| dc.contributor.author | Pathirawasam, Chandrapala | |
| dc.date.accessioned | 2012-02-01T11:12:03Z | |
| dc.date.available | 2012-02-01T11:12:03Z | |
| dc.date.issued | 2009 | |
| dc.identifier.citation | Ekonomická revue. 2009, roč. 12, č. 3, s. 103-114 : il. | cs |
| dc.identifier.issn | 1212-3951 | |
| dc.identifier.uri | http://hdl.handle.net/10084/90097 | |
| dc.description.abstract | This 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.extent | 515087 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | en | |
| dc.publisher | Vysoká škola báňská - Technická univerzita Ostrava | cs |
| dc.relation.ispartofseries | Ekonomická revue | cs |
| dc.relation.uri | http://dx.doi.org/10.7327/cerei.2009.09.01 | |
| dc.rights | © Vysoká škola báňská - Technická univerzita Ostrava | cs |
| dc.title | The information content of stock dividend announcements : evidence from Sri Lanka | cs |
| dc.type | article | |
| dc.identifier.doi | 10.7327/cerei.2009.09.01 | |
| dc.rights.access | openAccess | |
| dc.type.version | publishedVersion | |
| dc.type.status | Peer-reviewed | |