IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v102y1980i1p1-21.html
   My bibliography  Save this article

Static dielectric properties of Stockmayer fluids

Author

Listed:
  • Pollock, E.L.
  • Alder, B.J.

Abstract

Dielectric constants for the Stockmayer fluid are computed both from the equilibrium fluctuations of the polarization and from the polarization response to an applied field in a molecular dynamics simulation with periodic boundary conditions and with the dipole interactions treated by the Ewald method. The dielectric constant at finite wavelength is obtained from a Kirkwood-like expression, while for uniform polarization fluctuations a different expression applies due to the absence of surface effects in the Ewald calculation. The results are nearly independent of the number (up to 500) of particles investigated, even at large values of the dipole moment. The dielectric constants obtained from the approximate solution of the hypernetted chain integral equation are considerably larger than the molecular dynamics results except at low dielectric constants. The external field simulation permits study of the non-linear dependence of the dielectric constant on the magnitude of the applied electric field.

Suggested Citation

  • Pollock, E.L. & Alder, B.J., 1980. "Static dielectric properties of Stockmayer fluids," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 102(1), pages 1-21.
  • Handle: RePEc:eee:phsmap:v:102:y:1980:i:1:p:1-21
    DOI: 10.1016/0378-4371(80)90058-8
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0378437180900588
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/0378-4371(80)90058-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Watts, Ross, 1973. "The Information Content of Dividends," The Journal of Business, University of Chicago Press, vol. 46(2), pages 191-211, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Alderson, Michael J. & Betker, Brian L. & Halford, Joseph T., 2021. "Fictitious dividend cuts in the CRSP data," Journal of Corporate Finance, Elsevier, vol. 71(C).
    2. Darren K. Hayunga & Clifford P. Stephens, 2009. "Dividend behaviour of US equity REITs," Journal of Property Research, Taylor & Francis Journals, vol. 26(2), pages 105-123, September.
    3. du Jardin, Philippe & Séverin, Eric, 2011. "Dividend policy," MPRA Paper 44382, University Library of Munich, Germany.
    4. Gil Sadka, 2007. "Understanding Stock Price Volatility: The Role of Earnings," Journal of Accounting Research, Wiley Blackwell, vol. 45(1), pages 199-228, March.
    5. Bernheim, B Douglas & Wantz, Adam, 1995. "A Tax-Based Test of the Dividend Signaling Hypothesis," American Economic Review, American Economic Association, vol. 85(3), pages 532-551, June.
    6. Brav, Alon & Graham, John R. & Harvey, Campbell R. & Michaely, Roni, 2005. "Payout policy in the 21st century," Journal of Financial Economics, Elsevier, vol. 77(3), pages 483-527, September.
    7. Horace Ho, 2003. "Dividend policies in Australia and Japan," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 9(2), pages 91-100, May.
    8. Liang, Shangkun & Niu, Yuhao & Yang, Dan & Liu, Xuejuan, 2023. "Dividend payouts under a societal crisis: Financial constraints or signaling?," International Review of Financial Analysis, Elsevier, vol. 88(C).
    9. Stecher, Jack D., 2006. "The Nonequivalence of the Earnings and Dividends Approaches to Equity Valuation," Discussion Papers 2006/1, Norwegian School of Economics, Department of Business and Management Science.
    10. Mohit Gupta & Navdeep Aggarwal, 2018. "Signaling Effect of Shifts in Dividend Policy: Evidence from Indian Capital Markets," Business Perspectives and Research, , vol. 6(2), pages 142-153, July.
    11. Peterson, Steven P., 1996. "Some experimental evidence on the efficiency of dividend signaling in resolving information asymmetries," Journal of Economic Behavior & Organization, Elsevier, vol. 29(3), pages 373-388, May.
    12. Christian Andres & André Betzer & Inga van den Bongard & Christian Haesner & Erik Theissen, 2011. "Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises," Schumpeter Discussion Papers sdp11013, Universitätsbibliothek Wuppertal, University Library.
    13. Chris O. Udoka & Bassey I. Ibor, 2014. "An Assessment of Theories Underlying the Operations of the Nigerian Stock Market," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 4(7), pages 77-86, July.
    14. Kumar, Satish, 2017. "New evidence on stock market reaction to dividend announcements in India," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 327-337.
    15. Paul McGuinness & Kevin Lam & João Vieito, 2015. "Gender and other major board characteristics in China: Explaining corporate dividend policy and governance," Asia Pacific Journal of Management, Springer, vol. 32(4), pages 989-1038, December.
    16. Ashiq Ali & Oktay Urcan, 2012. "Dividend increases and future earnings," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 19(1), pages 12-25.
    17. J. Randall Woolridge, 1982. "The Information Content Of Dividend Changes," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(3), pages 237-247, September.
    18. Tsai, Hui-Ju & Wu, Yangru, 2015. "Bond and stock market response to unexpected dividend changes," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 1-15.
    19. Chemmanur, Thomas J. & He, Jie & Hu, Gang & Liu, Helen, 2010. "Is dividend smoothing universal?: New insights from a comparative study of dividend policies in Hong Kong and the U.S," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 413-430, September.
    20. Ben Howatt & Richard Zuber & John Gandar & Reinhold Lamb, 2009. "Dividends, earnings volatility and information," Applied Financial Economics, Taylor & Francis Journals, vol. 19(7), pages 551-562.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:102:y:1980:i:1:p:1-21. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.