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Berkman, Henk; Koch, Paul Douglas - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1765-1795

Persistent link: https://www.econbiz.de/10011928408

DRIPs and the Dividend Pay Date Effect

Berkman, Henk - 2015

the following days. This dividend pay date effect has strengthened since the 1970s, and is consistent with the temporary … price pressure hypothesis. The pay date effect is concentrated among stocks with dividend reinvestment plans (DRIPs), and is … larger for stocks with a higher dividend yield, greater DRIP participation, and greater limits to arbitrage. Over time …

Persistent link: https://www.econbiz.de/10013036302

Optimal investment strategy with dividend paying and proportional transaction costs

Nkeki, Charles I. - In: Annals of financial economics 13 (2018) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011900656

The effect of small intervention costs on the optimal extraction of dividends and renewable resources in a jump-diffusion model

Framstad, Nils Chr. - 2014 - This version November 27, 2014

A risk-neutral agent optimizes extraction of dividends or renewable natural resources modelled by a jump-diffusion stock process, where the optimal strategy is characterized as the minimal intervention required to keep the stock process inside a given region. The introduction of a small fixed...

Persistent link: https://www.econbiz.de/10010436722

No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs

Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701

Persistent link: https://www.econbiz.de/10011350542

Optimal dividend and reinsurance strategies with financing and liquidation value

Yao, Dingjun; Yang, Hailiang; Wang, Rongming - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 365-399

Persistent link: https://www.econbiz.de/10011576767

Optimal reinsurance and dividends with transaction costs and taxes under thinning structure

Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 198-217

Persistent link: https://www.econbiz.de/10012500260

Option pricing and replication with transaction costs and dividends

Perrakis, Stylianos; Lefoll, Jean - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1527-1561

Persistent link: https://www.econbiz.de/10001508747

A model of trading volume with tax-induced heterogeneous valuation and transaction costs

Michaely, Roni - In: Journal of financial intermediation 5 (1996) 4, pp. 340-371

Persistent link: https://www.econbiz.de/10001213338

A direct test of the divided capture hypothesis

Karpoff, Jonathan M. - 1995

Persistent link: https://www.econbiz.de/10001216232