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...

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Bibliographic Details
Main Author: Quoc , Trung Tran
Format: Article
Language:English
Published: Asian Academy of Management (AAM) 2017
Subjects:
Online Access:http://eprints.usm.my/40154/1/aamjaf13022017_4.pdf
http://eprints.usm.my/40154/
http://web.usm.my/journal/aamjaf/aamjaf13022017/aamjaf13022017_4.pdf
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