Construct · 1 fields · 1 citations

dividend month premium: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
dividendmonth premium1 CONSTRUCTDividend month premiumHARTZMARK · ASSET PRICING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

the finding that stocks earn abnormally high returns in months when they are predicted to pay a dividend.

In asset pricing, dividend month premium refers to the finding that stocks earn abnormally high returns in months when they are predicted to pay a dividend. This meaning comes from Hartzmark (2011) in The Dividend Month Premium.[1]

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructsdividend2 fields · 4 citationsjingle · one word, two constructspremium4 fields · 4 citationsjingle · one word, four constructs

References

  1. Hartzmark, S. M., & Solomon, D. H. (2011). The Dividend Month Premium. Elsevier BV. https://doi.org/10.2139/ssrn.1930620

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