Essays about: "Ex-dividend Day Behavior"
Found 4 essays containing the words Ex-dividend Day Behavior.
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1. Arbitrage opportunities on the OMXS : How to capitalize on the ex-dividend effect
University essay from FöretagsekonomiAbstract : Investors are continuously looking to increase the return on their investments. In an ideal world investors want to increase there return and outperform the market. Theory states that it is impossible to do so without increasing your risk. Arbitrage is a concept where investors are able to generate risk-free returns exceeding the market. READ MORE
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2. The behavior of stock price on ex-dividend day : A study on New York Stock Exchange and London Stock Exchange
University essay from Handelshögskolan vid Umeå universitetAbstract : The main aim of this thesis is to analyze the behavior of stock price on ex-dividend day in London Stock Exchange and New York Stock Exchange and draw a conclusion about the market efficiency based. We collect 200 sample companies dividend, ex-dividend day and cum dividend day stock price to compare with NYSE composite index and FTSE 100 for London Stock Exchange. READ MORE
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3. Market anomaly and arbitrage opportunity around ex-divident day
University essay from Handelshögskolan vid Umeå universitetAbstract : Purpose of this study is to investigate market anomaly and possible arbitrage opportunity around ex-dividend day. We investigate most liquid common stock prices behavior around the world. READ MORE
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4. THE EX-DIVIDEND DAY STOCK PRICE BEHAVIOR : FTSE 100 of the London Stock Exchange
University essay from Handelshögskolan vid Umeå universitetAbstract : In this thesis, we have analyzed the ex-dividend stock price behavior in the London Stock Exchange to see if the stock prices really drop by the same amount as the dividend on the ex-dividend day. Our sample data covers 80 FTSE100 companies of the London stock exchange for the period 2001 to 2006. READ MORE