An Event Study: Efficient or Not? Share Prices' Reactions to Dividend Announcements in Hong Kong Stock Market

This dissertation is an event study in the area of Efficient Market Hypothesis (EMH), it focuses on exploring the impact of dividend announcements on share prices' movements in Hong Kong stock market. A sample of 43 companies containing 185 announcements within the recent 5 years is selected an...

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Bibliographic Details
Main Author: Leng, Xinyu
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2008
Online Access:https://eprints.nottingham.ac.uk/22078/