Review of Financial Economics;2020-04
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