Cite of Dp factor

[mk0417]

For Dp in Factor Details.xlsx, the cite of Litzenberger and Ramaswamy (1979) should be Litzenberger and Ramaswamy (1982)?

In their 1982 JF paper (The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?), the in-sample period of Dp is from 1940 to 1980.

[kellybry]

Thanks for the heads up, we will fix this! Bryan

…

On Sat, Aug 10, 2024, 7:57 AM mk0417 ***@***.***> wrote: For Dp in *Factor Details.xlsx*, the cite of Litzenberger and Ramaswamy (1979) should be Litzenberger and Ramaswamy (1982)? In their 1982 JF paper (*The Effects of Dividends on Common Stock Prices Tax Effects or Information Effects?*), the in-sample period of Dp is from 1940 to 1980. — Reply to this email directly, view it on GitHub <#5>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ACICUE5YHK7XRHLDMZ4SEITZQX5Z7AVCNFSM6AAAAABMJYXBYOVHI2DSMVQWIX3LMV43ASLTON2WKOZSGQ2TSMBVGM3DCNY> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>

[mk0417]

Thank you Bryan!