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The Market Value of Dividend Imputation Credits Implied by Futures Prices

Cannavan, Damien - 2019

A limitation of prior research on imputation credit value is researchers' selective interpretation of the regression coefficient used to estimate credit value. This ignores the in-sample evidence on the value of cash dividends and the value of a fully-franked dividend. This is a problem because...

Persistent link: https://www.econbiz.de/10012901471

Uncovering the asymmetric linkage between financial derivatives and firm value : the case of oil and gas exploration and production companies

Phan, Dinh; Nguyen, Hoa; Faff, Robert W. - In: Energy economics 45 (2014), pp. 340-352

Persistent link: https://www.econbiz.de/10010505344

Bank equity ownership and corporate hedging : evidence from Japan

Limpaphayom, Piman; Rogers, Daniel A.; Yanase, Noriyoshi - In: The journal of corporate finance : contracting, … 58 (2019), pp. 765-783

Persistent link: https://www.econbiz.de/10012114535

Foreign exchange rate exposure of companies under dynamic regret

Entrop, Oliver; Fuchs, Fabian U. - 2020

optimal hedge ratio given the outcome of past hedging decisions and future expectations. The model implies that the optimal … 2015 and find strong evidence for the model's predictions. By adding a dynamic regret approach to the hedging and FX … literature we shed further light on the rationale behind selective hedging. …

Persistent link: https://www.econbiz.de/10012158926