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The 2007 - 2009 financial crisis : changing market dynamics and the impact of credit supply and aggregate demand sensitivity

Grammatikos, Theoharry; Vermeulen, Robert - In: Applied economics 46 (2014) 7/9, pp. 895-911

Persistent link: https://www.econbiz.de/10010398846

Dividend stripping, risk exposure, and the effect of the 1984 Tax Reform Act on the ex-dividend day behavior

Grammatikos, Theoharry - In: The journal of business : B 62 (1989) 2, pp. 157-173

Persistent link: https://www.econbiz.de/10001063739

International diversification during the financial crisis : a blessing for equity investors?

Vermeulen, Robert - 2011

Persistent link: https://www.econbiz.de/10009388566

International diversification during the financial crisis : a blessing for equity investors?

Vermeulen, Robert - In: Journal of international money and finance 35 (2013), pp. 104-123

Persistent link: https://www.econbiz.de/10009751746

Portfolio rebalancing and the effective taxation of dividends and capital gains following the Tax Reform Act of 1986

Fedenia, Mark - In: Journal of banking & finance 15 (1991) 3, pp. 501-519

Persistent link: https://www.econbiz.de/10001108360

International Diversification During the Financial Crisis : A Blessing for Equity Investors?

Vermeulen, Robert - 2011

This paper empirically investigates international equity investors' foreign portfolios before and during the financial crisis by estimating a gravity model for 22 source and 42 destination countries. The results show that international stock market diversification provides large gains during the...

Persistent link: https://www.econbiz.de/10013117548