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Choice dividends and contemporaneous earnings announcements on a small stock market: an empirical study

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  • Sophie Manigart
  • Koen De Waele

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  • Sophie Manigart & Koen De Waele, 1999. "Choice dividends and contemporaneous earnings announcements on a small stock market: an empirical study," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 161, pages 27-56.
  • Handle: RePEc:bxr:bxrceb:2013/13079
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    References listed on IDEAS

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    3. Grinblatt, Mark S. & Masulis, Ronald W. & Titman, Sheridan, 1984. "The valuation effects of stock splits and stock dividends," Journal of Financial Economics, Elsevier, vol. 13(4), pages 461-490, December.
    4. Lakonishok, Josef & Lev, Baruch, 1987. " Stock Splits and Stock Dividends: Why, Who, and When," Journal of Finance, American Finance Association, vol. 42(4), pages 913-932, September.
    5. Healy, Paul M. & Palepu, Krishna G., 1988. "Earnings information conveyed by dividend initiations and omissions," Journal of Financial Economics, Elsevier, vol. 21(2), pages 149-175, September.
    6. Chinmoy Ghosh & J. Randall Woolridge, 1988. "An Analysis Of Shareholder Reaction To Dividend Cuts And Omissions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(4), pages 281-294, December.
    7. Ofer, Aharon R & Siegel, Daniel R, 1987. " Corporate Financial Policy, Information, and Market Expectations: An Empirical Investigation of Dividends," Journal of Finance, American Finance Association, vol. 42(4), pages 889-911, September.
    8. Corrado, Charles J. & Zivney, Terry L., 1992. "The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(03), pages 465-478, September.
    9. Givoly, Dan & Lakonishok, Josef, 1980. "Financial analysts' forecasts of earnings : Their value to investors," Journal of Banking & Finance, Elsevier, vol. 4(3), pages 221-233, September.
    10. Givoly, Dan & Lakonishok, Josef, 1979. "The information content of financial analysts' forecasts of earnings: Some evidence on semi-strong inefficiency," Journal of Accounting and Economics, Elsevier, vol. 1(3), pages 165-185, December.
    11. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
    12. Michaely, Roni & Thaler, Richard H & Womack, Kent L, 1995. " Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," Journal of Finance, American Finance Association, vol. 50(2), pages 573-608, June.
    13. Armitage, Seth, 1995. " Event Study Methods and Evidence on Their Performance," Journal of Economic Surveys, Wiley Blackwell, vol. 9(1), pages 25-52, March.
    14. Keith K.W. Chan & Damien W. McColough & Michael T. Skully, 1993. "Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study," Australian Journal of Management, Australian School of Business, vol. 18(1), pages 41-62, June.
    15. McNichols, Maureen & Dravid, Ajay, 1990. " Stock Dividends, Stock Splits, and Signaling," Journal of Finance, American Finance Association, vol. 45(3), pages 857-879, July.
    16. Corrado, Charles J., 1989. "A nonparametric test for abnormal security-price performance in event studies," Journal of Financial Economics, Elsevier, vol. 23(2), pages 385-395, August.
    17. Pettit, R Richardson, 1972. "Dividend Announcements, Security Performance, and Capital Market Efficiency," Journal of Finance, American Finance Association, vol. 27(5), pages 993-1007, December.
    18. John, Kose & Lang, Larry H P, 1991. " Insider Trading around Dividend Announcements: Theory and Evidence," Journal of Finance, American Finance Association, vol. 46(4), pages 1361-1389, September.
    19. Balasingham Balachandran & John Cadle & Michael Theobald, 1996. "Interim dividend cuts and omissions in the UK," European Financial Management, European Financial Management Association, vol. 2(1), pages 23-38.
    20. M. Ameziane Lasfer, 1997. "Scrip Dividends: the Management's View," European Financial Management, European Financial Management Association, vol. 3(2), pages 237-249.
    21. Christie, Andrew A., 1987. "On cross-sectional analysis in accounting research," Journal of Accounting and Economics, Elsevier, vol. 9(3), pages 231-258, December.
    22. Boehmer, Ekkehart & Masumeci, Jim & Poulsen, Annette B., 1991. "Event-study methodology under conditions of event-induced variance," Journal of Financial Economics, Elsevier, vol. 30(2), pages 253-272, December.
    23. Rankine, Graeme & Stice, Earl K., 1997. "The Market Reaction to the Choice of Accounting Method for Stock Splits and Large Stock Dividends," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(02), pages 161-182, June.
    24. M. Ameziane Lasfer, 1997. "On the Motivation for Paying Scrip Dividends," Financial Management, Financial Management Association, vol. 26(1), Spring.
    25. Woolridge, J Randall, 1983. " Ex-Date Stock Price Adjustment to Stock Dividends: A Note," Journal of Finance, American Finance Association, vol. 38(1), pages 247-255, March.
    26. Scholes, Myron S. & Wolfson, Mark A., 1989. "Decentralized investment banking : The case of discount dividend-reinvestment and stock-purchase plans," Journal of Financial Economics, Elsevier, vol. 24(1), pages 7-35, September.
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