We develop a methodology that is able to extract market dividend expectations by holding a portfolio of stock and options.
Dividend Surprises Inferred from Option Stock Prices,' Journal of Finance, Vol. 47, No.4 (1992) pp. 1623–1640
BAR-YOSEF, SASSON;
1992
Abstract
We develop a methodology that is able to extract market dividend expectations by holding a portfolio of stock and options.
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