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A note on market expectations of risk-free rates and volatilities before and after October 1987

Benninga, Simon; Loewenstein, Uri; Sarig, Oded - In: Journal of Banking & Finance 17 (1993) 1, pp. 105-116

Persistent link: https://www.econbiz.de/10005201461

Abudy, Menachem Meni; Benninga, Simon; Shust, Efrat - In: The journal of corporate finance : contracting, … 37 (2016), pp. 431-443

Persistent link: https://www.econbiz.de/10011478692

New evidence on practical implications of the CAPM : in memory of Simon Benninga

Taussig, Roi D. - In: The journal of corporate accounting & finance 33 (2022) 1, pp. 72-77

Persistent link: https://www.econbiz.de/10012816187

Grantmaking foundations' asset management, payout rates, and longevity under changing market conditions : results from a Monte Carlo simulation study

Afik, Zvika; Benninga, Simon; Katz, Hagai - In: Nonprofit and voluntary sector quarterly : journal of … 49 (2020) 2, pp. 424-447

Persistent link: https://www.econbiz.de/10012181534

Productivity, risk, and expected stock returns : in memory of Simon Benninga

Taussig, Roi D. - In: The journal of corporate accounting & finance 34 (2023) 2, pp. 104-108

Persistent link: https://www.econbiz.de/10014279488

The timing of initial public offerings

Benninga, Simon; Helmantel, Mark; Sarig, Oded - In: Journal of Financial Economics 75 (2005) 1, pp. 115-132

Persistent link: https://www.econbiz.de/10005478217

Risk, returns, and values in the presence of differential taxation

Benninga, Simon; Sarig, Oded - In: Journal of Banking & Finance 27 (2003) 6, pp. 1123-1138

Persistent link: https://www.econbiz.de/10005194793

Equilibrium pricing and portfolio composition in the presence of uncertain parameters

Coles, Jeffrey L.; Loewenstein, Uri - In: Journal of Financial Economics 22 (1988) 2, pp. 279-303

Persistent link: https://www.econbiz.de/10005477971

Dividend policy, cash flow, and investment in Japan

Kato, Hideaki Kiyoshi; Loewenstein, Uri; Tsay, Wenyuh - In: Pacific-Basin Finance Journal 10 (2002) 4, pp. 443-473

Persistent link: https://www.econbiz.de/10005372424

The Ex-Dividend-Day Behavior of Stock Prices: The Case of Japan.

Kato, Kiyoshi; Loewenstein, Uri - In: Review of Financial Studies 8 (1995) 3, pp. 817-47

We provide a comprehensive empirical analysis of stock price behavior around the ex-dividend day in Japan. We find that prices rise on the ex-day and that dividend-related tax effects appear to be secondary. Returns around ex-dividend days are dominated by the proximity of many ex-days to the...

Persistent link: https://www.econbiz.de/10005577975