Options, Taxes, and Ex-Dividend Day Behavior

• 1 June 1986
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 41  (2) , 411-424
• https://doi.org/10.2307/2328444

Abstract

Keywords

• OPTION PRICES
• TAXES
• DIVIDEND DAY
• DAY BEHAVIOR
• STOCKS
• OPTION VALUE
• EXPECTED FALL