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1
Earnings and
Dividend
Announcements is there a Corroboration Effect?
Kane, Alex
-
1983
We examine abnormal stock returns surrounding contemporaneous earnings and
dividend
announcements in order to determine … interaction effect.The abnormal return corresponding to any earnings or
dividend
announcement depends upon the value of the other … more credence to unanticipated
dividend
increases or decreases when earnings are also above or below expectations, and vice …
Persistent link: https://www.econbiz.de/10012477849
Saved in:
2
Investor Reaction to Salient News in Closed-End Country Funds
Klibanoff, Peter
-
1996
We provide a model of closed-end fund pricing which includes investors who do not form expectations correctly and allows for salient country-specific news to affect this expectation formation process. We use panel data on prices and net asset values of closed- end country funds to examine...
Persistent link: https://www.econbiz.de/10012473260
Saved in:
3
The Effects of Taxes on Market Responses to
Dividend
Announcements and Payments : What Can we Learn from the 2003
Dividend
Tax Cut?
Chetty, Raj
-
2005
This paper investigates the effects of capital gains and
dividend
taxes on excess returns around announcements of …
dividend
increases and ex-
dividend
days for U.S. corporations. Consistent with standard no-arbitrage conditions, we find that … the ex-
dividend
day premium increased from 2002 to 2004 when the
dividend
tax rate was cut. Consistent with the signalling …
Persistent link: https://www.econbiz.de/10012467227
Saved in:
4
A Tax-Based Test of the
Dividend
Signaling Hypothesis
Bernheim, B. Douglas
-
1992
We propose and implement a new test of the
dividend
signaling hypothesis that is designed to discriminate between …
dividend
signaling and other theories that would account for the apparent existence of a
dividend
preference. Our test refines … the use of data on stock price responses to
dividend
announcements. In particular, we study the effect of
dividend
…
Persistent link: https://www.econbiz.de/10012474719
Saved in:
5
Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income
Benzoni, Luca
-
2005
Empirical evidence shows that changes in aggregate labor income and stock market returns exhibit only weak correlation at short horizons. As we document below, however, this correlation increases substantially at longer horizons, which provides at least suggestive evidence that stock returns and...
Persistent link: https://www.econbiz.de/10012467438
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6
Information Aggregation, Investment, and Managerial Incentives
Albagli, Elias
-
2011
firm shifts its
dividend
risk to the upside, which amplifies the overvaluation and explains the premium. Second, we argue … market through a higher share price, but is inefficient from the perspective of
dividend
value …
Persistent link: https://www.econbiz.de/10012461328
Saved in:
7
Dividend
Yields and Stock Returns : A Test for Tax Effects
Hess, Patrick J.
-
1981
This paper examines the empirical relation between stock returns and
dividend
yields. Several equilibrium pricing …
Persistent link: https://www.econbiz.de/10012478472
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8
Taxation and the Stock Market Valuation of Capital Gains and Dividends : Theory and Empirical Results (Rev)
Gordon, Roger H.
-
1979
Dividends seem to be more heavily taxed than capital gains. Why then do corporations pay dividends rather than repurchasing shares or retaining earnings? Either corporations are not acting in the interests of shareholders, or else shareholders desire dividends sufficiently for nontax reasons to...
Persistent link: https://www.econbiz.de/10012478738
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9
Risk, Return and Dividends
Ang, Andrew
-
2007
, with a given
dividend
process, one of the processes of the expected return, the stock volatility, or the price-
dividend
… the dynamics of the expected return and the price-
dividend
ratio. By parameterizing one or more of expected returns …
Persistent link: https://www.econbiz.de/10012465813
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10
Inflation Illusion and Stock Prices
Campbell, John Y.
-
2004
We empirically decompose the S&P 500's
dividend
yield into (1) a rational forecast of long-run real
dividend
growth, (2 …) the subjectively expected risk premium, and (3) residual mispricing attributed to the market's forecast of
dividend
growth …
Persistent link: https://www.econbiz.de/10012468430
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