Efthymiou, Vassilis A. and Leledakis, George N. (2011): The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks.
Efthymiou, Vassilis A. and Leledakis, George N. (2013): Intraday analysis of the limit order bias at the ex-dividend day of U.S. common stocks.
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