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Information Content Of Dividend Announcements: An Investigation Of The Indian Stock Market
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Information Content Of Dividend Announcements: An Investigation Of The Indian Stock Market (2011)Information Content Of Dividend Announcem…Effect of Dividend Announcement on Shareholders' Value: Evidence from Dhaka Stock Exchange (2003)Effect of Dividend Announceme…Is there Information in an Earnings Announcement Delay? (1998)Is there Information in an Ea…The ex-dividend-day behavior of stock prices: the case of Japan (1995)The ex-dividend-day behavior …Announcement effects and market efficiency in a thin market: An empirical application to the Singapore equity market (1989)Announcement effects and mark…Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements (1985)Predisclosure Information, Fi…Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis (1980)Quarterly Dividend and Earnin…The effect of personal taxes and dividends on capital asset prices (1979)The effect of personal taxes …The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors (1979)The Association between Unsys…Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy (1979)Imperfect Information, Divide…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…The effects of dividend yield and dividend policy on common stock prices and returns (1974)The effects of dividend yield…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Dividend Policy, Growth, and the Valuation of Shares (1961)Dividend Policy, Growth, and …DIVIDEND POLICIES AND COMMON STOCK PRICES (1956)DIVIDEND POLICIES AND COMMON …Reputation and Performance Among Security Analysts (1992)Shareholder Litigation and Corporate Disclosures (1994)Why Firms Voluntarily Disclose Bad News (1994)Earnings announcement premia and the limits to arbitrage (2007)The Earnings Announcement Premium and Trading Volume (2007)The Timing of Earnings Announcements: An Examination of the Strategic Disclosure Hypothesis (2009)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)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)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Fundamentals and Stock Returns in Japan (1991)Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.1 (1998)Liquidity and stock returns: An alternative test (1998)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Behavior of Stock-Market Prices (1965)Determinants of corporate borrowing (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The valuation effects of stock splits and stock dividends (1984)Corporate research and development expenditures and share value (1990)Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? (1995)Capital Market Equilibrium with Restricted Borrowing (1972)Intra-industry information transfers associated with earnings releases (1981)On cross-sectional analysis in accounting research (1987)The association between accounting earnings and security returns for large and small firms (1987)The relationship between return and market value of common stocks (1981)Earnings Innovations, Earnings Persistence, and Stock Returns (1987)The Geography of Equity Analysis (2005)The Nature of the Firm (1937)The Pricing of Options and Corporate Liabilities (1973)Separation of Ownership and Control (1983)Law and Finance (1998)Asset pricing and the bid-ask spread (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)
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References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1961Dividend Policy, Growth, and the Valuation of Shares6,554 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1979Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy2,809 cited
  • 1979The effect of personal taxes and dividends on capital asset prices1,212 cited
  • 1980Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis1,137 cited
  • 1985Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements1,005 cited
  • 1974The effects of dividend yield and dividend policy on common stock prices and returns1,002 cited
  • 1979The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors462 cited
  • 1998Is there Information in an Earnings Announcement Delay?173 cited
  • 1956DIVIDEND POLICIES AND COMMON STOCK PRICES131 cited
  • 1995The ex-dividend-day behavior of stock prices: the case of Japan122 cited
  • 2003Effect of Dividend Announcement on Shareholders' Value: Evidence from Dhaka Stock Exchange59 cited
  • 1989Announcement effects and market efficiency in a thin market: An empirical application to the Singapore equity market

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