Announcement Effects of Dividend Changes

Barbara Będowska-Sójka

Chapter 14 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2008, vol. 6, pp 193-204 from University of Lodz

Abstract: In the last Chapter 14 Będowska-Sójka examines the within-day volatility pattern for stocks from WSE close to the date of dividend announcement and finds some evidence of inside trading.

Keywords: Announcement effects; Dividend changes; Volatility pattern; Stock market (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2008
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