Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day
Year of publication: |
2007-02
|
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Authors: | Dai, Qinglei ; Rydqvist, Kristian |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | costly-arbitrage model | estimation risk | Ex-dividend day | imputation-tax credit | legal risk | withholding tax |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 6074 |
Classification: | C78 - Bargaining Theory; Matching Theory ; D40 - Market Structure and Pricing. General ; G10 - General Financial Markets. General ; H26 - Tax Evasion |
Source: |
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Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway
Dai, Qinglei, (2009)
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Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day in Norway
Dai, Qinglei, (2009)
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An Evaluation Framework for Alternative VaR Models
Bams, Dennis, (2002)
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Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway
Dai, Qinglei, (2009)
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Investigation of the costly-arbitrage model of price formation around the ex-dividend day in Norway
Dai, Qinglei, (2009)
-
Investigation of the costly-arbitrage model of price formation around the ex-dividend day
Dai, Qinglei, (2007)
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