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Firm Size And Dividend Announcements

Author

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  • Albert Eddy
  • Bruce Seifert

Abstract

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  • Albert Eddy & Bruce Seifert, 1988. "Firm Size And Dividend Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(4), pages 295-302, December.
  • Handle: RePEc:bla:jfnres:v:11:y:1988:i:4:p:295-302
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1988.tb00090.x
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    References listed on IDEAS

    as
    1. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
    2. Reinganum, Marc R., 1983. "The anomalous stock market behavior of small firms in January : Empirical tests for tax-loss selling effects," Journal of Financial Economics, Elsevier, vol. 12(1), pages 89-104, June.
    3. Roll, Richard, 1981. "A Possible Explanation of the Small Firm Effect," Journal of Finance, American Finance Association, vol. 36(4), pages 879-888, September.
    4. Schwert, G. William, 1983. "Size and stock returns, and other empirical regularities," Journal of Financial Economics, Elsevier, vol. 12(1), pages 3-12, June.
    5. Barry, Christopher B. & Brown, Stephen J., 1984. "Differential information and the small firm effect," Journal of Financial Economics, Elsevier, vol. 13(2), pages 283-294, June.
    6. Klein, Roger W. & Bawa, Vijay S., 1977. "Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(4), pages 669-669, November.
    7. Brown, Philip & Keim, Donald B. & Kleidon, Allan W. & Marsh, Terry A., 1983. "Stock return seasonalities and the tax-loss selling hypothesis : Analysis of the arguments and Australian evidence," Journal of Financial Economics, Elsevier, vol. 12(1), pages 105-127, June.
    8. Reilly, Frank K. & Drzycimski, Eugene F., 1981. "An Analysis of the Effects of a Multi-Tiered Stock Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(4), pages 559-575, November.
    9. John, Kose & Williams, Joseph, 1985. " Dividends, Dilution, and Taxes: A Signalling Equilibrium," Journal of Finance, American Finance Association, vol. 40(4), pages 1053-1070, September.
    10. Reinganum, Marc R., 1981. "Misspecification of capital asset pricing : Empirical anomalies based on earnings' yields and market values," Journal of Financial Economics, Elsevier, vol. 9(1), pages 19-46, March.
    11. Klein, Roger W. & Bawa, Vijay S., 1977. "The effect of limited information and estimation risk on optimal portfolio diversification," Journal of Financial Economics, Elsevier, vol. 5(1), pages 89-111, August.
    12. Brown, Philip & Kleidon, Allan W. & Marsh, Terry A., 1983. "New evidence on the nature of size-related anomalies in stock prices," Journal of Financial Economics, Elsevier, vol. 12(1), pages 33-56, June.
    13. Banz, Rolf W., 1981. "The relationship between return and market value of common stocks," Journal of Financial Economics, Elsevier, vol. 9(1), pages 3-18, March.
    14. Keim, Donald B., 1983. "Size-related anomalies and stock return seasonality : Further empirical evidence," Journal of Financial Economics, Elsevier, vol. 12(1), pages 13-32, June.
    15. Bar-Yosef, Sasson & Huffman, Lucy, 1986. "The Information Content of Dividends: A Signalling Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(1), pages 47-58, March.
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    Cited by:

    1. Duha Al-Kuwari, 2012. "Are Large Shareholders Conducting Influential Monitoring in Emerging Markets? An Investigation into the Impact of Large Shareholders on Dividend Decisions: The Case of Kuwait," Research in World Economy, Research in World Economy, Sciedu Press, vol. 3(2), pages 52-67, September.
    2. Jabbouri, Imad, 2016. "Determinants of corporate dividend policy in emerging markets: Evidence from MENA stock markets," Research in International Business and Finance, Elsevier, vol. 37(C), pages 283-298.
    3. Eva Liljeblom & Sabur Mollah & Patrik Rotter, 2015. "Do dividends signal future earnings in the Nordic stock markets?," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 493-511, April.
    4. Herman Manakyan & Carolyn Carroll, 1990. "An Empirical Examination Of The Existence Of A Signaling Value Function For Dividends," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(3), pages 201-210, September.

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