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In search of a residual dividend policy

Baker, H. Kent; Smith, David M. - In: Review of Financial Economics 15 (2006) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10005244063

The impact of equity option expirations on the prices of non-expiring options

Broughton, John B.; Chance, Don M.; Smith, David M. - In: Review of Financial Economics 4 (1995) 2, pp. 109-123

Persistent link: https://www.econbiz.de/10005053048

Twenty‐five years of Review of Financial Economics : A bibliometric overview

Baker, H. Kent; Kumar, Satish; Pattnaik, Debidutta - In: Review of Financial Economics 38 (2019) 1, pp. 3-23

Persistent link: https://www.econbiz.de/10012189810

The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions

Baker, H. Kent; Rahman, Abdul; Saadi, Samir - In: Review of Financial Economics 17 (2008) 4, pp. 280-295

We test for reliable evidence of the day-of-the-week effect on both the mean and volatility for the S&P/TSX Canadian return index. Unlike previous studies, we permit several specifications for the error distribution -- GARCH normal, Student's t, generalized error distribution, and double...

Persistent link: https://www.econbiz.de/10005123345

Revisiting the dividend puzzle: Do all of the pieces now fit?

Baker, H. Kent; Powell, Gary E.; Veit, E. Theodore - In: Review of Financial Economics 11 (2002) 4, pp. 241-261

Persistent link: https://www.econbiz.de/10005123385