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On the timing and pricing of dividends
Binsbergen, Jules H. van; Brandt, Michael W.; Koijen, … - 2010
"We recover prices of dividend strips on the aggregate stock market using data from derivatives markets. The price of a k-year dividend strip is the present value of the dividend paid in k years. The value of the stock market is the sum of all dividend strip prices across maturities. We study...
Persistent link: https://www.econbiz.de/10008697804
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On the timing and pricing of dividends
Binsbergen, Jules H. van; Brandt, Michael W.; Koijen, … - 2011
We recover prices of dividend strips on the aggregate stock market using data from derivatives markets. The price of a k-year dividend strip is the present value of the dividend paid in k years. The value of the stock market is the sum of all dividend strip prices across maturities. We study the...
Persistent link: https://www.econbiz.de/10009009490
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On the timing and pricing of dividends
Binsbergen, Jules H. van; Brandt, Michael W.; Koijen, … - In: The American economic review 102 (2012) 4, pp. 1596-1618
Persistent link: https://www.econbiz.de/10009705780
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On the timing and pricing of dividends : comment
Schulz, Florian - In: The American economic review 106 (2016) 10, pp. 3185-3223
Persistent link: https://www.econbiz.de/10011582364
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On the Timing and Pricing of Dividends
van Binsbergen, Jules H. - 2010
We recover prices of dividend strips on the aggregate stock market using data from derivatives markets. The price of a k-year dividend strip is the present value of the dividend paid in k years. The value of the stock market is the sum of all dividend strip prices across maturities. We study the...
Persistent link: https://www.econbiz.de/10013137025
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On the Timing and Pricing of Dividends : Web Appendix
van Binsbergen, Jules H. - 2013
We present evidence on the term structure of the equity premium. We recover prices of dividend strips, which are short-term assets that pay dividends on the stock index every period up to period T and nothing thereafter. It is short-term relative to the index because the index pays dividends in...
Persistent link: https://www.econbiz.de/10013092320
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On the Timing and Pricing of Dividends
van Binsbergen, Jules H. - 2013
We recover prices of dividend strips on the aggregate stock market using data from derivatives markets. The price of a k-year dividend strip is the present value of the dividend paid in k years. The value of the stock market is the sum of all dividend strip prices across maturities. We study the...
Persistent link: https://www.econbiz.de/10013093693
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On the Timing and Pricing of Dividends
van Binsbergen, Jules H. - 2010
We recover prices of dividend strips on the aggregate stock market using data from derivatives markets. The price of a k-year dividend strip is the present value of the dividend paid in k years. The value of the stock market is the sum of all dividend strip prices across maturities. We study the...
Persistent link: https://www.econbiz.de/10012462202
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On the Timing and Pricing of Dividends
van Binsbergen, Jules H. - 2013
We recover prices of dividend strips on the aggregate stock market using data from derivatives markets. The price of a k-year dividend strip is the present value of the dividend paid in k years. The value of the stock market is the sum of all dividend strip prices across maturities. We study the...
Persistent link: https://www.econbiz.de/10013094132