Sökning: "dividend ex-day effect"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden dividend ex-day effect.

1. 1. The impact of the disposition effect on the ex-dividend day price drop : An empirical study of the Swedish stock market

   Master-uppsats, Högskolan i Jönköping/IHH, Företagsekonomi

   Författare :Marcus Thieme; Emil Wallin; [2018]
   Nyckelord :Disposition effect; dividend ex-day effect; ex-dividend day; Nasdaq OMX Stockholm; behavioural finance;

   Sammanfattning : Abstract   Background: The dividend ex-day effect is the tendency of the stock price drop on the ex-day to be less than the dividend per share. This inclination is contrary to established theory of rational investor behaviour and is, thus, considered an anomaly in capital markets. LÄS MER

3. 2. Marknadsimperfektioner i samband med kontantutdelning på Stockholmsbörsen

   Kandidat-uppsats, KTH/Fastigheter och byggande

   Författare :Adrian Bannera; Nima Behnejad; [2018]
   Nyckelord :Ex-day; Cash dividend; Buying pressure; Market imperfections; Ex-dagen; Kontantutdelning; sinken; marknadsimperfektion; Prisanomali; Köptryck;

   Sammanfattning : Aktiepristeorier påstår att priset justeras proportionerligt med förlorad rätt till utdelning vid köppå ex-dagen. Tidigare studier har gett bevis på prisanomalier i USA, Japan och Oman. LÄS MER

4. 3. Ex - dagseffekt : En studie kring avkastning på ex - dagen för utdelning

   Kandidat-uppsats, Institutionen för ekonomi och företagande

   Författare :Richard Ivansson; Janne Viinikka; [2010]
   Nyckelord :Ex – day; event study; abnormal return; efficient market hypothesis; agent theory.; Ex – dag; eventstudie; abnormal avkastning; effektiva marknadshypotesen; agentteori.;

   Sammanfattning : Question: "Does the market possess perfect information as the efficient market hypothesis says?" "Is there any significant relationship between the abnormal stock return on the ex – day and the dividend?" Purpose: The purpose of this study is to enlighten and find understanding about stock return versus dividend on the ex – day and try to figure out if abnormal returns occur on the portfolio during dividends. Methodology: The study was based in a quantitative nature and was derived with an event study and a hypothesis testing. LÄS MER

5. 4. Market anomaly and arbitrage opportunity around ex-divident day

   Magister-uppsats, Handelshögskolan vid Umeå universitet

   Författare :Md Mohibul Islam; Jessie Cadilhac; [2010]
   Nyckelord :;

   Sammanfattning : Purpose of this study is to investigate market anomaly and possible arbitrage opportunity around ex-dividend day. We investigate most liquid common stock prices behavior around the world. LÄS MER

7. 5. Effects of differences in dividend and capital gains taxation on ex-dividend stock price behaviour: A study on the Stockholm Stock Exchange 1991 - 2000

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Fredrik Palm; Gabriel Selinus; [2006]
   Nyckelord :Ex-day; dividend; taxation; capital gains;

   Sammanfattning : In our thesis we use the Elton & Gruber tax-clientele theory to examine the development of the stock prices on the ex-dividend day to see if the changes in Swedish tax system has had an impact on the price drop quota on the A-list on the Stockholm’s Stock Exchange during the period 1991-2000. We also compare ownership of Swedish and foreign investors to investigate the impact of differences in tax bias on the price drop quota, and if this has changed with the changes in Swedish and foreign tax laws. LÄS MER