SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Firm Size and Dividend Announcement Effect
16 references·4 citing·42 second hop
Firm Size and Dividend Announcement Effect (1991)Firm Size and Dividend Announcement EffectSignalling with Dividends, Stock Repurchases, and Equity Issues (1986)Signalling with Dividends, St…Dividends, Dilution, and Taxes: A Signalling Equilibrium (1985)Dividends, Dilution, and Taxe…Dividend Policy under Asymmetric Information (1985)Dividend Policy under Asymmet…The Impact of Initiating Dividend Payments on Shareholders' Wealth (1983)The Impact of Initiating Divi…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Shareholder wealth, information signaling and the specially designated dividend (1983)Shareholder wealth, informati…The relationship between return and market value of common stocks (1981)The relationship between retu…Misspecification of capital asset pricing (1981)Misspecification of capital a…A Possible Explanation of the Small Firm Effect (1981)A Possible Explanation of the…Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis (1980)Quarterly Dividend and Earnin…Nondissipative Signaling Structures and Dividend Policy (1980)Nondissipative Signaling Stru…Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy (1979)Imperfect Information, Divide…Dividend information, stock returns and market efficiency-II (1978)Dividend information, stock r…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Company Size, Listed Versus Unlisted Stocks, and the Extent of Financial Disclosure (1975)Company Size, Listed Versus U…DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY (1972)DIVIDEND ANNOUNCEMENTS, SECUR…The impact of dividend announcements on share price and trading volume (2018)The impact of dividend announ…Losses, Dividend Reductions, and Market Reaction Associated with Past Earnings and Dividends Patterns (2011)Losses, Dividend Reductions, …The impact of dividend initiations on Greek listed firms’ wealth and volatility across information environments (2009)The impact of dividend initia…The expected favourableness of dividend signals, the direction of dividend change and the signalling role of dividend announcements (1998)The expected favourableness o…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Insiders' profits, costs of trading, and market efficiency (1986)Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence (1988)Fundamentals and Stock Returns in Japan (1991)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)An Empirical Evaluation of Accounting Income Numbers (1968)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The valuation effects of stock splits and stock dividends (1984)The cash-flow permanence and information content of dividend increases versus repurchases (2000)Dividend Changes and Future Profitability (2001)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)In Search of New Foundations (2000)Dividends, Share Repurchases, and the Substitution Hypothesis (2002)A Catering Theory of Dividends (2004)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Job Market Signaling (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Efficient Capital Markets: II (1991)Efficient Capital Markets: II (1991)Capital markets research in accounting (2001)Corporate research and development expenditures and share value (1990)Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? (1995)
this work references cited by second hop

References

  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1985Dividend Policy under Asymmetric Information3,459 cited
  • 1979Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy2,809 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1985Dividends, Dilution, and Taxes: A Signalling Equilibrium1,425 cited
  • 1981Misspecification of capital asset pricing1,286 cited
  • 1980Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis1,137 cited
  • 1983The Impact of Initiating Dividend Payments on Shareholders' Wealth809 cited
  • 1972DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY690 cited
  • 1981A Possible Explanation of the Small Firm Effect432 cited
  • 1978Dividend information, stock returns and market efficiency-II412 cited
  • 1975Company Size, Listed Versus Unlisted Stocks, and the Extent of Financial Disclosure410 cited
  • 1983Shareholder wealth, information signaling and the specially designated dividend337 cited
  • 1986Signalling with Dividends, Stock Repurchases, and Equity Issues

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

315 cited
  • 1980Nondissipative Signaling Structures and Dividend Policy280 cited
  • Cited by

    • 2018The impact of dividend announcements on share price and trading volume26 cited
    • 2011Losses, Dividend Reductions, and Market Reaction Associated with Past Earnings and Dividends Patterns15 cited
    • 2009The impact of dividend initiations on Greek listed firms’ wealth and volatility across information environments14 cited
    • 1998The expected favourableness of dividend signals, the direction of dividend change and the signalling role of dividend announcements12 cited