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Holding Period Effects in Dividend Strip Returns

Pipeline Charts 📈

Chart List

Pipeline Dataframes 📊

Dataframe: P04:all_strip_prices -
Dataframe: P04:clean_crsp_sp500_monthly -
Dataframe: P04:clean_options -
Dataframe: P04:clean_rates -
Dataframe: P04:clean_zero_curve -
Dataframe: P04:crsp_sp500_daily -
Dataframe: P04:crsp_treasury_returns -
Dataframe: P04:fama_french_factors -
Dataframe: P04:fama_french_monthly -
Dataframe: P04:fred_treasury_rates -
Dataframe: P04:implied_rates -
Dataframe: P04:implied_rates_1y -
Dataframe: P04:monthly_returns -
Dataframe: P04:optionmetrics_spx_monthly -
Dataframe: P04:optionmetrics_spx_raw -
Dataframe: P04:optionmetrics_zero_curve -
Dataframe: P04:strip_prices -
Dataframe: P04:zero_curve_1y -

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Tags

Derived from implied_rates
Derived from strip_prices
all_strip_prices
and crsp_treasury_returns
clean_crsp_sp500_monthly
fama_french_monthly

Index

By Jie Lin and Zimeng Yi

© Copyright 2026, Jie Lin and Zimeng Yi.