Stock-market behavior on ex-dates: New insights from German stocks with tax-free dividend
Year of publication: |
2020
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Authors: | Kreidl, Felix |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 8.2020, 3, p. 1-21
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Publisher: |
Basel : MDPI |
Subject: | dividend | ex-dividend date | price-drop ratio | abnormal return | abnormal volume | dividend taxation | payout policy |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/ijfs8030058 [DOI] 1734780932 [GVK] hdl:10419/257725 [Handle] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G35 - Payout Policy |
Source: |
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Stock-market behavior on ex-dates : new insights from German stocks with tax-free dividend
Kreidl, Felix, (2020)
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Jank, Stephan, (2012)
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Jank, Stephan, (2012)
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Stock Market Behavior on Ex-Dividend Dates: The Case of Cum-Ex Transactions in Germany
Holzmann, Carolin, (2017)
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Exploiting the dividend month premium: evidence from Germany
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Withholding-tax non-compliance: the case of cum-ex stock-market transactions
Buettner, Thiess, (2020)
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