The relative pricing of European dividend futures and their predictive abilities for index returns
Olaf Stotz
| Year of publication: |
October-December 2016
|
|---|---|
| Authors: | Stotz, Olaf |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 13/15, p. 1484-1506
|
| Subject: | dividend futures | predictability of index returns | Dividende | Dividend | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Index-Futures | Index futures | Theorie | Theory | Derivat | Derivative | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2014.953701 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011715480