Effects of investor tax heterogeneity on stock prices and trading behaviour around the ex‐dividend day: the case of Australia
Author:
Affiliation:
1. School of Economics, Finance, and Marketing RMIT University MelbourneVICAustralia
2. Department of Finance Deakin University BurwoodVICAustralia
3. Department of Economics and Finance La Trobe University Melbourne VIC Australia
Publisher
Wiley
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/acfi.12520
Reference41 articles.
1. Ainsworth A. B. G.Partington andG.Warren 2015 Do franking credits matter? Exploring the financial implications of dividend imputation Working Paper (Centre for International Finance and Regulation).
2. Ex dividend day stock price behavior: discreteness or tax-induced clienteles?
3. IPO flipping in Australia: cross-sectional explanations
4. Market Arbitrage of Cash Dividends and Franking Credits*
5. New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor
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