Who Trades around the Ex-Dividend Day? Evidence from NYSE Audit File Data

• 1 January 1998
• journal article
• Published by Wiley in Financial Management
• Vol. 27  (3) , 58
• https://doi.org/10.2307/3666275

Abstract

Keywords

• WHO TRADES
• NYSE AUDIT
• DIVIDEND DAY
• EX DIVIDEND
• AUDIT FILE
• FILE DATA