English, Article edition: Alternative event study methodology for detecting dividend signals in the context of joint dividend and earnings announcements Warwick Anderson

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/107754
Physical Description
  • article
Language
  • English

Edition details

Title
  • Alternative event study methodology for detecting dividend signals in the context of joint dividend and earnings announcements
Author
  • Warwick Anderson
Physical Description
  • article
Notes
  • Friction models are used to examine the market reaction to the simultaneous disclosure of earnings and dividends in a thin-trading environment. Friction modelling, a procedure using maximum likelihood estimation, can be used to replace both the market model and restricted least-squares regression in event studies where there are two quantifiable variables and a number of possible interaction effects associated with the news that constitutes the study's event. The results indicate that the dividend signal can be separated from the earnings signal. Copyright (c) The Authors. Journal compilation (c) 2009 AFAANZ.
  • RePEc:bla:acctfi:v:49:y:2009:i:2:p:247-265
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment