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Do corporate directors 'heap' dividends?: Evidence on dividend rounding and information uncertainty in Australian firms

Australian journal of management, 2018-08, Vol.43 (3), p.421-438

2018

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Heaping on Dividends: The Role of Dividend Size and Information Uncertainty

The journal of behavioral finance, 2020-01, Vol.21 (1), p.14-26

2020

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Are ex‐day dividend clientele effects dead? Dividend yield versus dividend size

Journal of empirical finance, 2007-12, Vol.14 (5), p.718-735

2007

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Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?

Journal of international financial markets, institutions & money, 2017-03, Vol.47, p.65-75

2017

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The impact of nominal stock price on ex-dividend price responses

Review of quantitative finance and accounting, 2017-05, Vol.48 (4), p.939-953

2017

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Changing currencies and cognitive biases: evidence of the impact of introducing the Euro on dividend heaping in Europe

The European journal of finance, 2021-09, Vol.27 (14), p.1438-1457

2021

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Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America

The North American journal of economics and finance, 2020-01, Vol.51, p.101101, Article 101101

2020

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Australian Stock Indexes and the Four-Factor Model

Applied Finance Letters, 2014-06, Vol.3 (1), p.10

2014

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Why do firms heap dividends? New evidence on the key role of firm characteristics

The Journal of corporate accounting & finance, 2023-07, Vol.34 (3), p.80-95

2023

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Risk-Adjusted Returns of Socially Responsible Mutual Funds II: How Do They Stack Up in Australia?

The Journal of derivatives, 2020-06, Vol.27 (4), p.75

2020

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Out of the Money or Striking It Rich? Evidence on the Risk-Adjusted Return Performance of Options-Based Equity Funds versus the SP 500 and Other Benchmark Alternatives

The Journal of derivatives, 2020-06, Vol.27 (4), p.76

2020

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Do corporate directors 'heap' dividends?: Evidence on dividend rounding and information uncertainty in Australian firms

Australian journal of management, 2018-08, Vol.43 (3), p.421-438

2018

Link zum Volltext

Verfügbarkeit prüfen

Do corporate directors 'heap' dividends?: Evidence on dividend rounding and information uncertainty in Australian firms

Australian journal of management, 2018-08, Vol.43 (3), p.421-438

2018

Link zum Volltext

Verfügbarkeit prüfen

Do corporate directors 'heap' dividends?: Evidence on dividend rounding and information uncertainty in Australian firms

Australian journal of management, 2018-08, Vol.43 (3), p.421-438

2018

Link zum Volltext

Verfügbarkeit prüfen

Loan prepayment and default analyses of a US regional community development financial institution

Enterprise development & microfinance, 2018-06, Vol.29 (2)

2018

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Risk-Adjusted Returns of Socially Responsible Mutual Funds II: How Do They Stack Up in Australia?

The Journal of investing, 2020-01, Vol.29 (2), p.80-97

2020

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Tick size, NYSE rule 118, and ex-dividend day stock price behavior

Journal of financial economics, 2004-06, Vol.72 (3), p.605-625

2004

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Does culture influence IPO underpricing?

Journal of multinational financial management, 2013-04, Vol.23 (1-2), p.113-123

2013

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The Ex-dividend Day: Action On and Off the Danish Exchange

The Financial review (Buffalo, N.Y.), 2010-02, Vol.45 (1), p.83-103

2010

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Out of the Money or Striking It Rich? Evidence on the Risk-Adjusted Return Performance of Options-Based Equity Funds versus the S&P 500 and Other Benchmark Alternatives

Journal of Investing, 2018-04, Vol.27 (1), p.65-79

2018

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‘Benchmarking’ the benchmarks: How do risk-adjusted returns of Australian mutual funds and indexes measure up?

Journal of asset management, 2015-11, Vol.16 (6), p.386-400

2015

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Are mutual fund managers selecting the right benchmark index?

Financial services review (Greenwich, Conn.), 2011-06, Vol.20 (2), p.129

2011

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The Chilean ex-dividend day

Global finance journal, 2006-09, Vol.17 (1), p.105-118

2006

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Enhanced performance measurement of mutual funds: running the benchmark index through the hurdles

Journal of applied finance : JAF, 2010-01, Vol.20 (1), p.95

2010

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Order Imbalance on Ex-Dividend Days

The Journal of financial research, 2003-03, Vol.26 (1), p.65-75

2003

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Do corporate directors 'heap' dividends?: Evidence on dividend rounding and information uncertainty in Australian firms

Heaping on Dividends: The Role of Dividend Size and Information Uncertainty

Are ex‐day dividend clientele effects dead? Dividend yield versus dividend size

Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?

The impact of nominal stock price on ex-dividend price responses

Changing currencies and cognitive biases: evidence of the impact of introducing the Euro on dividend heaping in Europe

Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America

Australian Stock Indexes and the Four-Factor Model

Why do firms heap dividends? New evidence on the key role of firm characteristics

Risk-Adjusted Returns of Socially Responsible Mutual Funds II: How Do They Stack Up in Australia?

Out of the Money or Striking It Rich? Evidence on the Risk-Adjusted Return Performance of Options-Based Equity Funds versus the SP 500 and Other Benchmark Alternatives

Do corporate directors 'heap' dividends?: Evidence on dividend rounding and information uncertainty in Australian firms

Do corporate directors 'heap' dividends?: Evidence on dividend rounding and information uncertainty in Australian firms

Do corporate directors 'heap' dividends?: Evidence on dividend rounding and information uncertainty in Australian firms

Loan prepayment and default analyses of a US regional community development financial institution

Risk-Adjusted Returns of Socially Responsible Mutual Funds II: How Do They Stack Up in Australia?

Tick size, NYSE rule 118, and ex-dividend day stock price behavior

Does culture influence IPO underpricing?

The Ex-dividend Day: Action On and Off the Danish Exchange

Out of the Money or Striking It Rich? Evidence on the Risk-Adjusted Return Performance of Options-Based Equity Funds versus the S&P 500 and Other Benchmark Alternatives

‘Benchmarking’ the benchmarks: How do risk-adjusted returns of Australian mutual funds and indexes measure up?

Are mutual fund managers selecting the right benchmark index?

The Chilean ex-dividend day

Enhanced performance measurement of mutual funds: running the benchmark index through the hurdles

Order Imbalance on Ex-Dividend Days

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