On the Timing and Pricing of Dividends (AER 2012)

From ReplicationWiki
Jump to: navigation, search



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Jules van Binsbergen, Michael Brandt, Ralph Koijen On the Timing and Pricing of Dividends AER 2012 4 1596-1618 G12, G35 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website Ordinary least squares (OLS), Newey-West standard errors, Bootstrap Macro, Time series Own data consisting of data on intraday trades and quotes on S&P 500 index options, 1996-2009 from CBOE; minute level data 1996.2009 of index values of S&P 500 values from TickData Inc.; Interest rate data from Option Metrics USA MATLAB

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Florian Schulz On the Timing and Pricing of Dividends: Comment AER 2016 10 3185-223 G10, G12 Equity risk premium, Term structure, Dividends, Investment taxes - - - - -

References

DOI: 10.1257/aer.102.4.1596 IDEAS: a/aea/aecrev/v102y2012i4p1596-1618.html EconPapers: RePEc:aea:aecrev:v:102:y:2012:i:4:p:1596-1618


Reply: On the Timing and Pricing of Dividends: Reply, by Jules H. van Binsbergen and Ralph S.J. Koijen, AER 2016 (10), 3224-37.

Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox