Investor overreaction and the ex-date price behavior of stock dividends: evidence from the Taiwan Stock Exchange
This paper examines the ex-date price behavior of stock dividends for all stocks listed on the Taiwan Stock Exchange. The sample involves 2056 ex-dates of stock dividends from 473 firms. The results indicate a significantly positive abnormal return of 1.99% on the ex-date of stock dividends. The ex-...
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Published in | Journal of statistics & management systems Vol. 13; no. 1; pp. 1 - 26 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Taylor & Francis Group
01.01.2010
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Subjects | |
Online Access | Get full text |
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