Narrow search
Showing 1 - 10 of 52,644
Cover Image
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 198-217
Persistent link: https://www.econbiz.de/10012500260
Cover Image
Ex-dividend price behavior of common stocks
Boyd, John H.; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000893109
Cover Image
An arbitrage model for the stock price adjustment in the dividend period
Borges, Maria Rosa (contributor) - 2007
Persistent link: https://www.econbiz.de/10003594281
Cover Image
Ex-dividend price behavior of common stocks
Boyd, John H. - In: The review of financial studies 7 (1994) 4, pp. 711-741
Persistent link: https://www.econbiz.de/10001174800
Cover Image
A direct test of the divided capture hypothesis
Karpoff, Jonathan M. - 1995
Persistent link: https://www.econbiz.de/10001216232
Cover Image
Dividend neutrality with transaction costs
Huberman, Gur
Persistent link: https://www.econbiz.de/10001274011
Cover Image
Ex day effects of the 2003 dividend tax cut
Bali, Rakesh; Francis, Jack Clark - In: International review of economics & finance : IREF 41 (2016), pp. 11-22
Persistent link: https://www.econbiz.de/10011624635
Cover Image
DRIPs and the Dividend Pay Date Effect
Berkman, Henk - 2015
larger for stocks with a higher dividend yield, greater DRIP participation, and greater limits to arbitrage. Over time … the following days. This dividend pay date effect has strengthened since the 1970s, and is consistent with the temporary … price pressure hypothesis. The pay date effect is concentrated among stocks with dividend reinvestment plans (DRIPs), and is …
Persistent link: https://www.econbiz.de/10013036302
Cover Image
DRIPs and the dividend pay date effect
Berkman, Henk; Koch, Paul Douglas - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1765-1795
Persistent link: https://www.econbiz.de/10011928408
Cover Image
SETS, arbitrage activity, and stock price dynamics
Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999
This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...
Persistent link: https://www.econbiz.de/10011300557