Dividend information, stock returns and market efficiency-II

Keywords

Dividend, Stock (firearms), Economics, Financial economics, Stock exchange

References

• Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)Roger G. Ibbotson, Rex A. Sinquefield — 1976
• Special Information and Insider TradingJeffrey F. Jaffe — 1974
• DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCYR. Richardson Pettit — 1972
• A Critique of the Asset Pricing Theory''s Tests: Part IRichard Roll — 1977
• The information content of dividendsRoss L. Watts — 1973
• Anomalies in relationships between securities' yields and yield-surrogatesRay Ball — 1978
• The Impact of Dividend and Earnings Announcements: A ReconciliationR. Richardson Pettit — 1976
• On the Informational Content of DividendsP. Michael Laub — 1976
• Risk, Return, and Equilibrium: Empirical TestsEugene F. Fama, James D. MacBeth — 1973
• The Adjustment of Stock Prices to New InformationEugene F. Fama, Lawrence Fisher, Michael C. Jensen — 1969
• DEBT AND TAXESMerton H. Miller — 1977
• The Cost of Capital, Corporation Finance and the Theory of InvestmentFranco Modigliani, Merton H. Miller — 1958
• The Cost of Capital, Corporation Finance and the Theory of InvestmentMerton H. Miller — 1958
• The Adjustment of Stock Prices to New InformationEugene F. Fama, Lawrence Fisher, Michael C. Jensen — 1969

Cited by

• Some Preliminary Evidence on Stock Price Bubbles in an Emerging MarketNawazish Mirza — 2012
• Price Reactions to Dividend Announcements on the Nigerian Stock MarketOlatundun Janet Adelegan — 2009
• Free Cash Flow and Long-Run Firm Value: Evidence from the Value Line Investment Survey [*]Stephen C. Vogt, Joseph Vu — 2000
• Modification de la valeur nominale des actions et gestion de l'actionnariat : le cas français de 2003 à 2007Bruno Pecchioli — 2010
• The Tax Consequences of Share Repurchases and Other Non-Dividend Cash Payments to Equity OwnersJohn B. Shoven — 1987
• Empirical research on the efficient stock markets hypothesis: the state of affairsSteve Van Uytbergen — 2002
• Efficience informationnelle, sous-réaction à l'information et effet de disposition : une approche expérimentaleM. Bouattour — 2012
• Investment Horizon of Shareholders and Post-Earnings-Announcement DriftMin Kyeong Kwon, Tong Suk Kim — 2015
• The efficient market hypothesis and the video game industryM. Racko — 2013
• Perception and Impact of Climatic Variations on Crop Production in Sapele local Government Area of delta State, NigeriaAO Garuba, P.A. Donwa — 2011
• Operando en el mercado de valores: análisis financieros híbridos y computación evolutivaIván Contreras Fernández-Dávila — 2016
• Empirical Essays in Corporate FinanceKristina Minnick — 2005
• Risk factor analysis across business segments in the US equity marketSveinung Alvestad, Dan Erik Harlem Glover — 2012
• Bond Market Event Study MethodsLouis H. Ederington, Wei Guan, Zongfei(Lisa) Yang — 2015
• Le rôle de la politique de dividendes dans le cadre des opérations de fusions-acquisitionsAymen Turki — 2013
• Intermediate Term Forecasting Techniques for Management.D. L. Herring — 1984
• Dividend Changes and Future Profitability: A Revisit based on Earnings VolatilityYirong Guo — 2014
• Quantitative Corporate FinanceJohn B. Guerard, Anureet Saxena, Mustafa Gültekin — 2007
• Information Content of Managerial Decisions, Change in Risk, and Complimentary Signals: Evidence on New Bond Issue, Exchange Offer, and Dividend PaymentsZ. Iqbal — 1988
• Dividend payout policy in the Chinese equity marketJianan Guo — 2013

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