Dividend Taxation Changes and Stock Returns: Comparison of Canadian to US Stocks

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1 Nemiroff, Howard Dividend Taxation Changes and Stock Returns: Comparison of Canadian to US Stocks Wakil, G. and H. Nemiroff (2011), "Dividend Taxation Changes and Stock Returns: Comparison of Canadian to US Stocks", India Finance Conference, Bangalore, India, December. Area of Research: Accounting, Finance, Public Policy Intraday Price Discovery Following Stale News Nemiroff, H. (2010), Intraday Price Discovery Following Stale News, Multinational Finance Association, Barcelona, June. Dividend Taxation Changes and Stock Returns: Comparison of Canadian to US Stocks Wakil, G. and H. Nemiroff (2010), "Dividend Taxation Changes and Stock Returns: Comparison of Canadian to US Stocks", Proceedings of AAA International Accounting Section Mid-Year Meeting, Palm Springs, California, January. Area of Research: Accounting, Finance, Public Policy The Uptick Rule in Canada Nemiroff, H. (2009), The Uptick Rule in Canada, Sprott/Telfer Joint Research Symposium. Inter-broker Trades and Return Performance on the Toronto Stock Exchange Nemiroff, H., Z. Zhang and V. Escobar (2008), "Inter-broker Trades and Return Performance on the Toronto Stock Exchange". International Review of Economics and Finance, 17(2), Intraday Price Discovery Following Stale News Nemiroff, H. and A. Markelevich (2008), Intraday Price Discovery Following Stale News, American Accounting Association, Northeast, Newport, RI., November. Zhang, Z., H. Nemiroff, J. Wang and K. Karim (2007), "Transitory Price Changes: Evidence from the Chinese Stock Markets". Review of Pacific Basin Financial Markets and Policies, 10(4).

2 Dividend Taxation Changes and Stock Returns: Comparison of Canadian to US Stocks Wakil, G. and H. Nemiroff (2007), Dividend Taxation Changes and Stock Returns: Comparison of Canadian to US Stocks, Proceedings of AAA Ohio Region Conference, Dayton, Ohio, May. Area of Research: Accounting, Finance, Public Policy Short Sales and Transparency Nemiroff, H. (2007), "Short Sales and Transparency". Eastern Finance Association Meeting, New Orleans, Louisiana, April. The Short Squeeze at Year-end Nemiroff, H. (2006), "The Short Squeeze at Year-end". Business Research Yearbook, Volume XIII, Managers Role in Systematic Risk Baigent, G., H. Nemiroff, and P. Porrini (2006), "Managers' Role in Systematic Risk". Journal of Comparative International Management, 9(1), Area of Research: Management Science and Operations Research, Manufacturing, Production and Operations Management The Short Squeeze at Year-end Nemiroff, H. (2006), "The Short Squeeze at Year-end". International Academy of Business Disciplines, San Diego, CA, April. Nemiroff, H. (2006), "". Eastern Finance Association, Philadelphia, PA., April. Nemiroff, H. (2006), "". British Accounting Association, Portsmouth, UK, April.

3 Nemiroff, H. (2006), "". American Accounting Association, Washington, DC., May. Nemiroff, H. (2006), "". Accounting and Finance Association of Australia and New Zealand, Wellington, NZ, July. Trading Halts and Conditional Volatility on the Montreal and Toronto Stock Exchanges Kryzanowski, L. and H. Nemiroff (2005), "Trading Halts and Conditional Volatility on the Montreal and Toronto Stock Exchanges". Business Research Yearbook, Volume XII, Trading Halts and Conditional Volatility on the Montreal and Toronto Stock Exchanges Nemiroff, H. (2005), "Trading Halts and Conditional Volatility on the Montreal and Toronto Stock Exchanges". International Academy of Business Disciplines, Pittsburgh, PA.. (This paper was also accepted for refereed publication in the Business Research Yearbook). Short Interest News Releases and the Impact on Prices Nemiroff, H. (2005), "Short Interest News Releases and the Impact on Prices". Midwest Finance Association, Milwaukee, WI.. Short Interest Revisited: Does Cumulative News Matter? Nemiroff, H. (2005), "Short Interest Revisited: Does Cumulative News Matter?". Eastern Finance Association, Norfolk, VA.. Tick Size and the Returns to Providing Liquidity MacKinnon, G. and H. Nemiroff (2004), "Tick Size and the Returns to Providing Liquidity". International Review of Economics and Finance, 13(1),

4 Mutual Fund Performance Factors in Canada Cyr, D. and H. Nemiroff (2004), "Mutual Fund Performance Factors in Canada". Business Research Yearbook, Volume XI, Who Drives Prices? An Examination of Trade Origination on the Toronto Stock Exchange Nemiroff, H. and Z. Zhang (2004), "Who Drives Prices? An Examination of Trade Origination on the Toronto Stock Exchange". Eastern Finance Association, Mystic, CT, April. Inter-Broker Trades and Return Performance on the Toronto Stock Exchange Nemiroff, H. and Z. Zhang (2004), "Inter-Broker Trades and Return Performance on the Toronto Stock Exchange". Financial Management Association, New Orleans, LA, Oct.. The Monday Effect Revisited: An Intraday Perspective Nemiroff, H. (2004), "The Monday Effect Revisited: An Intraday Perspective". Midwest Finance Association, Chicago, IL, March. Mutual Fund Performance Factors in Canada Nemiroff, H. (2004), "Mutual Fund Performance Factors in Canada". International Academy of Business Disciplines, San Antonio, TX, March. (This paper was also accepted for refereed publication in the Business Research Yearbook). Just Another Barron s Monday Nemiroff, H. (2003), "Just Another Barron's Monday". Proceedings, International Applied Business Research, March. Just Another Barron s Monday Nemiroff, H. (2003), "Just Another Barron's Monday". International Applied Business Research, Acapulco,

5 March. Risk and Performance of Closed-End Funds Using Weekly Data Nemiroff, H. and G. Baigent (2002), "Risk and Performance of Closed-End Funds Using Weekly Data". Eastern Finance Association, Baltimore, MD, April. Market Quote and Spread Components Around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges Kryzanowski, L. and H. Nemiroff (2001), "Market Quote and Spread Components Around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges". The Financial Review, 37, Risk and Performance of Closed-End Funds Nemiroff, H. and G. Baigent (2001), "Risk and Performance of Closed-End Funds". Northern Finance Association, Halifax, Canada, October. Risk and Performance of Closed-End Funds Baigent, G. and H. Nemiroff (2001), "Risk and Performance of Closed-End Funds". Hawaii Conference on Business, Honolulu, June. Northern Exposure: Evidence from the I60 Cap Index Baigent, G. and H. Nemiroff (2001), "Northern Exposure: Evidence from the I60 Cap Index". Northern Finance Association, Halifax, Canada, October. Turnover as a Determinant of Mutual Fund Performance: Canadian Evidence Cyr, D. and H. Nemiroff (2000), "Turnover as a Determinant of Mutual Fund Performance: Canadian Evidence". Proceedings, Administrative Sciences Association of Canada, July, pp (Best Paper in Financial Services Award).

6 Turnover as a Determinant of Canadian Mutual Fund Performance Cyr, D. and H. Nemiroff (2000), "Turnover as a Determinant of Canadian Mutual Fund Performance". Administrative Sciences Association of Canada, Montreal, Canada, July. (Best Paper in Financial Services Award). Liquidity on The Toronto Stock Exchange: Does Decimalization Matter? MacKinnon, G. and H. Nemiroff (1999), "Liquidity on The Toronto Stock Exchange: Does Decimalization Matter?". The Journal of Financial Research, 22(3), Tick Size and the Returns to Providing Liquidity MacKinnon, G. and H. Nemiroff (1999), "Tick Size and the Returns to Providing Liquidity". Eastern Finance Association, Saint Mary's University. Miami Beach, April. Are Trading Halts Effective in Reducing Informational Asymmetries? Some Evidence from the Montreal and Toronto Stock Exchanges Kryzanowski, L. and H. Nemiroff (1999), "Are Trading Halts Effective in Reducing Informational Asymmetries? Some Evidence from the Montreal and Toronto Stock Exchanges". European Financial Management Association, Paris, May. Price Discovery around Trading Halts on the Montreal Exchange Using Trade-By-Trade Data Kryzanowski, L. and H. Nemiroff (1998), "Price Discovery around Trading Halts on the Montreal Exchange Using Trade-By-Trade Data". The Financial Review, 33(2), Liquidity and Tick Size: Evidence From the Toronto Stock Exchange MacKinnon, G. and H. Nemiroff (1998), "Liquidity and Tick Size: Evidence From the Toronto Stock Exchange". Eastern Finance Association, Virginia, April. Liquidity and Tick Size: Does Decimalization Matter? MacKinnon, G. and H. Nemiroff (1997), "Liquidity and Tick Size: Does Decimalization Matter?". Atlantic Schools of Business, Fredericton, NB, October.

7 Trade, Liquidity and Volatility Behaviour Around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges Kryzanowski, L. and H. Nemiroff (1997), "Trade, Liquidity and Volatility Behaviour Around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges". Eastern Finance Association, Panama City, FL, April. Trading Halts and their Effect on Total Canadian Liquidity and Volatility Kryzanowski, L. and H. Nemiroff (1996), "Trading Halts and their Effect on Total Canadian Liquidity and Volatility". Proceedings, Atlantic Schools of Business, Fall. (Best Paper in Finance Award) Trading Halts and their Effect on Total Canadian Liquidity and Volatility Kryzanowski, L. and H. Nemiroff (1996), "Trading Halts and their Effect on Total Canadian Liquidity and Volatility". Atlantic Schools of Business, Moncton, NB, November. (Best Paper in Finance Award). Trade, Liquidity and Volatility Behaviour Around Trading Halts for Stocks on The Toronto Stock Exchange Kryzanowski, L. and H. Nemiroff (1996), "Trade, Liquidity and Volatility Behaviour Around Trading Halts for Stocks on The Toronto Stock Exchange". French Finance Association, AFFI, Geneva, Switzerland, June. Price Discovery, Trading Halts and Market Microstructure Kryzanowski, L. and H. Nemiroff (1993), "Price Discovery, Trading Halts and Market Microstructure". Proceedings, Administrative Sciences Association of Canada, May. Price Discovery, Trading Halts and Market Microstructure Kryzanowski, L. and H. Nemiroff (1993), "Price Discovery, Trading Halts and Market Microstructure". Administrative Sciences Association of Canada (ASAC), Lake Louise, Alberta, May.

8 Price Discovery Around Trading Halts on the Montreal Exchange Kryzanowski, L. and H. Nemiroff (1993), "Price Discovery Around Trading Halts on the Montreal Exchange". European Finance Association, Copenhagen, Denmark, August. Price Discovery Around Trading Halts on the Montreal Exchange For Various Time Periods Using Trade-By-Trade Data Kryzanowski, L. and H. Nemiroff (1993), "Price Discovery Around Trading Halts on the Montreal Exchange For Various Time Periods Using Trade-By-Trade Data". Financial Management Association, Toronto, October.