Dividend capture in NASDAQ stocks

Asset pricing and the bid-ask spread

1986 • 5,250 citations

Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests

1989 • 951 citations

Marginal Stockholder Tax Rates and the Clientele Effect

1970 • 922 citations

Biases in computed returns

1983 • 846 citations

TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY

1970 • 832 citations

Dividends and Taxes: Some Empirical Evidence

1982 • 684 citations

Transaction costs and the small firm effect

1983 • 461 citations

The Ex‐Dividend Day Behavior of Stock Prices: A Re‐Examination of the Clientele Effect

1982 • 436 citations

The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?

1982 • 393 citations

Tax-induced trading around ex-dividend days

1986 • 348 citations

On interpreting security returns during the ex-dividend period

1984 • 317 citations

Ex‐Dividend Day Stock Price Behavior: The Case of the 1986 Tax Reform Act*

1991 • 225 citations

Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests

1989 • 204 citations

Short-term trading around ex-dividend days

1988 • 173 citations

Tax Reform and Ex‐Dividend Day Behavior

1983 • 151 citations

The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects

1984 • 142 citations

The Ex-Dividend Day Behavior of Stock Prices: A Re-Examination of the Clientele Effect

1982 • 116 citations

The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?

1982 • 113 citations

Pitfalls in the Use of Time as an Explanatory Variable in Regression

1984 • 97 citations

Ex-Dividend Stock Price Behavior and Arbitrage Opportunities

1988 • 84 citations

Dividend Stripping, Risk Exposure, and the Effect of the 1984 Tax Reform Act on the Ex-Dividend Day Behavior

1989 • 75 citations

The Ex‐Dividend Day Behavior of Stock Returns: Further Evidence on Tax Effects

1982 • 69 citations

Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment

1988 • 65 citations

Options, Taxes, and Ex‐Dividend Day Behavior

1986 • 39 citations

The Ex-Dividend Behavior of Nonconvertible Preferred Stock Returns and Trading Volume

1991 • 34 citations

The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects

1984 • 32 citations

Tax Reform and Ex-Dividend Day Behavior

1983 • 30 citations

THE IMPACT OF THE 1986 TAX REFORM ON EX-DIVIDEND DAY VOLUME AND PRICE BEHAVIOR

1996 • 29 citations

The Ex-Dividend Day Behavior of Stock Returns: Further Evidence on Tax Effects

1982 • 22 citations

A Reexamination of the Covered Call Option Strategy for Corporate Cash Management

1986 • 15 citations

The Ex-Dividend Day Behavior of Stock Prices; A Re-Examination of the Clientele Effect: A Reply

1984 • 13 citations

Options, Taxes, and Ex-Dividend Day Behavior

1986 • 11 citations

Dividend Spreads

1988 • 7 citations

Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment

1988 • 7 citations