Core earnings uncertainty, dividend change announcements and the reduction of covariance component risks
Stephan J. Dempsey, David M. Harrison and Hainan Sheng
| Year of publication: |
2015
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|---|---|
| Authors: | Dempsey, Stephen J. ; Harrison, David M. ; Sheng, Hainan |
| Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 42.2015, 9/10, p. 1075-1120
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| Subject: | systematic | risk | CAPM | covariance | information risk | dividend changes | correlation | variance | standard deviation | core earnings | Dividende | Dividend | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Korrelation | Correlation | Risiko | Risk | Gewinn | Profit | Theorie | Theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jbfa.12129 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011535857