Do Price Discreteness and Transactions Costs Affect Stock...

Do Price Discreteness and Transactions Costs Affect Stock Returns? Comparing Ex-Dividend Pricing before and after Decimalization

John R. Graham, Roni Michaely, Michael R. Roberts
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Volume:
58
Year:
2003
Language:
english
Pages:
26
DOI:
10.1046/j.1540-6261.2003.00617.x
File:
PDF, 206 KB
english, 2003
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