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Authordc.contributor.authorMuñoz, Ercio 
Authordc.contributor.authorRodríguez Perales, Arturo 
Admission datedc.date.accessioned2017-12-12T21:39:09Z
Available datedc.date.available2017-12-12T21:39:09Z
Publication datedc.date.issued2016
Cita de ítemdc.identifier.citationGlobal Finance Journal, Volume 32, February 2017, pages 55-61.es_ES
Identifierdc.identifier.otherhttps://doi.org/10.1016/j.gfj.2016.06.003
Identifierdc.identifier.urihttps://repositorio.uchile.cl/handle/2250/146156
Abstractdc.description.abstractThis study analyzes the behavior of stock prices around the ex-dividend date focusing on the effects of a major tax reduction. Using the 40 most heavily traded shares on the Santiago Stock Exchange, the study evaluates price drop ratios using various measures of ex-dividend day prices. The findings indicate that the dividend tax reduction has an effect on the price drop ratio; this result is consistent with the clientele effect hypothesis.es_ES
Lenguagedc.language.isoenes_ES
Publisherdc.publisherElsevieres_ES
Títulodc.titleEx-dividend date stock behavior and the clientele effect: Evidence around a tax reductiones_ES
Document typedc.typeArtículo de revista
dcterms.accessRightsdcterms.accessRightsAcceso restringuidoes_ES


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