Reduction of constraints on arbitrage trading and market efficiency : an examination of ex-day returns in Hong Kong after introduction of electronic settlement
Year of publication: |
2000
|
---|---|
Authors: | Kadapakkam, Palani-Rajan |
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. 55.2000, 6, p. 2841-2861
|
Subject: | Elektronisches Handelssystem | Electronic trading | Arbitrage | Steuerwirkung | Tax effects | Dividende | Dividend | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Hongkong | Hong Kong | 1990-1995 |
-
Dividend yields and stock returns in Hong Kong
Lemmon, Michael L., (2015)
-
The Profitability of Lead-Lag Arbitrage at High-Frequency
Poutré, Cédric, (2022)
-
Limits of arbitrage and their impact on market efficiency : evidence from China
Chen, Jian, (2024)
- More ...
-
Firm investments and corporate governance in Asian emerging markets
Hasan, Tanweer, (2008)
-
Ex-dividend returns : the Mexican puzzle
Kadapakkam, Palani-Rajan, (2008)
-
Anatomy of a government intervention in index stocks : price pressure or information effects?
Bhanot, Karan, (2006)
- More ...