Concepedia

Dividend Derivatives

Dividend Derivatives is a financial instrument whose value is derived from the expected dividends of an underlying equity, distinguished from other equity derivatives by its direct linkage to dividend payments rather than price movements of the underlying stock.

29

Publications

5.2K

Citations

54

Authors

45

Institutions

Publications per year

2017–2026

7

Parents

Publications

29

Dividend yields and expected stock returns

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations

, , +14

On the Timing and Pricing of Dividends

Jules van Binsbergen, Michael W. Brandt, Ralph S. J. Koijen · American Economic Review · 2012 · 454 citations

, , +14

P/E, P/B and the Present Value of Future Dividends

Patricia M. Fairfield · Financial Analysts Journal · 1994 · 146 citations

, , +11

Nonnegotiable shares, controlling shareholders, and dividend payments in China

Juan Huang, Yifeng Shen, Qian Sun · Journal of Corporate Finance · 2010 · 115 citations

, , +13

Expected Returns and Dividend Growth Rates Implied by Derivative Markets

Benjamin Golez · Review of Financial Studies · 2014 · 94 citations

, , +11

1–5 of 29

Authors

54

  1. RS
    Ralph S. J. Koijen

    University of Chicago, United States

    4 publications · 579 citations

    5

    h-index

  2. MW
    Michael W. Brandt

    Duke University, United States

    4 publications · 579 citations

    4

    h-index

  3. JH
    Jules H. van Binsbergen

    University of Pennsylvania, United States

    2 publications · 100 citations

    2

    h-index

  4. JV
    Jules van Binsbergen

    University of Pennsylvania, United States

    2 publications · 479 citations

    2

    h-index

  5. BG
    Benjamin Golez

    University of Notre Dame, United States

    2 publications · 142 citations

    2

    h-index

1–5 of 54

Institutions

45

  1. University of Chicago

    Chicago, United States

    6 h-index

    8 publications

    8.1K citations

  2. Duke University

    Durham, United States

    4 h-index

    6 publications

    629 citations

  3. Centre for Economic Policy Research

    London, United Kingdom

    3 h-index

    3 publications

    112 citations

  4. National Bureau of Economic Research

    Cambridge, United States

    3 h-index

    9 publications

    375 citations

  5. University of Notre Dame

    Notre Dame, United States

    3 h-index

    5 publications

    217 citations

  6. University of Pennsylvania

    Philadelphia, United States

    2 h-index

    2 publications

    100 citations

  7. Northwestern University

    Evanston, United States

    2 h-index

    4 publications

    529 citations

  8. JPMorgan Chase & Co (United States)

    New York, United States

    2 h-index

    4 publications

    61 citations

1–8 of 45

Venues

  1. SSRN Electronic Journal

    Repository · 7 publications · 224 citations

    7

    h-index

  2. Quantitative Finance

    2 publications · 30 citations

    2

    h-index

  3. Journal of Corporate Finance

    2 publications · 184 citations

    2

    h-index

  4. Financial Analysts Journal

    FAJ · 2 publications · 167 citations

    2

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 1 publications · 13 citations

    1

    h-index

1–5