学术探索
学术期刊
新闻热点
数据分析
智能评审
立即登录
EX-DIVIDEND STOCK-PRICE BEHAVIOR AND ARBITRAGE OPPORTUNITIES
被引:37
作者
:
HEATH, DC
论文数:
0
引用数:
0
h-index:
0
HEATH, DC
JARROW, RA
论文数:
0
引用数:
0
h-index:
0
JARROW, RA
机构
:
来源
:
JOURNAL OF BUSINESS
|
1988年
/ 61卷
/ 01期
关键词
:
D O I
:
10.1086/296421
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:95 / 108
页数:14
相关论文
共 22 条
[1]
THE VALUATION OF AMERICAN CALL OPTIONS AND THE EXPECTED EX-DIVIDEND STOCK-PRICE DECLINE
BARONEADESI, G
论文数:
0
引用数:
0
h-index:
0
机构:
DUKE UNIV,DURHAM,NC 27706
DUKE UNIV,DURHAM,NC 27706
BARONEADESI, G
WHALEY, RE
论文数:
0
引用数:
0
h-index:
0
机构:
DUKE UNIV,DURHAM,NC 27706
DUKE UNIV,DURHAM,NC 27706
WHALEY, RE
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1986,
17
(01)
: 91
-
111
[2]
STOCK PRICE BEHAVIOR ON EX-DIVIDEND DATES
Campbell, James A.
论文数:
0
引用数:
0
h-index:
0
Campbell, James A.
Beranek, William
论文数:
0
引用数:
0
h-index:
0
Beranek, William
[J].
JOURNAL OF FINANCE,
1955,
10
(04)
: 425
-
429
[3]
VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
COX, JC
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
ROSS, SA
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(1-2)
: 145
-
166
[4]
THE EX-DIVIDEND BEHAVIOR OF AMERICAN TELEPHONE AND TELEGRAPH STOCK
DURAND, D
论文数:
0
引用数:
0
h-index:
0
DURAND, D
MAY, AM
论文数:
0
引用数:
0
h-index:
0
MAY, AM
[J].
JOURNAL OF FINANCE,
1960,
15
(01)
: 19
-
31
[5]
ON INTERPRETING SECURITY RETURNS DURING THE EX-DIVIDEND PERIOD
EADES, KM
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
EADES, KM
HESS, PJ
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
HESS, PJ
KIM, EH
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
KIM, EH
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(01)
: 3
-
34
[6]
MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY
NYU,NEW YORK,NY
ELTON, EJ
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY
NYU,NEW YORK,NY
GRUBER, MJ
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1970,
52
(01)
: 68
-
74
[7]
THE EX-DIVIDEND DAY BEHAVIOR OF STOCK-PRICES - A RE-EXAMINATION OF THE CLIENTELE EFFECT - A COMMENT
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
ELTON, EJ
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
GRUBER, MJ
RENTZLER, J
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
RENTZLER, J
[J].
JOURNAL OF FINANCE,
1984,
39
(02)
: 551
-
556
[8]
FOSTER F, 1985, UNPUB EXDIVIDEND DAY
[9]
A NOTE ON AN ANALYTICAL VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS
GESKE, R
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Los Angeles
GESKE, R
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(04)
: 375
-
380
[10]
MARTINGALES AND ARBITRAGE IN MULTIPERIOD SECURITIES MARKETS
HARRISON, JM
论文数:
0
引用数:
0
h-index:
0
机构:
Graduate School of Business, Stanford University, Stanford
HARRISON, JM
KREPS, DM
论文数:
0
引用数:
0
h-index:
0
机构:
Graduate School of Business, Stanford University, Stanford
KREPS, DM
[J].
JOURNAL OF ECONOMIC THEORY,
1979,
20
(03)
: 381
-
408
←
1
2
3
→
共 22 条
[1]
THE VALUATION OF AMERICAN CALL OPTIONS AND THE EXPECTED EX-DIVIDEND STOCK-PRICE DECLINE
BARONEADESI, G
论文数:
0
引用数:
0
h-index:
0
机构:
DUKE UNIV,DURHAM,NC 27706
DUKE UNIV,DURHAM,NC 27706
BARONEADESI, G
WHALEY, RE
论文数:
0
引用数:
0
h-index:
0
机构:
DUKE UNIV,DURHAM,NC 27706
DUKE UNIV,DURHAM,NC 27706
WHALEY, RE
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1986,
17
(01)
: 91
-
111
[2]
STOCK PRICE BEHAVIOR ON EX-DIVIDEND DATES
Campbell, James A.
论文数:
0
引用数:
0
h-index:
0
Campbell, James A.
Beranek, William
论文数:
0
引用数:
0
h-index:
0
Beranek, William
[J].
JOURNAL OF FINANCE,
1955,
10
(04)
: 425
-
429
[3]
VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
COX, JC
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
ROSS, SA
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(1-2)
: 145
-
166
[4]
THE EX-DIVIDEND BEHAVIOR OF AMERICAN TELEPHONE AND TELEGRAPH STOCK
DURAND, D
论文数:
0
引用数:
0
h-index:
0
DURAND, D
MAY, AM
论文数:
0
引用数:
0
h-index:
0
MAY, AM
[J].
JOURNAL OF FINANCE,
1960,
15
(01)
: 19
-
31
[5]
ON INTERPRETING SECURITY RETURNS DURING THE EX-DIVIDEND PERIOD
EADES, KM
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
EADES, KM
HESS, PJ
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
HESS, PJ
KIM, EH
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
KIM, EH
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(01)
: 3
-
34
[6]
MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY
NYU,NEW YORK,NY
ELTON, EJ
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY
NYU,NEW YORK,NY
GRUBER, MJ
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1970,
52
(01)
: 68
-
74
[7]
THE EX-DIVIDEND DAY BEHAVIOR OF STOCK-PRICES - A RE-EXAMINATION OF THE CLIENTELE EFFECT - A COMMENT
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
ELTON, EJ
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
GRUBER, MJ
RENTZLER, J
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY,NEW YORK,NY 10021
CUNY,NEW YORK,NY 10021
RENTZLER, J
[J].
JOURNAL OF FINANCE,
1984,
39
(02)
: 551
-
556
[8]
FOSTER F, 1985, UNPUB EXDIVIDEND DAY
[9]
A NOTE ON AN ANALYTICAL VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS
GESKE, R
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Los Angeles
GESKE, R
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(04)
: 375
-
380
[10]
MARTINGALES AND ARBITRAGE IN MULTIPERIOD SECURITIES MARKETS
HARRISON, JM
论文数:
0
引用数:
0
h-index:
0
机构:
Graduate School of Business, Stanford University, Stanford
HARRISON, JM
KREPS, DM
论文数:
0
引用数:
0
h-index:
0
机构:
Graduate School of Business, Stanford University, Stanford
KREPS, DM
[J].
JOURNAL OF ECONOMIC THEORY,
1979,
20
(03)
: 381
-
408
←
1
2
3
→