dividend information newly obtained from contemporaneous newspapers, along with information on capital stock obtained from …

This study paper examines the effect of dividend declaration on banking sector stock return in DSE. A sample of 10 … impacts of dividend declaration on the stock return. The Average Abnormal Return (AAR) increases on the declaration date and … impact is highest “One Day After” the date of dividend declaration in comparison to On the Day” and “One Day Before” the date …

investors are assumed to ignore the quarterly dividend volatility when setting the price. The classic C-CAPM then is shown to …

We analyze a firm's choice between dividend payments and stock repurchases under heterogeneous beliefs and the … of its equity, choose between paying out its cash available through a dividend payment or a stock repurchase, as well as …. Finally, we develop a number of new results characterizing a firm's long-run stock returns following dividend payments and …

We empirically test whether the disposition effect has an asymmetrical impact on the price adjustment on the ex-dividend …) selling by holders of winning (losing) stocks will most likely accelerate (restrain) the downward price adjustment on the ex-dividend …