Market Response to Dividend Announcement in Southeast Asian Emerging Markets

Panjaitan, Yuniar and Husodo, Zaäfri (2022) Market Response to Dividend Announcement in Southeast Asian Emerging Markets. In: Proceedings of the 4th International Conference on Economics, Business and Economic Education Science, ICE-BEES 2021, 27-28 July 2021, Semarang, Indonesia.

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Abstract

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

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 15:12
Last Modified: 17 Apr 2026 06:36
URI: http://eprints.eai.eu/id/eprint/38226

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