The Ex-dividend Day Behaviour of REITs: Tax or Market Microstructure Effects-Reference-Cited by-同舟云学术

The Ex-dividend Day Behaviour of REITs: Tax or Market Microstructure Effects

Published:2016-06 Issue:3 Volume:22 Page:341-366
ISSN:1354-7798
Container-title:European Financial Management
language:en
Short-container-title:Eur Financial Management

Author:

John Kose¹,Mateti Ravi S.²,Nguyen Duong³,Vasudevan Gopala⁴

Affiliation:

1. Charles William Gerstenberg Professor of Finance, Stern School of Business, New York University, Henry Kaufman Management Center, New York; also Laura H. Carnell Professor of Finance; Fox School of Business, Temple University

2. Associate Professor, John Molson School of Business; Concordia University, 1455 De Maisonneuve Blvd. West, MB 12-235, Montreal; Quebec Canada H3G 1M8

3. Associate Professor, Charlton College of Business; University of Massachusetts Dartmouth; North Dartmouth MA

4. Professor, Charlton College of Business; University of Massachusetts Dartmouth; North Dartmouth MA

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/eufm.12093/fullpdf

Reference25 articles.

1. Ex dividend day stock price behavior: Discreteness or tax induced clienteles;Bali;Journal of Financial Economics,1998

2. Ex-dividend price behavior of common stock;Boyd;Review of Financial Studies,1994

3. Ticks and tax: The effects of price discreteness and taxation on ex dividend day returns;Cloyd;Journal of the American Taxation Association,2006

4. A market microstructure explanation of ex-day abnormal returns;Dubofsky;Financial Management,1992

5. On interpreting security returns during the ex-dividend period;Eades;Journal of Financial Economics,1984

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