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Volumn 11, Issue 2, 2002, Pages 152-175

Ex-day behavior when investors and professional traders assume reverse roles: The case of Danish lottery bonds

Author keywords

Diversifiable risk; Downward sloping demand curve; Ex dividend day; Lottery bonds; Tax differential

Indexed keywords


EID: 0036230052     PISSN: 10429573     EISSN: None     Source Type: Journal    
DOI: 10.1006/jfin.2001.0332     Document Type: Article
Times cited : (16)

References (18)
  • 2
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    • (1987) J. Finan. Econ , vol.19 , pp. 31-44
    • Barclay, M.J.1
  • 9
    • 0008833986 scopus 로고    scopus 로고
    • Ex-day behavior with dividend preference and limitations to short-term arbitrage: The case of Swedish lottery bonds
    • (1999) J. Finan. Econ , vol.53 , pp. 145-187
    • Green, R.C.1    Rydqvist, K.2
  • 10
    • 0001738870 scopus 로고
    • The ex-dividend day behavior of stock prices: A re-examination of the clientele effect
    • (1982) J. Finance , vol.37 , pp. 1059-1070
    • Kalay, A.1
  • 14
    • 0035619881 scopus 로고    scopus 로고
    • Cross-border investing with tax arbitrage: The case of German dividend tax credits
    • (2001) Rev. Finan. Stud , vol.14 , pp. 617-657
    • McDonald, R.1
  • 15
    • 21844492788 scopus 로고
    • The effect of tax heterogeneity on prices and volume around the ex-dividend day: Evidence from the Milan stock exchange
    • (1995) Rev. Finan. Stud , vol.8 , pp. 369-400
    • Michaely, R.1    Murgia, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.