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Unerwartete Gewinn- und Dividendeninformationen am deutschen Aktienmarkt : eine empirische Analyse
Werner, Mathias - 1999
Persistent link: https://www.econbiz.de/10000684108
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A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
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The Impact of Cost of Equity on Seasoned Equity Offerings
Zhang, Weiqi - 2014
This paper provides an empirical link between the expected cost of equity and firms' Seasoned Equity Offerings activities, using a novel measure of forward-looking cost of equity. There is a negative impact of expected cost equity on SEO likelihood and amount of proceeds, exists on both market...
Persistent link: https://www.econbiz.de/10013063078
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Earnings and dividend announcements : is there a corroboration effect?
Kane, Alex; Lee, Young Ki; Marcus, Alan J. - 1983
Persistent link: https://www.econbiz.de/10003094596
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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
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Earnings and Dividend Announcements is There a Corroboration Effect?
Kane, Alex - 2008
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/10012774654
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Back-Tests of the Dividend Discount Model Using Time-Varying Cost of Equity
McLemore, Ping - 2016
This paper examines prediction errors in the general dividend discount model using a back-test method. The prediction … varying lengths are examined in our tests. We include firms with a continuous record of dividend payments over the 20 years in …
Persistent link: https://www.econbiz.de/10012983189
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How news affects sectoral stock prices through earnings expectations and risk premia
Hvid, Anna Kirstine; Kristiansen, Kristian Loft - 2020
A growing body of literature analyses the impact of news on companies' equity prices. We add to this literature by showing that the transmission channel of news to prices differs across sectors. First, we disentangle sectoral equity prices into components of expected future earnings and equity...
Persistent link: https://www.econbiz.de/10012316963
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The Effective Value Enhancement – The Impact of a Surprise Dividend Increase on Stock's Performance
Słoński, Tomasz - 2012
This article measures the reaction of marginal investors to announcement of surprise dividend increase. However, the …. The valuation theory gives many clues for interpretation of dividend changes. At the start of literature review, the … dividend irrelevance (to investment decision) assumption is met. This assumption holds up-to-date valuation procedures leading …
Persistent link: https://www.econbiz.de/10013096655
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Empirical Evidence on the Effect of Dividend Announcement on Stock Return
Bhimavarapu, Karthik - 2022
drives investors' investment decision-making process. This study examines the effect of dividend announcement on stock …
Persistent link: https://www.econbiz.de/10014236551