IDEAS home Printed from https://ideas.repec.org/a/eee/glofin/v6y1995i1p65-77.html
   My bibliography  Save this article

The impact of tax changes on trading of american depository receipts

Author

Listed:
  • Dhillon, Upinder S.
  • Ramirez, Gabriel G.

Abstract

No abstract is available for this item.

Suggested Citation

  • Dhillon, Upinder S. & Ramirez, Gabriel G., 1995. "The impact of tax changes on trading of american depository receipts," Global Finance Journal, Elsevier, vol. 6(1), pages 65-77.
    • Handle: RePEc:eee:glofin:v:6:y:1995:i:1:p:65-77
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/1044-0283(95)90012-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Cohen, Kalman J. & Maier, Steven F. & Schwartz, Robert A. & Whitcomb, David K., 1979. "Market Makers and the Market Spread: A Review of Recent Literature," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(4), pages 813-835, November.
    2. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    3. Lakonishok, Josef & Smidt, Seymour, 1986. "Volume for Winners and Losers: Taxation and Other Motives for Stock Trading," Journal of Finance, American Finance Association, vol. 41(4), pages 951-974, September.
    4. Dyl, Edward A, 1977. "Capital Gains Taxation and Year-End Stock Market Behavior," Journal of Finance, American Finance Association, vol. 32(1), pages 165-175, March.
    5. Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(1), pages 109-126, March.
    6. repec:bla:jfinan:v:44:y:1989:i:2:p:327-44 is not listed on IDEAS
    7. Karpoff, Jonathan M, 1986. "A Theory of Trading Volume," Journal of Finance, American Finance Association, vol. 41(5), pages 1069-1087, December.
    8. Harris, Lawrence E & Gurel, Eitan, 1986. "Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures," Journal of Finance, American Finance Association, vol. 41(4), pages 815-829, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hayashida, Minoru & Ono, Hiroyuki, 2010. "Capital gains tax and individual trading: The case of Japan," Japan and the World Economy, Elsevier, vol. 22(4), pages 243-253, December.
    2. Yadav, Pradeep K., 1992. "Event studies based on volatility of returns and trading volume: A review," The British Accounting Review, Elsevier, vol. 24(2), pages 157-184.
    3. Lo, Andrew W & Wang, Jiang, 2000. "Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory," The Review of Financial Studies, Society for Financial Studies, vol. 13(2), pages 257-300.
    4. Razvan Stefanescu & Ramona Dumitriu, 2016. "Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 378-384.
    5. John M. Griffin & Federico Nardari & René M. Stulz, 2007. "Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries," The Review of Financial Studies, Society for Financial Studies, vol. 20(3), pages 905-951.
    6. Griffin, John M. & Nardari, Federico & Stulz, Rene M., 2004. "Stock Market Trading and Market Conditions," Working Paper Series 2004-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    7. Benson, Earl D. & Rystrom, David S. & Smersh, Greg T., 1995. "Commission-motivated trading patterns of brokers across the production month," Financial Services Review, Elsevier, vol. 4(2), pages 81-95.
    8. Agapova, Anna & Kaprielyan, Margarita, 2020. "Stock volatility and trading," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    9. Lo, Keng-Hsin & Wang, Kehluh & Liao, Tsai-Ling, 2006. "Insider transfer trading of banking companies around exchange listing," Journal of Financial Intermediation, Elsevier, vol. 15(2), pages 215-234, April.
    10. Thomas Paul & Thomas Walther & André Küster-Simic, 2022. "Empirical analysis of the illiquidity premia of German real estate securities," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(2), pages 203-260, June.
    11. Eduardo Engel & Alexander Galetovic, 1998. "¿Qué hacer con los impuestos que pagan las ganancias de capital en Chile?," Documentos de Trabajo 46, Centro de Economía Aplicada, Universidad de Chile.
    12. Xiufeng Yan, 2021. "Autoregressive conditional duration modelling of high frequency data," Papers 2111.02300, arXiv.org.
    13. Yang, Heejin & Ahn, Hee-Joon & Kim, Maria H. & Ryu, Doojin, 2017. "Information asymmetry and investor trading behavior around bond rating change announcements," Emerging Markets Review, Elsevier, vol. 32(C), pages 38-51.
    14. Ken L. Bechmann, 2004. "Price and Volume Effects Associated with Changes in the Danish Blue-Chip Index: The KFX Index," Multinational Finance Journal, Multinational Finance Journal, vol. 8(1-2), pages 3-34, March-Jun.
    15. Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Journal of Financial Economics, Elsevier, vol. 75(2), pages 283-317, February.
    16. Mirjam Lehenkari & Jukka Perttunen, 2010. "Holding on to the Losers: Finnish Evidence," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 17, Edward Elgar Publishing.
    17. Lawrence Kryzanowski & Skander Lazrak, 2007. "Trading Activity, Trade Costs and Informed Trading for Acquisition Targets and Acquirers," The European Journal of Finance, Taylor & Francis Journals, vol. 13(5), pages 405-439.
    18. Michel Dubois & Cem Ertur, 1997. "The cost of equity and exchange listing evidence from the French stock market," Working Papers hal-01527157, HAL.
    19. Jaya M. Prosad & Sujata Kapoor & Jhumur Sengupta & Saurav Roychoudhary, 2017. "Overconfidence and Disposition Effect in Indian Equity Market: An Empirical Evidence," Global Business Review, International Management Institute, vol. 19(5), pages 1303-1321, October.
    20. Tomislav Globan & Tihana Skrinjaric, 2020. "Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, vol. 44(3), pages 299-329.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:glofin:v:6:y:1995:i:1:p:65-77. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/620162 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.