Market Response to Dividend Announcement in Southeast Asian Emerging Markets

Yuniar Panjaitan,Zaäfri Husodo

Proceedings of the 4th International Conference on Economics, Business and Economic Education Science, ICE-BEES 2021, 27-28 July 2021, Semarang, Indonesia（2022）

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摘要

The existence of corporate actions such as dividend announcement will affect the return on the company's stock price. This study aims to determine the market response to the dividend announcement by using the Fama-French Three-Factor Model to explain stock returns in the Southeast Asian Emerging Mar

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关键词

dividend announcement,emerging markets

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