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The Impact of the 1986 Tax Reform on Ex-Dividend Day Volume and Price Behavior

Wu, Chunchi and Hsu, Junming

Abstract:

Examines the impact of income tax rates on stock price and trading volume by analyzing the behavior of ex-dividend day premiums before and after TRA '86.

Citation

Wu, Chunchi and Hsu, Junming (1996), The Impact of the 1986 Tax Reform on Ex-Dividend Day Volume and Price Behavior, National Tax Journal, 49:2, pp. 177-92