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|Title:||The ex-dividend day effect on the Stockholm stock exchange|
|Series/Report no.:||Master Degree Project|
|Abstract:||Our thesis documents the ex-dividend day effect on the Stockholm stock exchange for the period 2000 to 2011. In a perfect capital market, when a share goes ex-dividend, the price of the share should fall by the amount of the dividend, ceteris paribus. Using event study methodology we estimate the abnormal return on the ex-dividend day. The estimated abnormal returns are compared with the dividend yield of the included companies. We find no strong statistical or economical evidence that su... more|
|Description:||MSc in Finance|
|Appears in Collections:||Master theses|
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