Is the stock dividend ex-day effect due to market microstructure? Contrary evidence from Korea

Manjeet S. Dhatt, Yong H. Kim, Sandip Mukherji

Research output: Contribution to journalArticlepeer-review

2 Scopus citations
Original languageEnglish (US)
Pages (from-to)89-99
Number of pages11
JournalGlobal Finance Journal
Issue number1
StatePublished - 1996

Bibliographical note

Funding Information:
tion and Southern Finance Association meetings. The authors thank Anand M. Vijh and anonymous reviewers for constructive criticism and comments. They are also grateful to Insup Lee and Jeong Kuk Kim, both of the Korea Securities Research Institute, for information regarding Korean stock market features and practices. Yong H. Kim is grateful for the partial funding for this study from the George Scull Fund through UC Foundation.

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