Predictable events and excess returns: The case of dividend announcements

• 1 September 1985
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 14  (3) , 423-449
• https://doi.org/10.1016/0304-405x(85)90007-8

Abstract

Keywords

• ANNOUNCEMENTS
• DIVIDEND
• EXCESS RETURNS
• DOCUMENTED
• PUZZLING
• VARIANCE
• STOCK
• USUAL
• RECONCILE