Optional Redemptions and Optional Dividends: Taxing the Repurchase of Common Shares
نویسندگان
چکیده
منابع مشابه
Optional Composition - A Solution to the Optional Feature Problem?
Acknowledgements At this point, I would like to thank Christian Kästner for advising this thesis. Thank you for the discussions about this topic and helpful suggestions. Special thanks for reading all the drafts of this thesis and the critical view, which helped to improve this thesis. I would like to thank my fellow student Christian Becker for the fantastic time during the study. Furthermore,...
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Introduction Suppose you are determined to “prove” that green apples cause cancer. An Optional Stopping strategy (OS) is where you keep looking sampling experimental data until the observed correlation between eating green applies and cancer is significantly different from 0 (where “significantly” means that the null hypothesis is rejected by standard statistical tests). That is, you follow a r...
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The starting point for this paper is an asymmetry between overt linguistic indexicals and (alleged) covert indexicals. It has been proposed that the problem can be solved by making covert indexicals optional (Martí 2006) and that this provides a much better (linguistically respectable) account of the key phenomena than one that advocates an optional process of free (not linguistically mandated)...
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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive o...
متن کاملOptional decomposition and Lagrange multipliers
Let Q be the set of equivalent martingale measures for a given process S, and let X be a process which is a local supermartingale with respect to any measure in Q. The optional decomposition theorem for X states that there exists a predictable integrand φ such that the difference X−φ ·S is a decreasing process. In this paper we give a new proof which uses techniques from stochastic calculus rat...
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ژورنال
عنوان ژورنال: The Yale Law Journal
سال: 1969
ISSN: 0044-0094
DOI: 10.2307/794989