Price-volume behavior of Taiwan’s exchange-traded funds on ex-dividend day
碩士 === 健行科技大學 === 財務金融系碩士班 === 103 === Previous literature provides the evidence that the stock price falls on average by less than the dividend amount on the ex-dividend day. There are two major hypotheses on how to interpret this anomaly: “the tax effect hypothesis” and “the short-term trading hyp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96826147142162320472 |