THE INFORMATIONAL CONTENT OF THE TIMING OF DIVIDEND ANNOUNCEMENTS

被引:42
作者
KALAY, A
LOEWENSTEIN, U
机构
[1] TEL AVIV UNIV,IL-69978 TEL AVIV,ISRAEL
[2] UNIV UTAH,SALT LAKE CITY,UT 84112
关键词
D O I
10.1016/0304-405X(86)90035-8
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:373 / 388
页数:16
相关论文
共 23 条
[1]   QUARTERLY DIVIDEND AND EARNINGS ANNOUNCEMENTS AND STOCKHOLDERS RETURNS - AN EMPIRICAL-ANALYSIS [J].
AHARONY, J ;
SWARY, I .
JOURNAL OF FINANCE, 1980, 35 (01) :1-12
[2]   THE IMPACT OF INITIATING DIVIDEND PAYMENTS ON SHAREHOLDERS WEALTH [J].
ASQUITH, P ;
MULLINS, DW .
JOURNAL OF BUSINESS, 1983, 56 (01) :77-96
[3]   PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].
BLACK, F ;
SCHOLES, M .
JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654
[4]  
Black F., 1976, J PORTF MANAG, P5
[6]   USING DAILY STOCK RETURNS - THE CASE OF EVENT STUDIES [J].
BROWN, SJ ;
WARNER, JB .
JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (01) :3-31
[7]   MEASURING SECURITY PRICE PERFORMANCE [J].
BROWN, SJ ;
WARNER, JB .
JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) :205-258
[8]   DIVIDEND INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .2. [J].
CHAREST, G .
JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) :297-330
[9]  
Fama E.F., 1969, INT ECON REV, V10, DOI [DOI 10.2307/2525569, 10.2307/2525569]
[10]   OPTION PRICING MODEL AND RISK FACTOR OF STOCK [J].
GALAI, D ;
MASULIS, RW .
JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) :53-81