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The Share Price Effects of Dividend Taxes and Tax Imputation Credits.
Harris, T.S.; Glenn Hubbard, R.; Kemsley, D. - Graduate School of Business, Columbia University - 2000
We examine the hypothesis that dividend taxes are capitalized into share prices by focusing on investors= implicit … valuations of retained earnings versus paid-in equity. Retained earnings are distributable as taxable dividends, whereas paid …
Persistent link: https://www.econbiz.de/10005776739
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Variance Decomposition of Stock Returns and Dividend Imputation System
Wu, P.X. - Department of Economics, Faculty of Business and Economics - 1998
The relative contribution to stock price volatility of news in expected future dividends and in expected future returns … economy under the classical tax system such as the U.S., the negative correlation between the news about dividends and the …
Persistent link: https://www.econbiz.de/10005178481
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The Power Law and Dividend Yields
Lüders, Erik; Lüders-Amann, Inge; Schröder, Michael - 2004
the value of broad-based market indices and their dividends. We also show that this relationship is consistent with …
Persistent link: https://www.econbiz.de/10010297376
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The Power Law and Dividend Yields
Lüders, Erik; Lüders-Amann, Inge; Schröder, Michael - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2004
the value of broad-based market indices and their dividends. We also show that this relationship is consistent with …
Persistent link: https://www.econbiz.de/10005098187
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House Price Dynamics: An International Empirical Perspective.
Englund, P.; Ioannides, Y.M. - Nationalekonomiska Institutionen, Uppsala Universitet - 1996
The paper compares the dynamics of housing prices in fifteen OECD countries. The data reveal a remarkable degree of … similarity across countries and suggest rich dynamics for the first-differenced real house prices, with a significant structure …
Persistent link: https://www.econbiz.de/10005779775
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Modelling the Time-Varying Correlations Between National Stock Market Returns.
Ragunathan, V.; Mitchell, H. - School of Economics, Finance and Marketing, RMIT University - 1997
The analysis of correlations forms the basis of portfolio diversification and the lower the correlation between two assets, the greater the potential benefit to be obtained by diversification. In the international context , this typically involves the analyses of the correlation between the...
Persistent link: https://www.econbiz.de/10005675294
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Examination of the long-run market reaction to the announcement of dividend omissions and reductions (An)
Liu, Yi - 2003
This study investigates the long-run stock performance following dividend omissions and reductions, and looks for answers for three questions: 1) Does the market underreact to announcement of dividend omissions and reductions? 2) if the market does, how long does it take for the market to...
Persistent link: https://www.econbiz.de/10009451046
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Capital structure and dividend policy in a personal tax free environment: the case of Oman
Al Yahyaee, Khamis, Banking & Finance, Australian … - 2006
investigatethis issue using a unique data set where there are no taxes on dividends and capital gainsand stock prices are decimalized … price reaction to dividendannouncements. Tax-based signaling models argue that dividends would not haveinformation and be …. In this economy, any price decline that is smaller thanthe dividends can not be attributed to taxes and price …
Persistent link: https://www.econbiz.de/10009484263
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Pricing and dividend policies in open credit cooperatives
Emmons, William R.; Schmid, Frank A. - Federal Reserve Bank of St. Louis - 2000
This paper develops an integrated model of pricing and dividend policies in open credit cooperatives (those that do business with members and non-members on a non-discriminatory basis). We show that both the distribution of member preferences and the amount of non-member business the cooperative...
Persistent link: https://www.econbiz.de/10005352959
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New Evidence of the Impact of Dividend Taxation and on the Identity of the Marginal Investor.
Bell, L.; Jenkinson, T. - Department of Economics, Oxford University - 2000
funds. We analyse the behaviour of share prices around the ex-dividend day both before and after the reform to test …
Persistent link: https://www.econbiz.de/10005047987