Dividend Capture On The Ex-dividend Day: Evidence From Vietnamese Stock Market
Vietnamese stock market is a promising laboratory to investigate the ex-day behaviour of stock price due to its special features: Firstly, the market uses periodic call auction mechanism for determining both opening and closing prices and there is no market maker. Secondly, tick size is much smaller...
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| Format: | Article |
| Language: | English |
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Asian Academy of Management (AAM),
2017.
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| Online Access: | Get fulltext |