Dividend Policy and Stock Price Volatility

Dividend Policy and Stock Price Volatility PDF Author: David E. Allen
Publisher:
ISBN: 9781863422581
Category : Dividends
Languages : en
Pages : 36

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Book Description

Dividend Policy and Stock Price Volatility

Dividend Policy and Stock Price Volatility PDF Author: David E. Allen
Publisher:
ISBN: 9781863422581
Category : Dividends
Languages : en
Pages : 36

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Book Description


Quantitative Financial Economics

Quantitative Financial Economics PDF Author: Keith Cuthbertson
Publisher: John Wiley & Sons
ISBN: 047009172X
Category : Business & Economics
Languages : en
Pages : 736

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Book Description
This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Emphasis is placed on theory, testing and explaining ‘real-world’ issues. The new edition will include: Updated charts and cases studies. New companion website allowing students to put theory into practice and to test their knowledge through questions and answers. Chapters on Monte Carlo simulation, bootstrapping and market microstructure.

Dividend-based Earnings Management

Dividend-based Earnings Management PDF Author: Eero Kasanen
Publisher:
ISBN: 9789517020633
Category :
Languages : en
Pages : 38

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Book Description


Stochastic Filtering With Applications In Finance

Stochastic Filtering With Applications In Finance PDF Author: Ramaprasad Bhar
Publisher: World Scientific
ISBN: 9814464988
Category : Business & Economics
Languages : en
Pages : 354

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Book Description
This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics. It aims to present this very important tool with a view to making it more popular among researchers in the disciplines of finance and economics. It is not intended to give a complete mathematical treatment of different stochastic filtering approaches, but rather to describe them in simple terms and illustrate their application with real historical data for problems normally encountered in these disciplines. Beyond laying out the steps to be implemented, the steps are demonstrated in the context of different market segments. Although no prior knowledge in this area is required, the reader is expected to have knowledge of probability theory as well as a general mathematical aptitude.Its simple presentation of complex algorithms required to solve modeling problems in increasingly sophisticated financial markets makes this book particularly valuable as a reference for graduate students and researchers interested in the field. Furthermore, it analyses the model estimation results in the context of the market and contrasts these with contemporary research publications. It is also suitable for use as a text for graduate level courses on stochastic modeling.

The Derivatives Sourcebook

The Derivatives Sourcebook PDF Author: Terence Lim
Publisher: Now Publishers Inc
ISBN: 1933019212
Category : Business & Economics
Languages : en
Pages : 225

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Book Description
The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.

Journal of Banking & Finance

Journal of Banking & Finance PDF Author:
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 1068

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Book Description


Dividends and Dividend Policy

Dividends and Dividend Policy PDF Author: H. Kent Baker
Publisher: John Wiley & Sons
ISBN: 0470455802
Category : Business & Economics
Languages : en
Pages : 552

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Book Description
Dividends And Dividend Policy As part of the Robert W. Kolb Series in Finance, Dividends and Dividend Policy aims to be the essential guide to dividends and their impact on shareholder value. Issues concerning dividends and dividend policy have always posed challenges to both academics and professionals. While all the pieces to the dividend puzzle may not be in place yet, the information found here can help you gain a firm understanding of this dynamic discipline. Comprising twenty-eight chapters—contributed by both top academics and financial experts in the field—this well-rounded resource discusses everything from corporate dividend decisions to the role behavioral finance plays in dividend policy. Along the way, you'll gain valuable insights into the history, trends, and determinants of dividends and dividend policy, and discover the different approaches firms are taking when it comes to dividends. Whether you're a seasoned financial professional or just beginning your journey in the world of finance, having a firm understanding of the issues surrounding dividends and dividend policy is now more important than ever. With this book as your guide, you'll be prepared to make the most informed dividend-related decisions possible—even in the most challenging economic conditions. The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues in modern finance. Each book focuses on a specific topic in the field of finance and contains contributed chapters from both respected academics and experienced financial professionals.

Complex Systems in Finance and Econometrics

Complex Systems in Finance and Econometrics PDF Author: Robert A. Meyers
Publisher: Springer Science & Business Media
ISBN: 1441977007
Category : Business & Economics
Languages : en
Pages : 919

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Book Description
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.

The C.F.A. Digest

The C.F.A. Digest PDF Author: Institute of Chartered Financial Analysts
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 384

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Book Description


Corporate Payout Policy

Corporate Payout Policy PDF Author: Harry DeAngelo
Publisher: Now Publishers Inc
ISBN: 1601982046
Category : Corporations
Languages : en
Pages : 215

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Book Description
Corporate Payout Policy synthesizes the academic research on payout policy and explains "how much, when, and how". That is (i) the overall value of payouts over the life of the enterprise, (ii) the time profile of a firm's payouts across periods, and (iii) the form of those payouts. The authors conclude that today's theory does a good job of explaining the general features of corporate payout policies, but some important gaps remain. So while our emphasis is to clarify "what we know" about payout policy, the authors also identify a number of interesting unresolved questions for future research. Corporate Payout Policy discusses potential influences on corporate payout policy including managerial use of payouts to signal future earnings to outside investors, individuals' behavioral biases that lead to sentiment-based demands for distributions, the desire of large block stockholders to maintain corporate control, and personal tax incentives to defer payouts. The authors highlight four important "carry-away" points: the literature's focus on whether repurchases will (or should) drive out dividends is misplaced because it implicitly assumes that a single payout vehicle is optimal; extant empirical evidence is strongly incompatible with the notion that the primary purpose of dividends is to signal managers' views of future earnings to outside investors; over-confidence on the part of managers is potentially a first-order determinant of payout policy because it induces them to over-retain resources to invest in dubious projects and so behavioral biases may, in fact, turn out to be more important than agency costs in explaining why investors pressure firms to accelerate payouts; the influence of controlling stockholders on payout policy --- particularly in non-U.S. firms, where controlling stockholders are common --- is a promising area for future research. Corporate Payout Policy is required reading for both researchers and practitioners interested in understanding this central topic in corporate finance and governance.