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Stock Market Reaction to Various Dividend Announcements: Which Kind of Dividend Announcement is More Significant?
16 references·0 citing·35 second hop
Stock Market Reaction to Various Dividend Announcements: Which Kind of Dividend Announcement is More Significant? (2014)Stock Market Reaction to Various Dividend…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…A Catering Theory of Dividends (2004)A Catering Theory of DividendsDividends and Expropriation (2001)Dividends and ExpropriationDisappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Disappearing dividends: chang…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive co…Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency Costs of Free Cash Flo…Two Agency-Cost Explanations of Dividends (1984)Two Agency-Cost Explanations …The Impact of Initiating Dividend Payments on Shareholders' Wealth (1983)The Impact of Initiating Divi…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis (1980)Quarterly Dividend and Earnin…Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy (1979)Imperfect Information, Divide…The Dividend Puzzle (1976)The Dividend PuzzleDividend Policy, Growth, and the Valuation of Shares (1961)Dividend Policy, Growth, and …DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)DISTRIBUTION OF INCOMES OF CO…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 InformationThat Investors Do Not Have (1984)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Investor Sentiment and the Cross‐Section of Stock Returns (2006)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and the Theory of the Firm (1980)Efficient Capital Markets: II (1991)Agency costs of free cash flow, corporate finance, and takeovers (1996)A Survey of Corporate Governance (1997)Comparing Predictive Accuracy (1994)Modeling and Forecasting Realized Volatility (2003)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)The Behavior of Stock-Market Prices (1965)The Pricing of Options and Corporate Liabilities (1973)Determinants of corporate borrowing (1977)The Capital Structure Puzzle (1984)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers17,216 cited
  • 1961Dividend Policy, Growth, and the Valuation of Shares6,554 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1956DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES3,426 cited
  • 1984Two Agency-Cost Explanations of Dividends3,109 cited
  • 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?3,039 cited
  • 1979Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy2,809 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,878 cited
  • 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
  • 2001Dividends and Expropriation1,791 cited
  • 2004A Catering Theory of Dividends1,368 cited
  • 1976The Dividend Puzzle1,235 cited
  • 1980Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis

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1,147 cited
  • 1983The Impact of Initiating Dividend Payments on Shareholders' Wealth809 cited
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