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An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany

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  • Murphy, A.
  • Schlag, C.

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  • Murphy, A. & Schlag, C., 1999. "An empirical examination of the effect of dividend taxation on asset pricing and returns in Germany," Global Finance Journal, Elsevier, vol. 10(1), pages 35-52.
  • Handle: RePEc:eee:glofin:v:10:y:1999:i:1:p:35-52
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    14. Stickel, Scott E., 1991. "The Ex-Dividend Behavior of Nonconvertible Preferred Stock Returns and Trading Volume," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(1), pages 45-61, March.
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    24. Poterba, James M & Summers, Lawrence H, 1984. "New Evidence that Taxes Affect the Valuation of Dividends," Journal of Finance, American Finance Association, vol. 39(5), pages 1397-1415, December.
    25. Baillie, Richard T & Lippens, Robert E & McMahon, Patrick C, 1983. "Testing Rational Expectations and Efficiency in the Foreign Exchange Market," Econometrica, Econometric Society, vol. 51(3), pages 553-563, May.
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