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 and Michael R. Roberts
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Volume:
58
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/3648205
Date:
December, 2003
File:
PDF, 2.43 MB
english, 2003
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