The Determinants of Dividend Policy: An Empirical Study of NASDAQ Exchange, NASDAQ Bank Index

This research aims to test the determinants that affect dividend policy for NASDAQ listed banks from year 2006 to 2012. This study mainly focuses on examining three dividend theories of Lintner theory, free cash flow theory and life cycle theory. The data sources for this study are collected from Bl...

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Main Author: Nong, Danni
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2014
Online Access:https://eprints.nottingham.ac.uk/27534/
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author Nong, Danni
author_facet Nong, Danni
author_sort Nong, Danni
building Nottingham Research Data Repository
collection Online Access
description This research aims to test the determinants that affect dividend policy for NASDAQ listed banks from year 2006 to 2012. This study mainly focuses on examining three dividend theories of Lintner theory, free cash flow theory and life cycle theory. The data sources for this study are collected from Bloomberg, an online source database. Proxy variables tested are past dividends, current/past earnings, free cash flow over total assets and retained earnings over total equity. General method of moments is used to test impacts of past dividend and current/past earnings on dividends. Random effects model is used to test relationship between free cash flow, maturity of banks and dividend policy. The results demonstrate that NASDAQ listed US banks tend to smooth dividend for each year, and past dividends play a dominant role in influencing current dividends. The analysis further indicates that US banks tend to stable its dividends and try not to cut dividends in order to attract more shareholders’ investment, and during the observation period, number of US banks dividends payers has an upward trend, which may be mainly because under bad economy situation, banks want to use bailed out money to pay dividends to attract more investment and to generate more capital. The results for random effects model indicates that the NASDAQ listed US banks with more excess free cash flow will tend to pay more dividends. But, US banks is not consistent with life cycle theory during 2006 to 2012 that mature banks do not tend to pay more dividends. Thus, the tested significant determinants for dividend policy on US banks are past dividends, current/past earnings and excess free cash flow.
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spelling nottingham-275342017-10-19T14:03:42Z https://eprints.nottingham.ac.uk/27534/ The Determinants of Dividend Policy: An Empirical Study of NASDAQ Exchange, NASDAQ Bank Index Nong, Danni This research aims to test the determinants that affect dividend policy for NASDAQ listed banks from year 2006 to 2012. This study mainly focuses on examining three dividend theories of Lintner theory, free cash flow theory and life cycle theory. The data sources for this study are collected from Bloomberg, an online source database. Proxy variables tested are past dividends, current/past earnings, free cash flow over total assets and retained earnings over total equity. General method of moments is used to test impacts of past dividend and current/past earnings on dividends. Random effects model is used to test relationship between free cash flow, maturity of banks and dividend policy. The results demonstrate that NASDAQ listed US banks tend to smooth dividend for each year, and past dividends play a dominant role in influencing current dividends. The analysis further indicates that US banks tend to stable its dividends and try not to cut dividends in order to attract more shareholders’ investment, and during the observation period, number of US banks dividends payers has an upward trend, which may be mainly because under bad economy situation, banks want to use bailed out money to pay dividends to attract more investment and to generate more capital. The results for random effects model indicates that the NASDAQ listed US banks with more excess free cash flow will tend to pay more dividends. But, US banks is not consistent with life cycle theory during 2006 to 2012 that mature banks do not tend to pay more dividends. Thus, the tested significant determinants for dividend policy on US banks are past dividends, current/past earnings and excess free cash flow. 2014-09-24 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/27534/1/The_Determinants_of_Dividend_Policy-An_Empirical_Study_of_NASDAQ_Exchange%2C_NASDAQ_Bank_Index.pdf Nong, Danni (2014) The Determinants of Dividend Policy: An Empirical Study of NASDAQ Exchange, NASDAQ Bank Index. [Dissertation (University of Nottingham only)] (Unpublished)
spellingShingle Nong, Danni
The Determinants of Dividend Policy: An Empirical Study of NASDAQ Exchange, NASDAQ Bank Index
title The Determinants of Dividend Policy: An Empirical Study of NASDAQ Exchange, NASDAQ Bank Index
title_full The Determinants of Dividend Policy: An Empirical Study of NASDAQ Exchange, NASDAQ Bank Index
title_fullStr The Determinants of Dividend Policy: An Empirical Study of NASDAQ Exchange, NASDAQ Bank Index
title_full_unstemmed The Determinants of Dividend Policy: An Empirical Study of NASDAQ Exchange, NASDAQ Bank Index
title_short The Determinants of Dividend Policy: An Empirical Study of NASDAQ Exchange, NASDAQ Bank Index
title_sort determinants of dividend policy: an empirical study of nasdaq exchange, nasdaq bank index
url https://eprints.nottingham.ac.uk/27534/