Essays about: "ex-dividend effect"
Showing result 1 - 5 of 8 essays containing the words ex-dividend effect.
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1. The impact of the disposition effect on the ex-dividend day price drop : An empirical study of the Swedish stock market
University essay from Högskolan i Jönköping/IHH, FöretagsekonomiAbstract : Abstract Background: The dividend ex-day effect is the tendency of the stock price drop on the ex-day to be less than the dividend per share. This inclination is contrary to established theory of rational investor behaviour and is, thus, considered an anomaly in capital markets. READ MORE
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2. Why do stock prices drop by less than the value of the dividend? Evidence from a country with a flat tax rate on capital gains and dividends.
University essay from Göteborgs universitet/Graduate SchoolAbstract : We examine the effect of taxes, trading activity and different market microstructures on the ex-dividend day stock price behaviour. Based on previous literature, we build our hypotheses and test them on 1380 ex-dividend day observations in order to pinpoint the explanations behind the empirical findings on the Stockholm Stock Exchange over the period 2007 to 2016. READ MORE
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3. Institutional Ownership and Ex-Dividend Day Behaviour: Evidence from Sweden
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : This study examines the influence of ownership on ex-dividend prices and trading behaviours. Using institutional ownership as a proxy for ownership heterogeneity, allows us to investigate if tax differences, dividend preferences, transaction costs differences and risk affect the price and trading volume around the ex-dividend day. READ MORE
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4. The Ex-dividend effect during a crisis - An analysis of the Swedish stock market
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : The previous years have been turbulent for the financial sector. Major banks and financial institutions have filed for bankruptcy and some were taken over by governments. Europe has seen a deepening of the crisis and now whole countries are at the brink of ruin. READ MORE
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5. 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