Excess volatility and comovement in individual stocks
- An analysis of the role of firm reputation in the market's reaction to corporate dividends. Brucato, Peter F.; Smith, David M. // Quarterly Review of Economics & Finance;Fall97, Vol. 37 Issue 3, p647
Presents an analysis of the behavior of stock prices in response to dividend changes. Hypothesizing of firms based on effectiveness in which they signal future earnings through dividend changes; Information on corporate reputation for reliable signalling.
- New evidence on the information content of dividend announcements. Kaestner, Robert; Liu, Feng-Ying // Quarterly Review of Economics & Finance;Summer98, Vol. 38 Issue 2, p251
Studies the relationship between dividend announcements and stock price responses. Information on tests carried out on the competing theories regarding the information content of dividends using two types of announcements; Analysis of the pattern of insider trading; Discussion on the theories...
- On the differential market reaction to dividend initiations. Jin, Zhenhu // Quarterly Review of Economics & Finance;Summer2000, Vol. 40 Issue 2, p263
The finance literature documents substantial positive stock price reaction to dividend initiations. Most dividend initiation studies focus on the average positive reaction; however, 40 percent of the firms that initiate dividends experience negative abnormal returns at announcement. This paper...
- EX-DIVIDEND DAY BEHAVIOUR OF AUSTRALIAN SHARE PRICES. Brown, Philip; Walter, Terry // Australian Journal of Management (University of New South Wales);Dec86, Vol. 11 Issue 2, p139
Abstract: In North America, on the day a stock has first been quoted ex-dividend, its price has tended to fall by less than the amount of the dividend. Australian dividends likewise have been discounted, by about 25% relative to capital gains. Explanations for the North American discount have...
- An Empirical Examination of the Price-Dividend Relation with Dividend Management. Ackert, Lucy F.; Hunter, William C. // Journal of Financial Services Research;Apr-Jun2001, Vol. 19 Issue 2/3, p115
Examines the relationship between stock price and cash dividends. How the intrinsic value of a firm's shares is obtained under the present-value model; Relationship between actual stock price and the predicted stock price; Effect of dividend management by firms on the relationship between...
- Watch dividends to make money. // Money;Nov94, Vol. 23 Issue 11, p68
Reports on the findings of a study on the relationship between dividend payments and stock market performance. Underperformance of stocks that skip dividends for up to three years; Conventional belief that stocks that have stopped paying dividends are good buys.
- STOCKS WITH SUSTAINABLE DIVIDEND GROWTH. // Dow Theory Forecasts;8/11/2014, Vol. 70 Issue 32, p5
The article presents a list of seven A-rated stocks, whose dividends increased at an annual rate of at least 4% over the last one and three years while increasing profits and cash flows.
- Hold or Sell Dividend Stocks in Down Market? Lisanti, Joseph // Financial-planning.com;10/6/2015, p1
If second-guessing has begun, consider why you initially recommended the stock---that reason can still be valid even if prices are falling.
- No Free Lunch With Dividends. // DRIP Investor;Jan2013, Vol. 22 Issue 1, p2
The article focuses on special dividends, wherein the stock prices adjusts for dividends with noticeable adjustments.