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May 6, 2026American Economic Journal Economic Policy0 citations

The Big Short (Interest): Closing the Loopholes in the Dividend-Withholding Tax

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ECElisa CasiNorwegian School of EconomicsEGEvelina GavrilovaNorwegian School of EconomicsDMDavid MurphyNorwegian School of Economics

Key Points

  • This research examines the impact of stricter enforcement of the dividend-withholding tax in Denmark following a 2016 reform.
  • Compared dividend-withholding tax enforcement before and after the 2016 reform in Denmark
  • Analyzed stock market behavior in Denmark and Nordic neighbors
  • Assessed annual revenue changes and investment climate indicators
  • Post-reform, Denmark's DWT revenue increased by 130%
  • Spikes in shares on loan around dividend dates disappeared
  • Investment climate indicators remained stable, including stock returns and dividend yield.

Abstract

We study the effect of stricter enforcement of the dividend-withholding tax (DWT). We focus on a 2016 Danish enforcement reform and compare Denmark to its Nordic neighbors. Throughout the Nordic stock markets, shares on loan spike sharply around dividend dates. These spikes are consistent with abuse of the DWT system. Postreform, spikes in Denmark disappear, and annual DWT revenue increases by 130 percent. Enforcement does not harm the investment climate as measured by Danish stock returns, investment rate, and dividend yield. (JEL G18, G35, G38, H26, K22, K34)

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Cite This Study

Casi et al. (2026) studied this question.

synapsesocial.com/papers/69fa986a04f884e66b532268https://doi.org/10.1257/pol.20230547
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