Effect of daily dividend on arithmetic and logarithmic return
I have extended the arithmetic and logarithmic equations of the daily return by including daily dividend. To do this, firstly, I have mathematically broadened the scope of the two mostly used formulas of daily return by including daily dividend. Next, I have developed a couple of daily dividend esti...
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| Format: | Article |
| Language: | English |
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KeAi Communications Co., Ltd.
2018-12-01
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| Series: | Journal of Finance and Data Science |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405918818300485 |