The Dynamics of Dividends, Earnings and Stock Prices: Evidence and Implications for Dividend Smoothing and Signaling
Publication Type
Journal Article
Publication Date
1999
Abstract
This paper examines the dynamic relations among corporate dividends, earnings and prices, and the implications of these relations for dividend signaling and smoothing. A multiple hypotheses testing method is employed to identify causal relations among the three financial variables and to test the empirical implications of dividend smoothing and signaling models. The results show that dynamic relations exist among dividends, earnings and prices. Empirical evidence is consistent with the contention that dividend changes are often driven by both signaling and smoothing motives. Additional tests are developed to differentiate between the dividend signaling and smoothing models. These tests impose restrictions on the dynamics of the financial variables and information signaling. It is found that dividend changes frequently provide information about unexpected changes in future earnings for a little more than a year.
Discipline
Business
Research Areas
Finance
Publication
Journal of Empirical Finance
Volume
6
Issue
1
First Page
29
Last Page
58
ISSN
0927-5398
Identifier
10.1016/s0927-5398(98)00008-5
Publisher
Elsevier
Citation
WU, Chunchi and Chen, C..
The Dynamics of Dividends, Earnings and Stock Prices: Evidence and Implications for Dividend Smoothing and Signaling. (1999). Journal of Empirical Finance. 6, (1), 29-58.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/799
Additional URL
https://doi.org/10.1016/s0927-5398(98)00008-5