Stock market reaction to dividend announcements: Emprical evidence from Malaysia

Karbalaee, Seyed Mohammadreza (2013) Stock market reaction to dividend announcements: Emprical evidence from Malaysia. Masters thesis, Multimedia University.

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Abstract

The study investigated the Malaysian stock market reaction to dividend announcements. The study focused on cash dividend announcements for the period of 2009-2010. The data was extracted from Bursa Malaysia official website. In particular, the research examined both the stock price reaction and trading volume reaction to annual cash dividend announcements. The study employed 115 announcements of final dividend among 65 listed companies by dividing the sample to three clusters of dividend increase, decrease and constant dividend. The event study methodology with market model adjustment to compute the abnormal return and abnormal trading volume was employed as a research method.

Item Type: Thesis (Masters)
Subjects: H Social Sciences > HG Finance
Divisions: Faculty of Management (FOM) > MBA Programme
Depositing User: Ms Nurul Iqtiani Ahmad
Date Deposited: 20 Jun 2013 01:04
Last Modified: 20 Jun 2013 01:04
URI: http://shdl.mmu.edu.my/id/eprint/3877

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