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The Impact of Market Structure on Ex-Dividend Day Stock Price Behavior

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  • Sandra Mortal
  • Shishir Paudel
  • Sabatino (Dino) Silveri

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  • Sandra Mortal & Shishir Paudel & Sabatino (Dino) Silveri, 2017. "The Impact of Market Structure on Ex-Dividend Day Stock Price Behavior," Financial Management, Financial Management Association International, vol. 46(4), pages 1053-1082, December.
    • Handle: RePEc:bla:finmgt:v:46:y:2017:i:4:p:1053-1082
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    File URL: http://hdl.handle.net/10.1111/fima.2017.46.issue-4
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    Cited by:

    1. Efthymiou, Vassilis A. & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021. "Intraday analysis of the limit order bias on the ex-dividend day of U.S. common stocks," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 405-421.
    2. Shishir Paudel & Sabatino (Dino) Silveri & Mark Wu, 2020. "Nasdaq ex‐day behavior: An out‐of‐sample test," Review of Financial Economics, John Wiley & Sons, vol. 38(2), pages 405-420, April.

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