EFFICIENT MARKET TESTS OF THE INFORMATIONAL CONTENT OF DIVIDEND ANNOUNCEMENTS - CRITIQUE AND EXTENSION

被引：19

作者：

KWAN, CCY

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1981年 / 16卷 / 02期

关键词：

D O I：

10.2307/2330646

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：193 / 206

页数：14

共 15 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] MEASURING SECURITY PRICE PERFORMANCE [J].

BROWN, SJ ;

WARNER, JB .

JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) :205-258

[3]

CHAREST G, 1978, J FINANCIAL EC JUN, P297

[4] DIVIDEND POLICY - AN EMPIRICAL ANALYSIS [J].

FAMA, EF ;

BABIAK, H .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (324) :1132-&

[5] CORPORATE SIGNALING, EXTERNAL ACCOUNTING, AND CAPITAL-MARKET EQUILIBRIUM - EVIDENCE ON DIVIDENDS, INCOME, AND EXTRAORDINARY ITEMS [J].

GONEDES, NJ .

JOURNAL OF ACCOUNTING RESEARCH, 1978, 16 (01) :26-79

[6] COMPETITIVE INFORMATION IN STOCK-MARKET - EMPIRICAL-STUDY OF EARNINGS, DIVIDENDS AND ANALYSTS FORECASTS [J].

GRIFFIN, PA .

JOURNAL OF FINANCE, 1976, 31 (02) :631-650

[7] INFORMATIONAL CONTENT OF DIVIDENDS [J].

LAUB, PM .

JOURNAL OF BUSINESS, 1976, 49 (01) :73-80

[8]

LINTNER J, 1956, AM ECON REV, V46, P97

[9]

LLOYDDAVIES P, 1978, J BUS, V51, P43, DOI DOI 10.1086/295983

[10] DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY [J].

PETTIT, RR .

JOURNAL OF FINANCE, 1972, 27 (05) :993-1007

← 1 2 →