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Corporate scandals and the market response of dividend payout changes

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Author Info
Taeyoon Sung
Daehwan Kim
Ludwig Chincarini

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Abstract

This paper examines whether the dividend valuation changed after corporate accounting scandals such as that of Enron in October 2001 broke out. We find that dividend increasing firms experienced positive abnormal returns in the industry affected by corporate scandals up to four months after the first scandal in the industry became public. We interpret this finding in the context of the agency theory of Jensen (1986). To provide a perspective, we examine the dividend valuation from early 1980s to early 2000s, and find that the dividend valuation increased consistently for this time period. We also find that the dividend valuation was highest in the information technology industry after the year 2000. These findings fit well with the agency theory as well.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 16 (2006)
Issue (Month): 7 (April)
Pages: 535-549
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Handle: RePEc:taf:apfiec:v:16:y:2006:i:7:p:535-549

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  1. Shlomo Benartzi & Roni Michaely & Richard Thaler, 1997. "Do Changes in Dividends Signal the Future or the Past?," CRSP working papers 455, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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  2. Jensen, Michael C, 1986. "Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers," American Economic Review, American Economic Association, vol. 76(2), pages 323-29, May. [Downloadable!] (restricted)
  3. Miller, Merton H & Rock, Kevin, 1985. " Dividend Policy under Asymmetric Information," Journal of Finance, American Finance Association, vol. 40(4), pages 1031-51, September. [Downloadable!] (restricted)
  4. Merton H. Miller & Franco Modigliani, 1961. "Dividend Policy, Growth, and the Valuation of Shares," Journal of Business, University of Chicago Press, vol. 34, pages 411. [Downloadable!]
  5. Gustavo Grullon & Roni Michaely, 2004. "The Information Content of Share Repurchase Programs," Journal of Finance, American Finance Association, vol. 59(2), pages 651-680, 04. [Downloadable!] (restricted)
  6. Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael Roberts, 2004. "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," NBER Working Papers 10651, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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