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- W2022752576 abstract "Several authors have previously determined that abnormal returns exist on ex-cash dividend days and ex-stock dividend days. In other words, stocks do not, on average, fall by the dividend amount, or fully adjust to stock distributions on ex-days. This paper proposes that NYSE Rule 118 and AMEX Rule 132 are a determinant of those ex-day abnormal returns." @default.
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- W2022752576 title "A Market Microstructure Explanation of Ex-Day Abnormal Returns" @default.
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- W2022752576 doi "https://doi.org/10.2307/3665839" @default.
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