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Predictable events and excess returns: The case of dividend announcements

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References

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1972DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY690 cited
1982Dividends and Taxes: Some Empirical Evidence677 cited
1984Models of Stock Returns--A Comparison606 cited

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1980

The effects of capital structure change on security prices

529 cited

Cited by

1991Security Returns Around Earnings Announcements.254 cited
1988Equilibrium pricing and portfolio composition in the presence of uncertain parameters204 cited
1999An analysis of contagion and competitive effects at commercial banks189 cited
1988Seasonalities in security returns185 cited
2002Dividend policy theories and their empirical tests179 cited
2006PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES178 cited
2012Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns159 cited
2011How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements156 cited
2007Earnings announcement premia and the limits to arbitrage155 cited
2023Economic uncertainty and investor attention138 cited
1985Market rationality and dividend announcements136 cited
1996Dividend Changes, Abnormal Returns, and Intra-Industry Firm Valuations127 cited
1996The stock market reaction to dividend announcements124 cited
1986The informational content of the timing of dividend announcements115 cited
2019Information Consumption and Asset Pricing111 cited
2023A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data108 cited