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Journal of Banking & Finance Vol. 30 No. 1 2006

Taxes and dividend clientele: Evidence from trading and ownership structure

Yi-Tsung Lee1; Yu-Jane Liu1; Richard Roll2; Avanidhar Subrahmanyam2

1 National Chengchi University · 2 University of California, Los Angeles

Abstract

Although dividend clientele have been studied over several decades, their existence remains controversial. We study the interaction of dividends and taxes by exploiting a unique dataset from Taiwan, where the capital gains tax is zero. We find strong evidence of a clientele effect. Agents subject to high rates of taxation on dividends tend to hold stocks with lower dividends and sell (buy) stocks that raise (lower) dividends. Agents in lower tax brackets behave in the opposite manner. After legalization of repurchases in 2000, firms with higher concentrations of more heavily taxed shareholders were more apt to begin repurchase programs.

DOI
10.1016/j.jbankfin.2005.03.009
Volume
30
Issue
1
Pages
229-246
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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