Who wants to trade around ex-dividend days?

Financial Management

Volumn 35, Issue 4, 2006, Pages 95-119

  Hu, Shing Yang ^a   Tseng, Yun Ian ^b  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b NATIONAL PINGTUNG UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33846151014     PISSN: 00463892     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1755-053X.2006.tb00161.x     Document Type: Article

References (15)

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10. Jakob, K. and T. Ma, 2003, "Order Imbalance on Ex-Dividend Days," Journal of Financial Research 26, 65-75.
11. Koski, J.L. and J.T, Scruggs, 1998, "Who Trades Around the Ex-Dividend Day? Evidence from NYSE Audit File Data," Financial Management 27, 58-72.
12. Kryzanowski, L. and H. Zhang, 1996, "Trading Patterns of Small and Large Traders around Stock Split Ex-Dates," Journal of Financial Research 19, 75-90.
13. Lakonishok, J. and B. Lev, 1987, "Stock Splits and Stock Dividends: Why, Who, and When," Journal of Finance 42, 913-932.
14. Lakonishok, J. and T. Vermaelen, 1986, "Tax-Induced Trading Around Ex-Dividend Days," Journal of Financial Economics 16, 287-319.
15. McDonald, R.L., 2001, "Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits," Review of Financial Studies 14, 617-657.