Effects of tax reform on drop-off ratios and on the ex-dividend and ex-right prices

Jack Francis (), Tsing Wu () and Nan-Ting Kuo ()

Review of Quantitative Finance and Accounting, 2012, vol. 39, issue 2, 147-164

Keywords: Drop-off Ratio; Ex-dividend; Ex-right; Elton and Gruber’s model; Integrated tax system; Tax reform; Tick size; G30; G35; H20 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11156-011-0246-z

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