Yes, but that is already taken into account by the ex-dividend date. The record date for who gets the dividend is usually the 4th business day after the Ex date. For ANZ, ex is 7/11 and record date for dividends is 13/11. This allows for sales/purchases up to the last minute before the stock goes Ex to be properly recorded and the appropriate owner to receive the dividend.
next dividend date, page-35
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