Similar Search Results - EconBiz

Ex-day behavior of Japanese stock prices : new insights from new methology

Hayashi, Fumio; Jagannathan, Ravi - 1990

Persistent link: https://www.econbiz.de/10000797649

Ex-day behavior of Japanese stock prices : new insights from new methodology

Hayashi, Fumio - In: NIRA research output 5 (1992) 4, pp. 37-52

Persistent link: https://www.econbiz.de/10001139834

Ex-Day Behavior of Japanese Stock Prices : New Insights from New Methodology

Hayashi, Fumio - 2011

We study the ex-dividend day behavior of Japanese stock prices for the period 1983-87. We find that, contrary to previous findings, prices of ex-day stocks drop by nearly the full amount of the dividend. However, ex-day stocks shows an abnormal return. Also, for the many ex-dividend day stocks...

Persistent link: https://www.econbiz.de/10013118692

Seasonalities in security returns : the case of earnings announcements

Chari, Varadarajan V.; Jagannathan, Ravi; Ofer, Aharon R. - 1987

Persistent link: https://www.econbiz.de/10000737836

On the relation between the expected value and the volatility of the nominal excess return on stocks

Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993

Persistent link: https://www.econbiz.de/10000870606

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

Ex-dividend price behavior of common stocks

Boyd, John H.; Jagannathan, Ravi - 1994

Persistent link: https://www.econbiz.de/10000893109

Ex-dividend price behavior of common stocks

Boyd, John H. - In: The review of financial studies 7 (1994) 4, pp. 711-741

Persistent link: https://www.econbiz.de/10001174800

Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes

Frank, Murray Z. - 1997

Persistent link: https://www.econbiz.de/10000962219

On the relation between the expected value and the volatility of the nominal excess return on stocks

Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993 - rev

Persistent link: https://www.econbiz.de/10000142591

A service of the