Dividend Capture Returns PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Dividend Capture Returns PDF full book. Access full book title Dividend Capture Returns by Brian Healy. Download full books in PDF and EPUB format.
Author: Brian Healy
Publisher:
ISBN:
Category :
Languages : en
Pages : 102
Get Book Here
Book Description
In the run-up to the ex-dividend day a measure based on option implied dividends predicts ex-day abnormal stock returns. These expected ex-dividend day returns increase on stocks where it is less worthwhile to capture the dividend, stocks that are less liquid, stocks with high idiosyncratic risk, and stocks that have experienced a build up in selling pressure. The evidence from the options markets suggests the positive abnormal ex-day returns, net of transactions costs, achieved by institutions skilled in trading are a risk premium for their role in providing liquidity to non-informational stock traders.
Author: Brian Healy
Publisher:
ISBN:
Category :
Languages : en
Pages : 102
Get Book Here
Book Description
In the run-up to the ex-dividend day a measure based on option implied dividends predicts ex-day abnormal stock returns. These expected ex-dividend day returns increase on stocks where it is less worthwhile to capture the dividend, stocks that are less liquid, stocks with high idiosyncratic risk, and stocks that have experienced a build up in selling pressure. The evidence from the options markets suggests the positive abnormal ex-day returns, net of transactions costs, achieved by institutions skilled in trading are a risk premium for their role in providing liquidity to non-informational stock traders.
Author: Fred Fuld III
Publisher:
ISBN: 9781300721307
Category : Business & Economics
Languages : en
Pages : 0
Get Book Here
Book Description
A better alternative to buy-and-hold for income investors and a way for traders to make high annualized returns, while reducing market exposure due to shorter holding periods. The book covers the technique of buying dividends, also known as dividend capture, in an easy-to-understand format. This updated edition includes six new chapters including Selling Before the Ex Dividend Date, Special Dividends, Shorting the Stock through the Ex Date, and chapters on using puts and calls with the technique.
Author: Joseph K. Kiely
Publisher:
ISBN:
Category : Dividends
Languages : en
Pages : 398
Get Book Here
Book Description
Author: Barbara Minton
Publisher: Llumina Press
ISBN: 9781595262004
Category : Dividend reinvestment
Languages : en
Pages : 0
Get Book Here
Book Description
Dividend Capture is a step-by-step guide for increasing your wealth using a tried-and-true method for significantly increasing income from dividends-no matter what the market is doing.
Author: Larry R. Gorman
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
We compare the ex-dividend day stock returns and trading volume of foreign stocks that trade in U.S. markets as American Depository Receipts (ADRs) with the ex-day returns and volume of a matched sample of U.S. stocks. This experiment allows us to investigate whether differences in the way dividends are paid and/or foreign currency risk affect the stock returns and trading volume of ADRs on the ex-dividend day. If these factors inhibit dividend capture in ADRs, then ADRs should earn larger ex-day returns than U.S. stocks, and their ex-day trading volume should be lower. We present evidence consistent with these hypotheses. The results of a cross-sectional regression analysis of ex-day returns and volume are not consistent with a foreign exchange risk premium suppressing dividend capture in ADRs, however, suggesting that differences in dividend payment policies account for the lower level of dividend capture in ADRs.
Author: Morningstar, Inc.
Publisher: John Wiley & Sons
ISBN: 1118045041
Category : Business & Economics
Languages : en
Pages : 374
Get Book Here
Book Description
Many people believe that the key to success in the stock market is buying low and selling high. But how many investors have the time, talent, and luck to earn consistent returns this way? In The Ultimate Dividend Playbook: Income, Insight, and Independence for Today’s Investor, Josh Peters, editor of the monthly Morningstar DividendInvestor newsletter, shows you why you don’t have to try to beat the market and how you can use dividends to capture the income and growth you seek.
Author: Dan W. French
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
We apply an option-pricing framework to the ex-dividend behavior of common stocks. The framework explains the observed behavior of positive returns on the ex-dividend day and predicts that ex-dividend day returns will be higher for firms with greater financial leverage. Empirical testing supports the prediction. In contrast to prior studies, we find that dividend-capture activity has no significant impact on ex-dividend behavior, and we offer an explanation based on the importance of tick intervals.
Author: Gerald Appel
Publisher: Pearson Education
ISBN: 0132487306
Category : Business & Economics
Languages : en
Pages : 47
Get Book Here
Book Description
Use dividend-paying stocks to increase both income and capital--and avoid the pitfalls that can trap the unwary! Dividend payers! Think of income returns potentially greater than bonds...stocks that hold their prices better during market declines and have outperformed the universe of equities over decades...companies that can compound your assets by paying you in shares. Think of more favorable tax consequences.... There are, however, traps for the unwary. This article will deal with them....
Author: David Kenneth Schlichting
Publisher:
ISBN:
Category :
Languages : en
Pages : 290
Get Book Here
Book Description
Author: Marc Lichtenfeld
Publisher: John Wiley & Sons
ISBN: 1119985552
Category : Business & Economics
Languages : en
Pages : 264
Get Book Here
Book Description
The latest entry in the best-selling guide to dividend investing In the newly revised third edition of Get Rich with Dividends: A Proven System for Earning Double-Digit Returns, bestselling author and investing strategist Marc Lichtenfeld delivers a proven and reliable guide to realizing substantial returns—without taking on undue risk—using dividends. You’ll learn to generate significant income with the author’s sensible and low risk 10-11-12 System. In the book, the author demonstrates techniques that won’t require you to babysit each and every investment, freeing you up to enjoy more fulfilling pursuits as your nest egg and income streams grow steadily. You’ll also find: Proven techniques to generate 12% average annualized returns over the long term Ways to make dividends the cornerstone of your investment and income strategy Methods for reducing risk and increasing returns at the same time An essential resource for retail investors everywhere, Get Rich with Dividends: A Proven System for Earning Double-Digit Returns also deserves a place on the bookshelves of anyone interested in the financial and stock markets, as well as readers with an interest in business.
