The Ex-Day Phenomenon and Share Price Performance on Emerging Markets
We study share price performance at the ex-dividend date and its relation to trading volume and a set of factors corresponding to different explanatory theories. Among the investigated factors that may have impact on the ex-dividend date share price are dividend yield, capital gains tax rate and div...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
National Research University Higher School of Economics
2017-03-01
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| Series: | Корпоративные финансы |
| Subjects: | |
| Online Access: | https://cfjournal.hse.ru/article/view/6529/7410 |