I study the causal effects of personal investment taxes on stock demand, stock returns, and the dividend policy of …-market of the London Stock Exchange, to be held in a capital gains and dividend tax-exempt investment account for the first time …

and dividend announcements and return seasonality …

This study examines the relationship between dividend yield and stock returns for firms in the United Arab Emirates …, where there are no taxes on dividend incomes and capital gains. Following methods of Black and Scholes (1974) and …. Our results are robust after we exclude periods with dividend omission and control for Fama-French factors …

We find strong international evidence favoring dividend payout as a salient stock characteristic affecting expected … stock returns. We find that dividend-paying stocks outperform non-payers by 0.54% per month in 44 countries, adjusting for … exposures to global and regional risk factors. The majority of the dividend premium is earned during the ex-dividend months. The …

The T 3 settlement rule for stock trades allows the dividend-eligible investors to give buy orders on the third trading … day preceding the dividend payment day (day T-3) for a trade to be settled on the dividend payment day (day T). I document … high dividend yield stocks, illiquid stocks, and stocks with higher institutional holdings …

the sum of the dividend yield on stocks plus some weighted average of expected future growth rates in dividends. We … construct a measure of stock yield as a model-imposed affine combination of dividend yield and an expected dividend growth proxy …-of-sample R-squared that is consistently above 2% at monthly frequency over our sample period. When both dividend yield and …

Off-market share buybacks in Australia are often structured with the buyback price comprising a large dividend …