Sökning: "Ex-dividend Day Behavior"

Hittade 5 uppsatser innehållade orden Ex-dividend Day Behavior.

  1. 1. Arbitrage opportunities on the OMXS : How to capitalize on the ex-dividend effect

    Uppsats för yrkesexamina på avancerad nivå, Företagsekonomi

    Författare :Niklas Rosenius; Gustav Sjöholm; [2013]
    Nyckelord :stock price behavior; dividends; ex-dividend effect; dividend irrelevancy; OMXS; cum-dividend day; ex-dividend day; anchoring; efficient market hypothesis; arbitrage; abnormal returns; market anomalies.;

    Sammanfattning : 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. LÄS MER

  3. 2. The behavior of stock price on ex-dividend day : A study on New York Stock Exchange and London Stock Exchange

    Master-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Md. Amirul Islam; Biplob Chowdhury; Md. Amirul Islam; [2011]
    Nyckelord :Ex-dividend day; cum-dividend day; dividend; and market efficiency;

    Sammanfattning : 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. LÄS MER

  4. 3. Market anomaly and arbitrage opportunity around ex-divident day

    Magister-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Md Mohibul Islam; Jessie Cadilhac; [2010]
    Nyckelord :;

    Sammanfattning : 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. LÄS MER

  5. 4. THE EX-DIVIDEND DAY STOCK PRICE BEHAVIOR : FTSE 100 of the London Stock Exchange

    Magister-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Zillah Anagho; Kenneth Tah; [2007]
    Nyckelord :Ex-dividend Day Behavior; Efficient Market Hypothesis;

    Sammanfattning : 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. LÄS MER

  7. 5. Arbitrage possibilities on the ex-dividend day

    D-uppsats, Göteborgs universitet/Graduate Business School

    Författare :Magnus Arefjäll; Kristofer Alm; [2000]
    Nyckelord :Ex-dividend day; arbitrage; dividend; short-term trading; long-term trading; market efficiency and Stockholm Stock Excha;

    Sammanfattning : In this paper we have investigated the ex-dividend stock price behavior on the Stockholm Stock Exchange to see if there are any arbitrage trading possibilities in connection with the ex-day. Our data sample consisted of all Swedish stocks that paid out a cash dividend during the period 1994-1998 which amounted to 837 observations. LÄS MER