Relevant bibliographies by topics / Dividends

Academic literature on the topic 'Dividends'

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Published: 4 June 2021
Last updated: 10 March 2023

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Journal articles on the topic "Dividends"

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Arnott, Robert D. "Dividends and Dividend Taxation." Financial Analysts Journal 59, no. 1 (January 2003): 4. http://dx.doi.org/10.2469/faj.v59.n1.2495.

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DeAngelo, H. "Special dividends and the evolution of dividend signaling." Journal of Financial Economics 57, no. 3 (September 2000): 309–54. http://dx.doi.org/10.1016/s0304-405x(00)00060-x.

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Lindensjö, Kristoffer, and Filip Lindskog. "Optimal dividends and capital injection under dividend restrictions." Mathematical Methods of Operations Research 92, no. 3 (July 16, 2020): 461–87. http://dx.doi.org/10.1007/s00186-020-00720-y.

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AbstractWe study a singular stochastic control problem faced by the owner of an insurance company that dynamically pays dividends and raises capital in the presence of the restriction that the surplus process must be above a given dividend payout barrier in order for dividend payments to be allowed. Bankruptcy occurs if the surplus process becomes negative and there are proportional costs for capital injection. We show that one of the following strategies is optimal: (i) Pay dividends and inject capital in order to reflect the surplus process at an upper barrier and at 0, implying bankruptcy never occurs. (ii) Pay dividends in order to reflect the surplus process at an upper barrier and never inject capital—corresponding to absorption at 0—implying bankruptcy occurs the first time the surplus reaches zero. We show that if the costs of capital injection are low, then a sufficiently high dividend payout barrier will change the optimal strategy from type (i) (without bankruptcy) to type (ii) (with bankruptcy). Moreover, if the costs are high, then the optimal strategy is of type (ii) regardless of the dividend payout barrier. We also consider the possibility for the owner to choose a stopping time at which the insurance company is liquidated and the owner obtains a liquidation value. The uncontrolled surplus process is a Wiener process with drift.
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Chowdhury, Jaideep, and Gokhan Sonaer. "Ex-dividend day abnormal returns for special dividends." Journal of Economics and Finance 40, no. 4 (February 6, 2015): 631–52. http://dx.doi.org/10.1007/s12197-015-9317-7.

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Hardin III, William, and Matthew D. Hill. "REIT Dividend Determinants: Excess Dividends and Capital Markets." Real Estate Economics 36, no. 2 (June 2008): 349–69. http://dx.doi.org/10.1111/j.1540-6229.2008.00216.x.

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Fried, Stephie, Kevin Novan, and William Peterman. "The Green Dividend Dilemma: Carbon Dividends Versus Double-Dividends." FEDS Notes 2019, no. 2340 (March 2019). http://dx.doi.org/10.17016/2380-7172.2340.

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DeAngelo, Harry, Linda DeAngelo, and Douglas J. Skinner. "Special Dividends and the Evolution of Dividend Signaling." SSRN Electronic Journal, 1999. http://dx.doi.org/10.2139/ssrn.198448.

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Kim, Kenneth A. "Another Dividend Puzzle: Why Do Dividend-Paying Firms Pay Dividends Quarterly?" SSRN Electronic Journal, 2009. http://dx.doi.org/10.2139/ssrn.1362038.

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"Dividends." Pump Industry Analyst 2021, no. 1 (January 2021): 5. http://dx.doi.org/10.1016/s1359-6128(21)00042-2.

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"Dividends." Filtration Industry Analyst 2017, no. 12 (December 2017): 3. http://dx.doi.org/10.1016/s1365-6937(17)30373-8.

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Dissertations / Theses on the topic "Dividends"

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Unlu, Emre. "Three essays on dividend and payout policy." Diss., Columbia, Mo. : University of Missouri-Columbia, 2007. http://hdl.handle.net/10355/5949.

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Thesis (Ph. D.)--University of Missouri-Columbia, 2007.
The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on March 20, 2009) Vita. Includes bibliographical references.
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Al-Malkawi, Husam-Aladin Nizar Y., University of Western Sydney, College of Law and Business, and School of Economics and Finance. "Dividend policy of publicly quoted companies in emerging markets : the case of Jordan." THESIS_CLAB_EFI_Al-Malkawi_H.xml, 2005. http://handle.uws.edu.au:8081/1959.7/819.

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The determinants of corporate dividend policy remain controversial despite half a century of active research. Over that time a number of competing theories of dividend policy have been proposed, but no consensus has been reached about their explanatory power. This thesis examines the determinants of dividend policy of publicly quoted companies in Jordan as a case study of an emerging market. The study uses a firm-level panel data set of all publicly traded firms on the Ammam Stock Exchange between 1989 and 2000. Nine research hypotheses are developed, which are used to represent the main theories of corporate dividends. The results of studies conducted in this thesis suggest that the proportion of stocks held by insiders and state ownership significantly affect the amount of dividends paid, but not the decision to pay dividends. Larger, mature, profitable firms with less investment opportunities are more likely to pay dividends. These factors are found to also positively affect the level of dividends. Results provide no support for the signalling hypothesis. The thesis concludes with a discussion of some of the implications of all results and suggestions for further research.
Doctor of Philosophy (Finance)
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Chui, Alice Pui Ling. "Taxation and dividends." Thesis, University of Manchester, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629932.

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This research investigates the influence of personal taxes on the valuation of dividends in the UK. Hitherto most empirical studies on personal taxes and dividends have used US data with conflicting and inconclusive results. UK data has more potential for illuminating the issue because the UK has had several substantial reforms in tax policy. The empirical models tested by this study are derived from a well-defined theoretical version of the capital asset pricing model incorporating personal taxes. The research also attempts to overcome some of the difficulties encountered in constructing a well-specified econometric model: finding a correct measure of expected dividend yield for individual securities; biases due to heteroscedasticity; measurement error; and information effects. Methods of instrumental variables and generalized least squares are used to deal with some of the estimation problems. This study reports affirmative evidence that taxes significantly affect the equilibrium relationship between returns and dividend yields.
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Börjesson, Erik, and Harald Lindström. "The Value of Dividends : The effect of dividend exposure on stock returns." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-389411.

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This paper aims to examine if firms listed on Nasdaq Stockholm with dividend exposure yield higher risk-adjusted returns than firms without dividend exposure. Using a data set consisting of observations between 2000-2017 we test the difference in mean risk-adjusted return, measured by the Sharpe ratio, between securities with different levels of dividend exposure. We divide our sample into portfolios, categorized in the first stage independently of investment style, size and book-to-market ratio, and in the second stage on dividend exposure, that are regrouped annually. We measure the performance in terms of the geometric mean monthly returns, the risk as standard deviation of returns and the risk-adjusted performance measured with the Sharpe ratio. Following our empirical study, we find indications of a value effect in the Swedish capital market and draw upon three main conclusions. First, for all but one portfolio, the risk decreases with an increased degree of dividend exposure. Second, securities with high-dividend exposure tend to yield higher risk-adjusted returns relative to securities with no-dividend exposure. Third, the effect of dividend exposure on risk-adjusted performance appears to be most significant on mid firms and growth firms
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Zagonel, Timóteo. "Política de dividendos, tributação e governança corporativa no Brasil." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2013. http://hdl.handle.net/10183/72819.

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Esta pesquisa busca analisar a influência da tributação e da governança corporativa sobre as políticas de dividendos das companhias de capital aberto brasileiras no período de 1986 a 2011, através de estimações Probit e Tobit com dados em painel. Particularmente no Brasil houve diversas mudanças na legislação tributária dentro do período analisado, sendo assim uma boa oportunidade para esse estudo. Os resultados empíricos sugerem que: a) quando houve aumento no Lucro Por Ação, o percentual do lucro distribuído em forma de proventos foi maior nos períodos em que não houve incidência de tributação e menor quando houve incidência de tributação; b) companhias estatais distribuíram menos dividendos do que companhias privadas; c) companhias que distribuíram dividendos também distribuíram Juros Sobre Capital Próprio; d) companhias que possuem governança corporativa tendem a distribuir mais dividendos.
This paper investigates the influence of taxes and corporate governance on dividend policy of Brazilian public companies in the years 1986 to 2011, using panel data Probit and Tobit estimation. There are several tax law changes particularly in Brazil within the period analyzed, creating a good opportunity to study dividend policy. Empirical results suggests that (a) when Earnings Per Share increased, the percentage of profits distributed in the form of dividends was higher in periods in which there was no incidence of taxation and lower when there was incidence of taxation; (b) state owned companies paid less dividends than private companies; (c) companies that paid dividends also paid Interest On Equity Capital; (d) companies under corporate governance best practices tend to pay more dividends.
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Jahanzeb, Danish, Gunnar Jönsson, and Joakim Eriksson. "Signals from the financial crisis : A study based on the effects of dividends signaling during the financial crisis on the Swedish Stock Exchange." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-176756.

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Fernandez, Perretti Gizelle. "Contemporary Aspects of Dividends: Before and During the Financial Crisis." FIU Digital Commons, 2011. http://digitalcommons.fiu.edu/etd/451.

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The number of dividend paying firms has been on the decline since the popularity of stock repurchases in the 1980s, and the recent financial crisis has brought about a wave of dividend reductions and omissions. This dissertation examined the U.S. firms and American Depository Receipts that are listed on the U.S. equity exchanges according to their dividend paying history in the previous twelve quarters. While accounting for the state of the economy, the firm’s size, profitability, earned equity, and growth opportunities, it determines whether or not the firm will pay a dividend in the next quarter. It also examined the likelihood of a dividend change. Further, returns of firms were examined according to their dividend paying history and the state of the economy using the Fama-French three-factor model. Using forward, backward, and step-wise selection logistic regressions, the results show that firms with a history of regular and uninterrupted dividend payments are likely to continue to pay dividends, while firms that do not have a history of regular dividend payments are not likely to begin to pay dividends or continue to do so. The results of a set of generalized polytomous logistic regressions imply that dividend paying firms are more likely to reduce dividend payments during economic expansions, as opposed to recessions. Also the analysis of returns using the Fama-French three factor model reveals that dividend paying firms are earning significant abnormal positive returns. As a special case, a similar analysis of dividend payment and dividend change was applied to American Depository Receipts that trade on the NYSE, NASDAQ, and AMEX exchanges and are issued by the Bank of New York Mellon. Returns of American Depository Receipts were examined using the Fama-French two-factor model for international firms. The results of the generalized polytomous logistic regression analyses indicate that dividend paying status and economic conditions are also important for dividend level change of American Depository Receipts, and Fama-French two-factor regressions alone do not adequately explain returns for these securities.
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Tsai, Chun-Li. "Why are dividends sticky?" Texas A&M University, 2005. http://hdl.handle.net/1969.1/2698.

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This dissertation investigates the sluggish adjustment process of dividend payment in the stock market. First, I focus on the individual stocks. A casual investigation of observed dividends for individual stocks shows dividend adjustments are sluggish and discrete; this is not consistent with the Lintner??s stylized fact (1956) in which dividend adjustments are assumed to change continuously. Thus, I examine three possible explanations to account for dividend stickiness and discreteness: menu-costs (i.e. a constant adjustment cost), decision-making delays, and dividend adjustment asymmetry. I reject Dixit??s menu-cost model as an appropriate specification for the sluggish adjustment process of dividends. The empirical results imply that decisionmaking delays and dividend adjustment asymmetry might be possible explanations for sticky and discrete dividends on selected individual stocks. Second, I focus on the aggregate stock market. I use a quadratic adjustment cost model to examine whether adjustment costs can explain the slow adjustment of aggregate dividends. The empirical results suggest that adjustment costs might be a significant factor explaining the slow dividend adjustment for S&P 500. The value of relative weigh cost is related to the specification of target dividend. If target dividendsare related to earnings, then the empirical results suggest that the adjustment costs are about forty-fold more important than the deviation cost between the actual dividend and the target level in determining the dynamic dividend adjustment process. If target dividends are specified as proportion to the stock prices, the adjustment costs are about fourteen-fold more important than the deviation cost between actual dividend and target level when managers determine the dividends.
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Lai, Evelyn. "The Valuation of Dividends." Thesis, University of Sydney, 2020. https://hdl.handle.net/2123/24121.

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Much research has been done in relation to the market value of dividends, but this remains a debatable issue. In the Australian context, where relevant dividends have imputation tax credits attached, another unresolved issue is how much, if anything, these credits add to the market value of dividends. This thesis presents three experiments that provide evidence on these issues, with a focus on obtaining clean measurements of the value of dividends. The first experiment estimates the market value of distributions stemming from listed trusts traded on the Australian Securities Exchange. Trust structures have the benefit of pass-through for unitholders and the component makeup of these payouts can be subjected to three different taxation treatments – ordinary income, which is taxable in the financial year incurred, a return of capital that is a tax-advantaged (or tax-deferred amount) and a tax-free constituent. Prior literature on the ex-day price reaction of trusts is completely silent for the Australian setting and there have only been two recorded studies based on US data – both of which suggest a plausible tax explanation for ex-distribution day pricing and investor preferences. The evidence is that the total distribution is valued at greater than or equal to its face value. The components of the distribution are each valued differently but the results are puzzling. The second experiment in the thesis extends the work of Chu and Partington (2001) who measure the value of dividends as the price difference between old and new shares from non pari-passu rights issues. In such issues, the old and new shares trade contemporaneously in the same market and the only difference between them is their dividend entitlements. Dividend valuations can be observed over an extended period, sometimes for several months, in this experimental design. Chu and Partington’s sample was restricted to only 26 companies. The sample size studied has been increased in the current study and includes non pari-passu rights issues by listed investment trusts. A further extension in this thesis is to consider not only the trade prices but also the best bid and ask prices as indicators that investors are prepared to transact at. The market value of dividends is consistently estimated to be significantly greater than the face value of dividends received. The valuations in this method are estimated with more precision as evidenced across different event windows and also when bid-ask spread and liquidity effects are controlled for. The third experiment utilises a new method and a novel data set that allows the direct measurement of the value of dividends. In borrowing a stock to short sell, the price of dividends and associated franking credits, payable by the borrower to the lender, are explicitly stated in the security lending agreement. Both the domicile and the tax status of the lender are theorised to have a marked impact on the valuation of the dividends in this market. This causes the prices to cluster at specific values with multiple prices co-existing each day for the same dividend in this market. The dividend prices on US stocks are generally less than or equal to the face value of the dividend. On the other hand, the prices for Australian dividends are generally equal to or greater than the face value of the dividend. The results suggest that the dividend prices observed represent a reconstitution of the lender’s position after allowing for withholding taxes and tax credits.
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Lai, Evelyn. "The Valuation of Dividends." Thesis, University of Sydney, 2020. https://hdl.handle.net/2123/24301.

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Much research has been done in relation to the market value of dividends, but this remains a debatable issue. In the Australian context, where relevant dividends have imputation tax credits attached, another unresolved issue is how much, if anything, these credits add to the market value of dividends. This thesis presents three experiments that provide evidence on these issues, with a focus on obtaining clean measurements of the value of dividends. The first experiment estimates the market value of distributions stemming from listed trusts traded on the Australian Securities Exchange. Trust structures have the benefit of pass-through for unitholders and the component makeup of these payouts can be subjected to three different taxation treatments – ordinary income, which is taxable in the financial year incurred, a return of capital that is a tax-advantaged (or tax-deferred amount) and a tax-free constituent. Prior literature on the ex-day price reaction of trusts is completely silent for the Australian setting and there have only been two recorded studies based on US data – both of which suggest a plausible tax explanation for ex-distribution day pricing and investor preferences. The evidence is that the total distribution is valued at greater than or equal to its face value. The components of the distribution are each valued differently but the results are puzzling. The second experiment in the thesis extends the work of Chu and Partington (2001) who measure the value of dividends as the price difference between old and new shares from non pari-passu rights issues. In such issues, the old and new shares trade contemporaneously in the same market and the only difference between them is their dividend entitlements. Dividend valuations can be observed over an extended period, sometimes for several months, in this experimental design. Chu and Partington’s sample was restricted to only 26 companies. The sample size studied has been increased in the current study and includes non pari-passu rights issues by listed investment trusts. A further extension in this thesis is to consider not only the trade prices but also the best bid and ask prices as indicators that investors are prepared to transact at. The market value of dividends is consistently estimated to be significantly greater than the face value of dividends received. The valuations in this method are estimated with more precision as evidenced across different event windows and also when bid-ask spread and liquidity effects are controlled for. The third experiment utilises a new method and a novel data set that allows the direct measurement of the value of dividends. In borrowing a stock to short sell, the price of dividends and associated franking credits, payable by the borrower to the lender, are explicitly stated in the security lending agreement. Both the domicile and the tax status of the lender are theorised to have a marked impact on the valuation of the dividends in this market. This causes the prices to cluster at specific values with multiple prices co-existing each day for the same dividend in this market. The dividend prices on US stocks are generally less than or equal to the face value of the dividend. On the other hand, the prices for Australian dividends are generally equal to or greater than the face value of the dividend. The results suggest that the dividend prices observed represent a reconstitution of the lender’s position after allowing for withholding taxes and tax credits.
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Books on the topic "Dividends"

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Baker, H. Kent. Dividends and Dividend Policy. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2009. http://dx.doi.org/10.1002/9781118258408.

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1949-, Kolb Robert W., ed. Dividends and dividend policy. Hoboken, NJ: John Wiley, 2009.

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Baker, H. Kent. Dividends and Dividend Policy. New York: John Wiley & Sons, Ltd., 2009.

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Haitō seisaku no jisshō bunseki. Tōkyō: Chūō Keizaisha, 2007.

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Handbook of dividend achievers. 2nd ed. New York: Mergent, 2010.

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Kinoshita, Sumie. Directory of companies offering dividend reinvestment plans. Laurel, Md: Evergreen Enterprises, 1997.

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Dividends. New York: French, 1995.

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Richards, Gary. Dividends. New York: S. French, 1995.

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New Zealand. Property Law and Equity Reform Committee. Capital dividends. Wellington, N.Z: P.D. Hasselberg, Govt printer, 1985.

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Ryynänen, Olli. Förtäckt dividend i beskattning =: The taxation of constructive dividends. Helsingfors: Swedish School of Economics and Business Administration, 1996.

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Book chapters on the topic "Dividends"

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Gombola, Michael, and Feng-Ying Liu. "Special Dividends." In Dividends and Dividend Policy, 307–23. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118258408.ch18.

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Denis, David, and Gohar Stepanyan. "Factors Influencing Dividends." In Dividends and Dividend Policy, 55–69. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118258408.ch4.

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Brockhaus, Oliver. "Dividends." In Equity Derivatives and Hybrids, 52–72. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137349491_5.

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Phillips, John S. "Dividends." In Tax Treaty Networks 1991, 283–341. London: Routledge, 2021. http://dx.doi.org/10.4324/9781315075631-11.

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Shefrin, Hersh. "Behavioral Explanations of Dividends." In Dividends and Dividend Policy, 179–99. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118258408.ch11.

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Baker, H. Kent. "Dividends and Dividend Policy: An Overview." In Dividends and Dividend Policy, 1–19. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118258408.ch1.

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Filbeck, Greg. "Asymmetric Information and Signaling Theory." In Dividends and Dividend Policy, 163–77. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118258408.ch10.

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Bulan, Laarni T., and Narayanan Subramanian. "The Firm Life Cycle Theory of Dividends." In Dividends and Dividend Policy, 201–13. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118258408.ch12.

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Rooij, Margot De, and Luc Renneboog. "The Catering Theory of Dividends." In Dividends and Dividend Policy, 215–38. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118258408.ch13.

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Hsieh, Jim, and Qinghai Wang. "Stock Repurchases: Theory and Evidence, Part 1." In Dividends and Dividend Policy, 239–60. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118258408.ch14.

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Conference papers on the topic "Dividends"

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Xu, Jingfeng, Haijian Zhao, and Zheyuan Zhong. "Pricing Lookback Options with Dividends." In 2011 Fourth International Joint Conference on Computational Sciences and Optimization (CSO). IEEE, 2011. http://dx.doi.org/10.1109/cso.2011.208.

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Chen, Yuting, and Yan Zhou. "The Effect of the Semi-mandatory Dividends Policy on the Listing Companies Cash Dividend Policy." In First International Conference Economic and Business Management 2016. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/febm-16.2016.38.

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Li, Jiacheng. "Analysis on Reasons Why Companies Pay Dividends." In 2019 International Conference on Management Science and Industrial Economy (MSIE 2019). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/msie-19.2020.4.

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Sanjaya, I., and Kornelia Sumaryata. "Independent Director of Managers and Paid Dividends." In Malaysia Indonesia International Conference on Economics Management and Accounting. SCITEPRESS - Science and Technology Publications, 2019. http://dx.doi.org/10.5220/0009870300002900.

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Dong, Huanhuan, and Huangjin Liu. "Do Managers Cater to Investors by Paying Dividends?" In First International Conference Economic and Business Management 2016. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/febm-16.2016.75.

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Dong, Hua, and Zaiming Liu. "Dividends in a Dual Risk Model with Dependence." In 2010 2nd International Conference on Information Engineering and Computer Science (ICIECS). IEEE, 2010. http://dx.doi.org/10.1109/iciecs.2010.5678204.

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Peng, Bin, and Fei Peng. "Pricing jump diffusion American call option with dividends." In 2010 2nd IEEE International Conference on Information and Financial Engineering (ICIFE). IEEE, 2010. http://dx.doi.org/10.1109/icife.2010.5609481.

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Yang, Yunfeng, Rui Qiao, and Yingchun Zheng. "Portfolio Selection with Stochastic Volatility and Continuous Dividends." In 2019 15th International Conference on Computational Intelligence and Security (CIS). IEEE, 2019. http://dx.doi.org/10.1109/cis.2019.00075.

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Mengyu, Qu. "The Impact of Differential Cash Dividend Policy on Corporate Cash Dividends - An Analysis Based on Corporate Life Cycle." In 2022 7th International Conference on Social Sciences and Economic Development (ICSSED 2022). Paris, France: Atlantis Press, 2022. http://dx.doi.org/10.2991/aebmr.k.220405.056.

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Davidson, R. I. "Dividends of a University wide integrated approach to CAD." In IEE 2nd Annual Symposium on Engineering Education. IEE, 2002. http://dx.doi.org/10.1049/ic:20020121.

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Reports on the topic "Dividends"

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Gordon, Roger, and Martin Dietz. Dividends and Taxes. Cambridge, MA: National Bureau of Economic Research, June 2006. http://dx.doi.org/10.3386/w12292.

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Campbell, John, and Robert Shiller. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors. Cambridge, MA: National Bureau of Economic Research, December 1986. http://dx.doi.org/10.3386/w2100.

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Ang, Andrew, and Jun Liu. Risk, Return and Dividends. Cambridge, MA: National Bureau of Economic Research, January 2007. http://dx.doi.org/10.3386/w12843.

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Baker, Malcolm, and Jeffrey Wurgler. A Catering Theory of Dividends. Cambridge, MA: National Bureau of Economic Research, March 2003. http://dx.doi.org/10.3386/w9542.

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Campbell, John, and Robert Shiller. Stock Prices, Earnings and Expected Dividends. Cambridge, MA: National Bureau of Economic Research, February 1988. http://dx.doi.org/10.3386/w2511.

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6

Baker, Malcolm, Stefan Nagel, and Jeffrey Wurgler. The Effect of Dividends on Consumption. Cambridge, MA: National Bureau of Economic Research, June 2006. http://dx.doi.org/10.3386/w12288.

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7

van Binsbergen, Jules, Michael Brandt, and Ralph S. J. Koijen. On the Timing and Pricing of Dividends. Cambridge, MA: National Bureau of Economic Research, October 2010. http://dx.doi.org/10.3386/w16455.

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8

Hines, James. Dividends and Profits: Some Unsubtle Foreign Influences. Cambridge, MA: National Bureau of Economic Research, June 1991. http://dx.doi.org/10.3386/w3730.

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9

Reeve, Sophie, Alice Mutimer, Susanna Cartmell, and Olivia Frost. Investing in Social Media Pays Big Dividends. APRA, Future Agricultures Consortium, April 2022. http://dx.doi.org/10.19088/apra.2022.026.

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Abstract:
Over the past six years, the use of social media, including Twitter, Facebook and WhatsApp, has been a vital part of APRA’s Communications Strategy in raising awareness of the programme’s activities and outputs. Since 2016, APRA’s social media profile has been embedded within the Future Agricultures Consortium’s (FAC) well-established online channels – including Facebook and Twitter – with the view to increase FAC’s followings and enhance APRA’s visibility. The Impact, Communication and Engagement team has been responsible for developing APRA’s Digital Strategy and tracking the impact of social media activities, including sharing APRA’s publications and news on events, and promoting APRA’s key research messages. This report explores this impact, what went well, and what could be improved as future programmes plan their own social media efforts.
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10

Baker, Malcolm, and Jeffrey Wurgler. Dividends as Reference Points: A Behavioral Signaling Approach. Cambridge, MA: National Bureau of Economic Research, July 2012. http://dx.doi.org/10.3386/w18242.

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