Do price discreteness and transactions costs affect stock returns? : Comparing ex-dividend pricing before and after decimalization
Year of publication: |
2003
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Authors: | Graham, John R. ; Michaely, Roni ; Roberts, Michael R. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 6, p. 2611-2636
|
Subject: | Kapitaleinkommen | Capital income | Transaktionskosten | Transaction costs | Dividende | Dividend | Ankündigungseffekt | Announcement effect | Finanzmarktregulierung | Financial market regulation | USA | United States | 1996-2001 |
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