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Journal of Financial Economics Vol. 14 No. 4 1985

Market rationality and dividend announcements

Kenneth M. Eades1; Patrick J. Hess2; E. Han Kim1

1 University of Michigan–Ann Arbor · 2 University of Minnesota

open access

Abstract

We investigate stock market rationality by examining the timeliness and unbiasedness of the market's response to dividend announcements. Our initial findings for market timeliness show a sluggish market reaction to dividend announcements; however, when the ex-dividend effect is controlled for, we find no evidence of a sluggish market reaction. We examine the unbiasedness of the market's response by testing whether the net announcement effect across a sample that is devoid of ex-post selection bias sums to zero. We observe a significant positive net announcement effect and examine several plausible conjectures for this puzzling phenomenon, but none provides a satisfactory explanation.

DOI
10.1016/0304-405x(85)90027-3
Volume
14
Issue
4
Pages
581-604
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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