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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/78002688764472250689 |