A model of stock price adjustment after dividends

ISSN： 0144-3585

Source： Journal of Economic Studies, Vol.36, Iss.5, 2009-09, pp. : 508-521

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Do markets learn from experience? Price reaction to stock dividends in the Turkish market

By Aydogan Kursat Muradoglu Gulnur

Applied Financial Economics, Vol. 8, Iss. 1, 1998-02 ,pp. : 41-49

Routledge Ltd

Access to resources Recommend Favorite

A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment

By Behr Andreas

Applied Financial Economics, Vol. 17, Iss. 18, 2007-12 ,pp. : 1479-1487

Routledge Ltd

Access to resources Recommend Favorite

Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data

By Saltoglu Burak

Applied Financial Economics, Vol. 8, Iss. 4, 1998-08 ,pp. : 367-375

Routledge Ltd

Access to resources Recommend Favorite

The application of an intervention model to the Taiwan stock exchange price limits policy

By Cheng Min-Tsung Goo Yeong-Jia

Applied Financial Economics Letters, Vol. 2, Iss. 1, 2006-01 ,pp. : 31-36

Routledge Ltd

Access to resources Recommend Favorite

A test of the news model of stock price determination in an emerging market: the case of Kuwait

By Moosa Imad Al-Abduljader Sulaiman

Applied Financial Economics, Vol. 20, Iss. 5, 2010-03 ,pp. : 397-405

Routledge Ltd

Access to resources Recommend Favorite