Essays about: "dividend ex-day effect"
Found 3 essays containing the words dividend ex-day effect.
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1. The impact of the disposition effect on the ex-dividend day price drop : An empirical study of the Swedish stock market
University essay from Högskolan i Jönköping/IHH, FöretagsekonomiAbstract : Abstract Background: The dividend ex-day effect is the tendency of the stock price drop on the ex-day to be less than the dividend per share. This inclination is contrary to established theory of rational investor behaviour and is, thus, considered an anomaly in capital markets. READ MORE
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2. Market anomaly and arbitrage opportunity around ex-divident day
University essay from Handelshögskolan vid Umeå universitetAbstract : Purpose of this study is to investigate market anomaly and possible arbitrage opportunity around ex-dividend day. We investigate most liquid common stock prices behavior around the world. READ MORE
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3. Effects of differences in dividend and capital gains taxation on ex-dividend stock price behaviour: A study on the Stockholm Stock Exchange 1991 - 2000
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : In our thesis we use the Elton & Gruber tax-clientele theory to examine the development of the stock prices on the ex-dividend day to see if the changes in Swedish tax system has had an impact on the price drop quota on the A-list on the Stockholm’s Stock Exchange during the period 1991-2000. We also compare ownership of Swedish and foreign investors to investigate the impact of differences in tax bias on the price drop quota, and if this has changed with the changes in Swedish and foreign tax laws. READ MORE
