haku: @author Koski, J. / yhteensä: 1
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| Tekijä: | Koski, J. |
| Otsikko: | Who trades around the ex-dividend day? Evidence from NYSE audit file data |
| Lehti: | Financial Management
1998 : AUTUMN, VOL. 27:3, p. 58-72 |
| Asiasana: | FINANCE MANAGEMENT DIVIDENDS |
| Kieli: | eng |
| Tiivistelmä: | The authors analyze trading volume around ex-dividend days. They use NYSE audit file data to decompose total trading volume by trader type. These data permit us to test directly detailed hypotheses regarding the identity of traders around the ex-dividend day. The authors are able to distinguish between dividend-capture trading by taxable corporations and short-term trading by securities dealers. |
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