Results 61 to 70 of about 279,461 (228)
Analysis of the sensitivity to discrete dividends : A new approach for pricing vanillas [PDF]
The incorporation of a dividend yield in the classical option pricing model of Black- Scholes results in a minor modification of the Black-Scholes formula, since the lognormal dynamic of the underlying asset is preserved. However, market makers prefer to
Arnaud Gocsei, Fouad Sahel
core
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper studies herding and anti‐herding behaviour in three European stock markets before and during the Covid‐19 pandemic by employing both static and dynamic analysis. We examine four different questions related to herding behaviour: (i) Did herding behaviour increase during the pandemic? (ii) Does herding behaviour respond differently in
Dimitrios Asteriou +3 more
wiley +1 more source
Mergers and Acquisitions and Brexit: A Natural Experiment
International Journal of Finance &Economics, EarlyView.ABSTRACT We study the impact of Brexit uncertainty on one of the most important forms of corporate investment: mergers and acquisitions (M&As). Brexit provides us with an ideal natural experiment to explore the real effects of economic uncertainty and understand the underlying transmission mechanism. We document a significant decline in the number of M&
Di Luo +3 more
wiley +1 more source
In recent years, there has been increasing pressure on U.S. corporations to distribute earnings to shareholders in the form of dividends. This Commentary explains that dividends are important, but investors can err by reading too much into them ...
O. Emre Ergungor
core
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates how ESG rating divergences and climate transition risks jointly influence portfolio performance. Using a newly constructed composite Environmental (E) score derived from principal component analysis (PCA) across three leading ESG providers (Eikon, RobecoSAM, Sustainalytics), we build industry‐adjusted portfolios for 389
Ahmed Bouteska +2 more
wiley +1 more source
Equity Issuance and Divident Policy under Commitment [PDF]
This paper studies a model of corporate finance in which firms use stock issuance to finance investment. Since the firm recognizes the relationship between future dividends and stock prices, future variables enter in the constraints and optimal policy is
Albert Marcet +2 more
core
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment
International Journal of Finance &Economics, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani +4 more
wiley +1 more source
International Journal of Gynecology &Obstetrics, EarlyView.Abstract Objective To measure the woman‐centeredness of family planning (FP) care and determine its correlates in West Cameroon. Methods We conducted a cross‐sectional analytical study from August to November 2024 in the Mifi Health District (MHD). We included women receiving FP care in all the public health facilities. We collected data were using the
Jovanny Tsuala Fouogue +6 more
wiley +1 more source
Modelling of tradeable securities with dividends [PDF]
, 2006 We propose a generalized framework for the modeling of tradeable securities with dividends which are not necessarily cash dividends at fixed times or continuously paid dividends.
Nieuwenhuis, J.W., Vellekoop, M.H.
core +2 more sources
International Studies of Economics, EarlyView.ABSTRACT As a fundamental tenet of socialism with Chinese characteristics, pursuing common prosperity for all entails reducing urban‐rural disparities while simultaneously increasing rural household income. This study utilizes interview and survey data from the “Chinese Thousand Villages Survey” conducted by the Shanghai University of Finance and ...
Qingen Gai +3 more
wiley +1 more source