Dividend Capture On The Ex-dividend Day: Evidence From Vietnamese Stock Market
Vietnamese stock market is a promising laboratory to investigate the ex-day behaviour of stock price due to its special features: Firstly, the market uses periodic call auction mechanism for determining both opening and closing prices and there is no market maker. Secondly, tick size is much smal...
| Main Author: | Quoc , Trung Tran |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Asian Academy of Management (AAM)
2017
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/40154/ http://eprints.usm.my/40154/1/aamjaf13022017_4.pdf |
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