Table of contents
Optimisation of FTSE 100 tracker funds: A comparison of genetic algorithms and quadratic programming
B. Rafaely, J.A. BennellTracker funds offer an attractive balance between risk and return, by providing the profit of the index, with the reduced risk associated with the broad market cover. An…
Dividend smoothing vs dividend signalling: evidence from UK firms
John Goddard, David G. McMillan, John O.S. WilsonWe test for the validity of the smoothing and signalling hypotheses of dividend determination.
Macroeconomic risk and the Fama‐French three‐factor model
Angela J. BlackThis paper aims to examine the relationship between the conditional variance of the factors from the Fama–French three‐factor model and macroeconomic risk, where macroeconomic…
Payment history, past returns and the performance of UK zero dividend stocks
Ian D. McManus, Owain ap Gwilym, Stephen H. ThomasA growing strand of literature has focused on the returns performance of zero dividend stocks. This paper seeks to provide new evidence on the link between dividend payment and…
A temporal analysis of non‐executive director appointments to UK firms: 1990‐2000
Philip A. Hamill, Pat McGregor, Symaralah RasaratnamWhile existing UK studies conduct a cross‐sectional analysis, this paper seeks to argue that the ratio of Executive Directors to non‐executive director (NED) on the boards of UK…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson