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Predictable events and excess returns: The case of dividend announcements · Study

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ArticlePredictable events and excess returns: The case of dividend announcements

Avner Kalay1985

Article1985

Predictable events and excess returns: The case of dividend announcements

263 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1977Time Series Analysis: Forecasting and Control 1985Using daily stock returns 1968An Empirical Evaluation of Accounting Income Numbers 1981The relationship between return and market value of common stocks 1980Measuring security price performance 2003The Adjustment of Stock Prices to New Information 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1977Estimating betas from nonsynchronous data

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1991Security Returns Around Earnings Announcements.1988Equilibrium pricing and portfolio composition in the presence of uncertain parameters 1999An analysis of contagion and competitive effects at commercial banks 1988Seasonalities in security returns 2002Dividend policy theories and their empirical tests 2006PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES

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Year1985

Typearticle

Published1985-09-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations263

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(85)90007-8

openalex_workW2000429174

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2012

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