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Tick size, NYSE rule 118, and ex-dividend day stock price behavior
Jakob, Keith; Ma, Tongshu - In: Journal of financial economics 72 (2004) 3, pp. 605-626
Persistent link: https://www.econbiz.de/10006504379
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Tick size, NYSE rule 118, and ex-dividend day stock price behavior
Jakob, Keith; Ma, Tongshu - In: Journal of financial economics 72 (2004) 3, pp. 605-625
Persistent link: https://www.econbiz.de/10002089428
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Call options and the risk of underlying securities
Jagannathan, Ravi - In: Journal of financial economics 13 (1984) 3, pp. 425-434
Persistent link: https://www.econbiz.de/10003060614
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Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes
Frank, Murray; Jagannathan, Ravi - In: Journal of financial economics 47 (1998) 2, pp. 161-188
Persistent link: https://www.econbiz.de/10006523572
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Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z. - In: Journal of financial economics 47 (1998) 2, pp. 161-188
Persistent link: https://www.econbiz.de/10001234965
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Seasonalities in security returns : the case of earnings announcements
Chari, Varadarajan V. - In: Journal of financial economics 1 (1988), pp. 101-121
Persistent link: https://www.econbiz.de/10001051358
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CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Da, Zhi; Guo, Re-Jin; Jagannathan, Ravi - In: Journal of financial economics 103 (2012) 1, pp. 204-221
Persistent link: https://www.econbiz.de/10009816632
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CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
Da, Zhi; Guo, Re-Jin; Jagannathan, Ravi - In: Journal of financial economics 103 (2012) 1, pp. 204-220
Persistent link: https://www.econbiz.de/10009492585
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Why do firms use high discount rates?
Jagannathan, Ravi; Matsa, David A.; Meier, Iwan; … - In: Journal of financial economics 120 (2016) 3, pp. 445-463
Persistent link: https://www.econbiz.de/10011590104