Market anomaly and arbitrage opportunity around ex-divident day
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. Our sample data covers NYSE (Companies from S&P 100 index), London Stock Exchange (Companies from FTSE 1...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Umeå universitet, Handelshögskolan vid Umeå universitet
2010
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-35122 |