Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex-Dividend Pricing before and after Decimalization

Journal of Finance

Volumn 58, Issue 6, 2003, Pages 2611-2636

  Graham, John R ^a   Michaely, Roni ^b,c   Roberts, Michael R ^a  

^a DUKE UNIVERSITY   (United States)

^b Department of Obstetrics Gynecology   (United States)

^c INTERDISCIPLINARY CENTER   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344100134     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1046/j.1540-6261.2003.00617.x     Document Type: Article

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