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SSRNDerivatives & Volatility

Buyback Dynamics and Risk

The ratio of net buyback to dividend reflects a company's cash flow sensitivity to business cycles, with assets dominated by buybacks having a positive premium due to their higher risk in hedging against consumption and wealth changes.

Featured in No. 59 on 31 Jul 2024 ·

Released
3 Jan 2023
First featured
No. 59 · 31 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4905774

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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