The Dividend Effect - A Study of the OMXS30

Detta är en Kandidat-uppsats från Lunds universitet/Företagsekonomiska institutionen

Författare: Philip Örn; Edvard Hall; Magnus Andersson; [2010]

Nyckelord: Dividend yield; OMXS30; value investing; reweighted portfolios; Management of enterprises; Företagsledning; management; Business and Economics;

Sammanfattning: The purpose is to investigate whether there are differences in returns on stocks having a high or low dividend yield, respectively. The object of the study is the OMXS30 index and the time period spans from October 1986 to April 2010. If there is a statistically significant correlation, we intend to examine potential explanations for this. It is observed that the high-dividend yield strategy greatly outperforms the OMXS30. The conclusion is statistically significant at the 95 % level.

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