Disclaimer: I’m not a tax advisor, for more specialized tax information consult your National Tax Authority and/or tax attorney/accountant.
EU is always talking about creating tax harmonization. For example, there is an EU rule that allows all the European investors to deduct 50% of European companies dividends, so we are only taxed in 50% of the dividends of that companies.
For those interested in paying less taxes (-50%) on dividends, the legislation is Directive 2011/96/UE.
For example, a Dutch company with that tax reduction is Airbus (there are other European companies from other countries):
A Portuguese article explaining the Directive 2011/96/UE (use a translator or Google Chrome):
).