Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day-Reference-Cited by-同舟云学术

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Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day

Published:2017-09-27 Issue:3 Volume:18 Page:379-409
ISSN:1369-412X
Container-title:International Review of Finance
language:en
Short-container-title:International Review of Finance

Author:

Ainsworth Andrew B.¹,Fong Kingsley Y.L.²,Gallagher David R.³⁴,Partington Graham¹

Affiliation:

1. University of Sydney Business School University of Sydney Sydney New South Wales Australia

2. UNSW Business School University of South Wales Sydney New South Wales Australia

3. Macquarie Graduate School of Management Sydney New South Wales Australia

4. Capital Markets CRC Limited (CMCRC) Sydney New South Wales Australia

Funder

Australian Research Council

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/irfi.12155

Reference32 articles.

1. Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia

2. Institutional trading around the ex-dividend day

3. Market Arbitrage of Cash Dividends and Franking Credits*

4. New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Dividend-tax avoidance trade and its impact on the stock market;Pacific-Basin Finance Journal;2024-06

2. References;Dividend Policy;2024-02-19

3. Stock Movement Prediction on Ex-Dividend Day Using Event Specific Features and Machine Learning Techniques;2021 International Joint Conference on Neural Networks (IJCNN);2021-07-18

4. Order imbalance beta and stock returns;Applied Economics;2020-07-13

5. Equity Financing, Equity Lending, and Price Pressure: The Case of DRIP Arbitrage;SSRN Electronic Journal;2019

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