Title:

Investigation of the Costly-Arbitrage Model of Price Formation around the Ex-dividend Day in Norway

Authors:

Qinglei Dai (U Nova)
Kristian Rydqvist (SUNY)

Journal:

Journal Of Empirical Finance

Year:

2009

Volume:

16

Pages:

582-596

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
G35 - Payout Policy