The empirical evidence not only supports that the stock returns are higher during the dividend tax cut event week, but also suggests that firms paying lower dividends in the year of 2002 tend to have higher abnormal stock returns around the dividend tax c
详情正文
登录后查看完整内容
使用 DeepEvidence / 梅斯账号登录，新用户可在登录页面注册。
登录 / 注册登录成功后将返回当前页面，继续浏览。