Do Stock Dividends Generate Abnormal Returns?
In this paper I have studied and understood the concepts of stock dividends, stock splits and the announcement effects and the effective day effects by using the standard event studies methodology which measures the significance of the abnormal returns. The previous studies have significant positive...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/23265/ |
| _version_ | 1848792541951950848 |
|---|---|
| author | Torgal, Kishan |
| author_facet | Torgal, Kishan |
| author_sort | Torgal, Kishan |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | In this paper I have studied and understood the concepts of stock dividends, stock splits and the announcement effects and the effective day effects by using the standard event studies methodology which measures the significance of the abnormal returns. The previous studies have significant positive abnormal returns.
In my results its shown that the as there is some significant abnormal returns which are connected with the announcement and effective day of the stock splits but it changes after some days at it has been found some significant abnormal returns. |
| first_indexed | 2025-11-14T18:46:03Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-23265 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:46:03Z |
| publishDate | 2009 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-232652018-02-16T22:20:01Z https://eprints.nottingham.ac.uk/23265/ Do Stock Dividends Generate Abnormal Returns? Torgal, Kishan In this paper I have studied and understood the concepts of stock dividends, stock splits and the announcement effects and the effective day effects by using the standard event studies methodology which measures the significance of the abnormal returns. The previous studies have significant positive abnormal returns. In my results its shown that the as there is some significant abnormal returns which are connected with the announcement and effective day of the stock splits but it changes after some days at it has been found some significant abnormal returns. 2009-09-25 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/23265/1/Kishan_dissertation.pdf Torgal, Kishan (2009) Do Stock Dividends Generate Abnormal Returns? [Dissertation (University of Nottingham only)] (Unpublished) |
| spellingShingle | Torgal, Kishan Do Stock Dividends Generate Abnormal Returns? |
| title | Do Stock Dividends Generate Abnormal Returns? |
| title_full | Do Stock Dividends Generate Abnormal Returns? |
| title_fullStr | Do Stock Dividends Generate Abnormal Returns? |
| title_full_unstemmed | Do Stock Dividends Generate Abnormal Returns? |
| title_short | Do Stock Dividends Generate Abnormal Returns? |
| title_sort | do stock dividends generate abnormal returns? |
| url | https://eprints.nottingham.ac.uk/23265/ |