The Announcement Effect of Dividend Reductions and Omissions on the Long-term Abnormal Stock Returns

碩士 === 國立臺北大學 === 企業管理學系 === 97 === The main purpose for this paper is to investigate whether reductions and omissions of dividend induce post-announcement long-term abnormal returns. We use the CAPM model, the Fama-French three-factor model and buy-and-hold abnormal returns to measure the post-anno...

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Bibliographic Details
Main Authors: Ciou, Shu-Jhu, 邱淑珠
Other Authors: C. Edward Wang
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/78002688764472250689