Ex-Day Behavior of Japanese Stock Prices: New Insights from New Methodology
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We study the ex-dividend day behavior of Japanese stock prices for the period 1983-87. We find that, contrary to previous findings, prices of ex-day stocks drop by nearly the full amount of the dividend. However, ex-day stocks shows an abnormal return. Also, for the many ex-dividend day stocks that
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美国国家经济研究局创建时间：
1990-08-01
