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Multivariate Markov chain modeling for stock markets

Maskawa, Jun-ichi - In: Physica A: Statistical Mechanics and its Applications 324 (2003) 1, pp. 317-322

We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for...

Persistent link: https://www.econbiz.de/10010588455

Identification and Evaluation of Factors of Dividend Policy

Omerhodzic, Sead - In: Economic Analysis 47 (2014), pp. 42-58

puzzles in corporate finances. This paper starts by determining the term of dividend and stating the types of dividends. This …Dividend policy determines the ratio between the earnings distributed to shareholders and the earnings retained in the … accrued dividends represent stakeholders' cash flows. Should the cash be reinvested in business operations or should it be …

Persistent link: https://www.econbiz.de/10010790609

On interpreting security returns during the ex-dividend period

Eades, Kenneth M. - In: Journal of financial economics 13 (1984) 1, pp. 3-34

Persistent link: https://www.econbiz.de/10002113137

Expectations and share prices

Elton, Edwin J.; Gruber, Martin J.; Gultekin, Mustafa - In: Management science : journal of the Institute for … 27 (1981) 9, pp. 975-987

Persistent link: https://www.econbiz.de/10002118560

Warrant valuation and exercise strategy

Emanuel, David C. - In: Journal of financial economics 12 (1983) 2, pp. 211-235

Persistent link: https://www.econbiz.de/10002122721

The ex-dividend day behavior of option prices

Kalay, Avner; Subrahmanyam, Marti G. - In: The journal of business : B 57 (1984) 1, pp. 113-128

Persistent link: https://www.econbiz.de/10002123113

On the use of naive expectations of earnings per share as experimental benchmarks

Finn, Frank J.; Whittred, G. P. - In: The economic record : er 58 (1982), pp. 169-173

Persistent link: https://www.econbiz.de/10002158955

Intra-industry information transfers associated with earnings releases

Foster, George - In: Journal of accounting & economics 3 (1981) 3, pp. 201-232

Persistent link: https://www.econbiz.de/10002164305

Do stock prices move too much to be justified by subsequent changes in dividends?

Shiller, Robert J. - In: The American economic review 71 (1981) 3, pp. 421-436

Persistent link: https://www.econbiz.de/10002832904

A note on the value of rights in estimating the investor capitalization rate

Thompson, Howard E. - In: The journal of finance : the journal of the American … 28 (1973) 1, pp. 157-160

Persistent link: https://www.econbiz.de/10002906395

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