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Found 1 essay matching the above criteria.

1. 1. Investigating Short-Term Trading Returns Around The Ex Dividend Date: A Test for Market Efficiency

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Simon Edin; Gylian Korver; [2017]
   Keywords : Market Efficiency; Dividend Timing; Dividend Capturing; Abnormal Returns; Short-Term Trading; Business and Economics;

   Abstract : This study tests the efficiency of the Swedish and the Dutch stock markets by analyzing the performance of two dividend strategies – dividend capturing and dividend timing. To test these strategies and what factors influence them, the researchers collect a sample of 95 different firms, about half from each country and a total of over 8 000 dividend observation. READ MORE