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dc.contributor.authorPathirawasam, Chandrapala
dc.date.accessioned2012-02-01T11:12:03Z
dc.date.available2012-02-01T11:12:03Z
dc.date.issued2009
dc.identifier.citationEkonomická revue. 2009, roč. 12, č. 3, s. 103-114 : il.cs
dc.identifier.issn1212-3951cs
dc.identifier.urihttp://hdl.handle.net/10084/90097
dc.description.abstractThis study examines the market reaction to Sri Lankan stock dividends from 1998 to 2007 using the event analysis methodology. The positive abnormal returns in Sri Lanka (Colombo Stock Exchange) are much higher than any other international findings on the announcement day. Even after controlling the contaminated information, abnormal returns for pure stock dividends are positively significant on the announcement day. Further, announcement day abnormal returns are positively related with the size of the stock dividend announcement. Therefore these findings, based on Colombo Stock Exchange expand the empirical evidence on the signaling hypothesis of stock dividends.cs
dc.format.extent515087 bytescs
dc.format.mimetypeapplication/pdfcs
dc.language.isoencs
dc.publisherVysoká škola báňská - Technická univerzita Ostravacs
dc.relation.ispartofseriesEkonomická revuecs
dc.relation.urihttp://dx.doi.org/10.7327/cerei.2009.09.01
dc.rights© Vysoká škola báňská - Technická univerzita Ostravacs
dc.titleThe information content of stock dividend announcements : evidence from Sri Lankacs
dc.typearticlecs
dc.identifier.doi10.7327/cerei.2009.09.01
dc.rights.accessopenAccesscs
dc.type.versionpublishedVersioncs
dc.type.statusPeer-reviewedcs


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  • Ekonomická revue. 2009, roč. 12 [16]
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