Tag: corporate-actions
Concepts
- Adjusting Price History for a Rights Issue
- Adjusting Volume and Shares Outstanding Data
- Computing Adjustment Factors for Price History
- Back-Adjusted Price Series
- Block Trade Discount Capture
- Buyback Announcement Drift
- Collar Deals and Cash/Stock Elections with Proration
- Corporate Action Data Feeds and the Golden Copy
- The Corporate Action Event-Type Taxonomy
- Corporate Action Handling
- Declaration, Record, Ex and Pay Dates
- Handling A Corporate Action On A Live Book
- Adjusting Price History for Corporate Actions
- Corporate Actions and Price Adjustment
- Corporate Actions Inside the Simulation Loop
- Cum-Ex and Cum-Cum Dividend Trades
- The Merger Deal Spread and Its Components
- Delisting Returns
- Dividend Capture Strategies
- Dividend Risk In Options
- Dividends, Recalls and Short Positions
- Due Bills and Late Ex-Dates
- Entitlements, Record Dates and the Settlement Lag
- Ex-Dividend Date Mechanics
- How Index Providers Handle Corporate Actions
- IPO Lockup Expiry
- Mandatory, Voluntary and Mandatory-With-Choice Events
- Mergers and Spinoffs in Price History
- OCC Option Contract Adjustments
- Return of Capital vs Ordinary Dividend
- Reverse Splits and Fractional Share Cash-Outs
- Scrip Dividends and Dividend Reinvestment Plans
- SPAC Structure and the De-SPAC Process
- Special Dividends and Contract Adjustments
- Special Dividends and Return of Capital
- Cost Basis Allocation in a Spin-Off
- Spin-Off Forced Selling
- Spin-Offs and Carve-Outs
- Stock Dividends and Bonus Issues
- Stock Dividends and Scrip Issues
- Hedging a Stock-for-Stock Deal
- Stock Splits and Reverse Splits
- TERP and Trading Nil-Paid Rights
- The Index Divisor and Continuity Adjustments
- Ticker Changes, CUSIP/ISIN Mapping and Symbology
- Reconstructing a Total Return Series
- Trading Contingent Value Rights
- Trading Through An Ex-Dividend Date
- When-Issued Trading Around a Spin-Off