Larks comments on Rationality Quotes December 2014 - Less Wrong
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I guess technically if a lot of stocks went paid their dividend on the same day (went ex-divvie) you could get a 0.5-1% fall in the stock prices (depending on the dividend yield at the time) without their being a slump - the value of those dividends which have now been paid out is simply no longer part of the market. But I agree wholeheartedly with the sentiment.