Steve Beveridge

Independent

SCHOLARLY PAPERS

2

DOWNLOADS

474

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

The Dividend Puzzle: The Influence of Taxes, Tick Size and Short-Term Trading on Ex-Dividend Day Prices in Canada

Number of pages: 38 Posted: 13 Mar 2002
Larry Bauer, Steve Beveridge and Ranjini Jha
Memorial University of Newfoundland (MNU) - Faculty of Business Administration, Independent and University of Waterloo - School of Accounting and Finance
Downloads 474 (85,551)
Citation 4

Abstract:

Loading...

ex-dividend day price formation, tax effects, tick-size effects, short-term trading effects

2.

Forecasting Volatility with Encompassing and Regime Dependent GARCH Models

Journal of Financial Management and Analysis, Vol. 18, No. 2, 2005
Posted: 05 Aug 2008
Larry Bauer and Steve Beveridge
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Independent

Abstract:

Loading...

GARCH, Regime dependent, Forecasting, Forecast comparisons, Non-normal distribution