Do dividend initiations signal a reduction in risk? : evidence from the option market
Year of publication: |
2014
|
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Authors: | Jones, Jeffrey S. ; Gu, Jenny ; Liu, Pu |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 42.2014, 1, p. 143-158
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Subject: | Dividends | Risk | Implied volatility | Initiations | Dividende | Dividend | Risiko | Volatilität | Volatility | Optionsgeschäft | Option trading | Signalling | Ankündigungseffekt | Announcement effect | Derivat | Derivative |
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